W.P. Carey Inc (WPC)
58.04
+0.41
(+0.71%)
USD |
NYSE |
May 07, 10:58
W.P. Carey Max Drawdown (5Y): 52.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.45% |
March 31, 2024 | 52.45% |
February 29, 2024 | 52.45% |
January 31, 2024 | 52.45% |
December 31, 2023 | 52.45% |
November 30, 2023 | 52.45% |
October 31, 2023 | 52.45% |
September 30, 2023 | 52.45% |
August 31, 2023 | 52.45% |
July 31, 2023 | 52.45% |
June 30, 2023 | 52.45% |
May 31, 2023 | 52.45% |
April 30, 2023 | 52.45% |
March 31, 2023 | 52.45% |
February 28, 2023 | 52.45% |
January 31, 2023 | 52.45% |
December 31, 2022 | 52.45% |
November 30, 2022 | 52.45% |
October 31, 2022 | 52.45% |
September 30, 2022 | 52.45% |
August 31, 2022 | 52.45% |
July 31, 2022 | 52.45% |
June 30, 2022 | 52.45% |
May 31, 2022 | 52.45% |
April 30, 2022 | 52.45% |
Date | Value |
---|---|
March 31, 2022 | 52.45% |
February 28, 2022 | 52.45% |
January 31, 2022 | 52.45% |
December 31, 2021 | 52.45% |
November 30, 2021 | 52.45% |
October 31, 2021 | 52.45% |
September 30, 2021 | 52.45% |
August 31, 2021 | 52.45% |
July 31, 2021 | 52.45% |
June 30, 2021 | 52.45% |
May 31, 2021 | 52.45% |
April 30, 2021 | 52.45% |
March 31, 2021 | 52.45% |
February 28, 2021 | 52.45% |
January 31, 2021 | 52.45% |
December 31, 2020 | 52.45% |
November 30, 2020 | 52.45% |
October 31, 2020 | 52.45% |
September 30, 2020 | 52.45% |
August 31, 2020 | 52.45% |
July 31, 2020 | 52.45% |
June 30, 2020 | 52.45% |
May 31, 2020 | 52.45% |
April 30, 2020 | 52.45% |
March 31, 2020 | 52.45% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
24.95%
Minimum
May 2019
52.45%
Maximum
Mar 2020
47.87%
Average
52.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Annaly Capital Management Inc | 60.03% |
Digital Realty Trust Inc | 48.47% |
ReAlpha Tech Corp | -- |
CoStar Group Inc | 46.59% |
Ventas Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.13 |
Beta (5Y) | 0.8496 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.04% |
Historical Sharpe Ratio (5Y) | -0.1356 |
Historical Sortino (5Y) | -0.1622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.95% |