W.P. Carey Inc (WPC)

54.25 +0.81 (+1.52%) USD  |  NYSE  |  Dec 20, 16:00
54.20 -0.05 (-0.09%) After-Hours: 20:00
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W.P. Carey Max Drawdown (5Y): 52.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Rexford Industrial Realty Inc 48.37%
EPR Properties 82.01%
Extra Space Storage Inc 51.37%
Annaly Capital Management Inc 60.03%
Ventas Inc 76.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.51
Beta (5Y) 0.9661
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.30%
Historical Sharpe Ratio (5Y) -0.1322
Historical Sortino (5Y) -0.1617
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.91%