W.P. Carey Inc (WPC)
60.66
+1.44
(+2.43%)
USD |
NYSE |
Jul 26, 16:00
60.86
+0.20
(+0.33%)
After-Hours: 20:00
W.P. Carey Max Drawdown (5Y): 52.44% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 52.44% |
May 31, 2024 | 52.44% |
April 30, 2024 | 52.44% |
March 31, 2024 | 52.44% |
February 29, 2024 | 52.44% |
January 31, 2024 | 52.44% |
December 31, 2023 | 52.44% |
November 30, 2023 | 52.44% |
October 31, 2023 | 52.44% |
September 30, 2023 | 52.44% |
August 31, 2023 | 52.44% |
July 31, 2023 | 52.44% |
June 30, 2023 | 52.44% |
May 31, 2023 | 52.44% |
April 30, 2023 | 52.44% |
March 31, 2023 | 52.44% |
February 28, 2023 | 52.44% |
January 31, 2023 | 52.44% |
December 31, 2022 | 52.44% |
November 30, 2022 | 52.44% |
October 31, 2022 | 52.44% |
September 30, 2022 | 52.44% |
August 31, 2022 | 52.44% |
July 31, 2022 | 52.44% |
June 30, 2022 | 52.44% |
Date | Value |
---|---|
May 31, 2022 | 52.44% |
April 30, 2022 | 52.44% |
March 31, 2022 | 52.44% |
February 28, 2022 | 52.44% |
January 31, 2022 | 52.44% |
December 31, 2021 | 52.44% |
November 30, 2021 | 52.44% |
October 31, 2021 | 52.44% |
September 30, 2021 | 52.44% |
August 31, 2021 | 52.44% |
July 31, 2021 | 52.44% |
June 30, 2021 | 52.44% |
May 31, 2021 | 52.44% |
April 30, 2021 | 52.44% |
March 31, 2021 | 52.44% |
February 28, 2021 | 52.44% |
January 31, 2021 | 52.44% |
December 31, 2020 | 52.44% |
November 30, 2020 | 52.44% |
October 31, 2020 | 52.44% |
September 30, 2020 | 52.44% |
August 31, 2020 | 52.44% |
July 31, 2020 | 52.44% |
June 30, 2020 | 52.44% |
May 31, 2020 | 52.44% |
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
24.85%
Minimum
Jul 2019
52.44%
Maximum
Mar 2020
48.76%
Average
52.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Extra Space Storage Inc | 51.37% |
Annaly Capital Management Inc | 60.03% |
Ventas Inc | 76.93% |
CoStar Group Inc | 46.59% |
ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.55 |
Beta (5Y) | 0.9296 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.31% |
Historical Sharpe Ratio (5Y) | -0.1305 |
Historical Sortino (5Y) | -0.1593 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |