W.P. Carey Inc (WPC)
55.34
+0.22
(+0.40%)
USD |
NYSE |
Nov 04, 16:00
55.37
+0.03
(+0.05%)
After-Hours: 20:00
W.P. Carey Max Drawdown (5Y): 52.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.44% |
| September 30, 2024 | 52.44% |
| August 31, 2024 | 52.44% |
| July 31, 2024 | 52.44% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.44% |
| August 31, 2022 | 52.44% |
| July 31, 2022 | 52.44% |
| June 30, 2022 | 52.44% |
| 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% |
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
Nov 2019
52.44%
Maximum
Mar 2020
50.60%
Average
52.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| EPR Properties | 82.01% |
| Annaly Capital Management Inc | 60.03% |
| Rexford Industrial Realty Inc | 48.37% |
| Extra Space Storage Inc | 51.37% |
| Ventas Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.28 |
| Beta (5Y) | 0.9552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.33% |
| Historical Sharpe Ratio (5Y) | -0.2178 |
| Historical Sortino (5Y) | -0.2634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |