Alexandria Real Estate Equities Inc (ARE)
120.51
+2.34
(+1.98%)
USD |
NYSE |
May 03, 16:00
120.53
+0.02
(+0.02%)
After-Hours: 20:00
Alexandria Real Estate Equities Max Drawdown (5Y): 56.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.23% |
March 31, 2024 | 56.23% |
February 29, 2024 | 56.23% |
January 31, 2024 | 56.23% |
December 31, 2023 | 56.23% |
November 30, 2023 | 56.23% |
October 31, 2023 | 56.23% |
September 30, 2023 | 53.54% |
August 31, 2023 | 49.11% |
July 31, 2023 | 49.11% |
June 30, 2023 | 49.11% |
May 31, 2023 | 48.11% |
April 30, 2023 | 46.38% |
March 31, 2023 | 46.38% |
February 28, 2023 | 41.17% |
January 31, 2023 | 41.17% |
December 31, 2022 | 41.17% |
November 30, 2022 | 41.17% |
October 31, 2022 | 41.17% |
September 30, 2022 | 41.17% |
August 31, 2022 | 41.17% |
July 31, 2022 | 41.17% |
June 30, 2022 | 41.17% |
May 31, 2022 | 34.31% |
April 30, 2022 | 34.31% |
Date | Value |
---|---|
March 31, 2022 | 34.31% |
February 28, 2022 | 34.31% |
January 31, 2022 | 34.31% |
December 31, 2021 | 34.31% |
November 30, 2021 | 34.31% |
October 31, 2021 | 34.31% |
September 30, 2021 | 34.31% |
August 31, 2021 | 34.31% |
July 31, 2021 | 34.31% |
June 30, 2021 | 34.31% |
May 31, 2021 | 34.31% |
April 30, 2021 | 34.31% |
March 31, 2021 | 34.31% |
February 28, 2021 | 34.31% |
January 31, 2021 | 34.31% |
December 31, 2020 | 34.31% |
November 30, 2020 | 34.31% |
October 31, 2020 | 34.31% |
September 30, 2020 | 34.31% |
August 31, 2020 | 34.31% |
July 31, 2020 | 34.31% |
June 30, 2020 | 34.31% |
May 31, 2020 | 34.31% |
April 30, 2020 | 34.31% |
March 31, 2020 | 34.31% |
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
27.66%
Minimum
May 2019
56.23%
Maximum
Oct 2023
38.48%
Average
34.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boston Properties Inc | 63.62% |
Welltower Inc | 63.33% |
Host Hotels & Resorts Inc | 55.10% |
Prologis Inc | 42.07% |
Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.06 |
Beta (5Y) | 1.073 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.36% |
Historical Sharpe Ratio (5Y) | -0.1055 |
Historical Sortino (5Y) | -0.1533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.34% |