Brandywine Realty Trust (BDN)
4.69
-0.01
(-0.21%)
USD |
NYSE |
May 03, 16:00
4.695
0.00 (0.00%)
After-Hours: 20:00
Brandywine Realty Trust Max Drawdown (5Y): 73.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.09% |
March 31, 2024 | 73.09% |
February 29, 2024 | 73.09% |
January 31, 2024 | 73.09% |
December 31, 2023 | 73.09% |
November 30, 2023 | 73.09% |
October 31, 2023 | 73.09% |
September 30, 2023 | 73.09% |
August 31, 2023 | 73.09% |
July 31, 2023 | 73.09% |
June 30, 2023 | 73.09% |
May 31, 2023 | 73.09% |
April 30, 2023 | 70.44% |
March 31, 2023 | 69.15% |
February 28, 2023 | 56.22% |
January 31, 2023 | 56.22% |
December 31, 2022 | 56.22% |
November 30, 2022 | 55.86% |
October 31, 2022 | 55.86% |
September 30, 2022 | 52.92% |
August 31, 2022 | 52.92% |
July 31, 2022 | 52.92% |
June 30, 2022 | 52.92% |
May 31, 2022 | 52.92% |
April 30, 2022 | 52.92% |
Date | Value |
---|---|
March 31, 2022 | 52.92% |
February 28, 2022 | 52.92% |
January 31, 2022 | 52.92% |
December 31, 2021 | 52.92% |
November 30, 2021 | 52.92% |
October 31, 2021 | 52.92% |
September 30, 2021 | 52.92% |
August 31, 2021 | 52.92% |
July 31, 2021 | 52.92% |
June 30, 2021 | 52.92% |
May 31, 2021 | 52.92% |
April 30, 2021 | 52.92% |
March 31, 2021 | 52.92% |
February 28, 2021 | 52.92% |
January 31, 2021 | 52.92% |
December 31, 2020 | 52.92% |
November 30, 2020 | 52.92% |
October 31, 2020 | 52.92% |
September 30, 2020 | 52.92% |
August 31, 2020 | 52.92% |
July 31, 2020 | 52.92% |
June 30, 2020 | 52.92% |
May 31, 2020 | 52.92% |
April 30, 2020 | 52.92% |
March 31, 2020 | 52.92% |
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
30.61%
Minimum
May 2019
73.09%
Maximum
May 2023
54.06%
Average
52.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SL Green Realty Corp | 75.56% |
Hudson Pacific Properties Inc | 87.13% |
Medical Properties Trust Inc | 84.46% |
Piedmont Office Realty Trust Inc | 73.98% |
Franklin Street Properties Corp | 83.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.55 |
Beta (5Y) | 1.265 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.71% |
Historical Sharpe Ratio (5Y) | -0.4251 |
Historical Sortino (5Y) | -0.5607 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.19% |