Franklin Street Properties Corp (FSP)
1.93
+0.04
(+2.12%)
USD |
NYAM |
May 03, 16:00
1.92
-0.01
(-0.52%)
After-Hours: 20:00
Franklin Street Properties Max Drawdown (5Y): 83.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.78% |
March 31, 2024 | 83.78% |
February 29, 2024 | 83.78% |
January 31, 2024 | 83.78% |
December 31, 2023 | 83.78% |
November 30, 2023 | 83.78% |
October 31, 2023 | 83.78% |
September 30, 2023 | 83.78% |
August 31, 2023 | 83.78% |
July 31, 2023 | 83.78% |
June 30, 2023 | 83.78% |
May 31, 2023 | 83.78% |
April 30, 2023 | 83.49% |
March 31, 2023 | 77.92% |
February 28, 2023 | 69.13% |
January 31, 2023 | 69.13% |
December 31, 2022 | 69.13% |
November 30, 2022 | 69.13% |
October 31, 2022 | 69.13% |
September 30, 2022 | 67.93% |
August 31, 2022 | 67.93% |
July 31, 2022 | 67.93% |
June 30, 2022 | 67.93% |
May 31, 2022 | 67.93% |
April 30, 2022 | 67.93% |
Date | Value |
---|---|
March 31, 2022 | 67.93% |
February 28, 2022 | 67.93% |
January 31, 2022 | 67.93% |
December 31, 2021 | 67.93% |
November 30, 2021 | 67.93% |
October 31, 2021 | 67.93% |
September 30, 2021 | 67.93% |
August 31, 2021 | 67.93% |
July 31, 2021 | 67.93% |
June 30, 2021 | 67.93% |
May 31, 2021 | 67.93% |
April 30, 2021 | 67.93% |
March 31, 2021 | 67.93% |
February 28, 2021 | 67.93% |
January 31, 2021 | 67.93% |
December 31, 2020 | 67.93% |
November 30, 2020 | 67.93% |
October 31, 2020 | 67.93% |
September 30, 2020 | 67.93% |
August 31, 2020 | 63.47% |
July 31, 2020 | 63.47% |
June 30, 2020 | 63.47% |
May 31, 2020 | 63.47% |
April 30, 2020 | 63.47% |
March 31, 2020 | 63.47% |
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
48.21%
Minimum
May 2019
83.78%
Maximum
May 2023
67.89%
Average
67.93%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Alexandria Real Estate Equities Inc | 56.23% |
Brandywine Realty Trust | 73.09% |
SL Green Realty Corp | 75.56% |
Hudson Pacific Properties Inc | 87.13% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.05 |
Beta (5Y) | 0.8417 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.63% |
Historical Sharpe Ratio (5Y) | -0.4477 |
Historical Sortino (5Y) | -0.7211 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.59% |