Industrial Logistics Properties Trust (ILPT)
4.37
+0.11
(+2.58%)
USD |
NASDAQ |
May 03, 16:00
4.385
+0.02
(+0.34%)
After-Hours: 20:00
Industrial Logistics Properties Trust Max Drawdown (5Y): 93.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.78% |
| March 31, 2024 | 93.78% |
| February 29, 2024 | 93.78% |
| January 31, 2024 | 93.78% |
| December 31, 2023 | 93.78% |
| November 30, 2023 | 93.78% |
| October 31, 2023 | 93.78% |
| September 30, 2023 | 93.78% |
| August 31, 2023 | 93.78% |
| July 31, 2023 | 93.78% |
| June 30, 2023 | 93.78% |
| May 31, 2023 | 93.78% |
| April 30, 2023 | 92.94% |
| March 31, 2023 | 89.86% |
| February 28, 2023 | 88.87% |
| January 31, 2023 | 88.87% |
| December 31, 2022 | 88.87% |
| November 30, 2022 | 87.62% |
| October 31, 2022 | 83.46% |
| September 30, 2022 | 79.96% |
| August 31, 2022 | 72.71% |
| July 31, 2022 | 65.06% |
| June 30, 2022 | 52.35% |
| May 31, 2022 | 49.15% |
| April 30, 2022 | 44.08% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.08% |
| February 28, 2022 | 44.08% |
| January 31, 2022 | 44.08% |
| December 31, 2021 | 44.08% |
| November 30, 2021 | 44.08% |
| October 31, 2021 | 44.08% |
| September 30, 2021 | 44.08% |
| August 31, 2021 | 44.08% |
| July 31, 2021 | 44.08% |
| June 30, 2021 | 44.08% |
| May 31, 2021 | 44.08% |
| April 30, 2021 | 44.08% |
| March 31, 2021 | 44.08% |
| February 28, 2021 | 44.08% |
| January 31, 2021 | 44.08% |
| December 31, 2020 | 44.08% |
| November 30, 2020 | 44.08% |
| October 31, 2020 | 44.08% |
| September 30, 2020 | 44.08% |
| August 31, 2020 | 44.08% |
| July 31, 2020 | 44.08% |
| June 30, 2020 | 44.08% |
| May 31, 2020 | 44.08% |
| April 30, 2020 | 44.08% |
| March 31, 2020 | 44.08% |
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
22.82%
Minimum
May 2019
93.78%
Maximum
May 2023
57.32%
Average
44.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NexPoint Residential Trust Inc | 70.32% |
| TPG RE Finance Trust Inc | 87.93% |
| Uniti Group Inc | 80.85% |
| JBG SMITH Properties | 65.32% |
| Opendoor Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.05 |
| Beta (5Y) | 1.761 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.31% |
| Historical Sharpe Ratio (5Y) | -0.4352 |
| Historical Sortino (5Y) | -0.7295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.84% |