Kilroy Realty Corp (KRC)
33.93
-0.34
(-0.99%)
USD |
NYSE |
May 03, 16:00
33.92
-0.01
(-0.03%)
After-Hours: 20:00
Kilroy Realty Max Drawdown (5Y): 66.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.57% |
| March 31, 2024 | 66.57% |
| February 29, 2024 | 66.57% |
| January 31, 2024 | 66.57% |
| December 31, 2023 | 66.57% |
| November 30, 2023 | 66.57% |
| October 31, 2023 | 66.57% |
| September 30, 2023 | 66.57% |
| August 31, 2023 | 66.57% |
| July 31, 2023 | 66.57% |
| June 30, 2023 | 66.57% |
| May 31, 2023 | 66.57% |
| April 30, 2023 | 65.18% |
| March 31, 2023 | 65.18% |
| February 28, 2023 | 54.57% |
| January 31, 2023 | 52.99% |
| December 31, 2022 | 52.59% |
| November 30, 2022 | 50.65% |
| October 31, 2022 | 50.65% |
| September 30, 2022 | 49.34% |
| August 31, 2022 | 46.02% |
| July 31, 2022 | 46.02% |
| June 30, 2022 | 46.02% |
| May 31, 2022 | 46.02% |
| April 30, 2022 | 46.02% |
| Date | Value |
|---|---|
| March 31, 2022 | 46.02% |
| February 28, 2022 | 46.02% |
| January 31, 2022 | 46.02% |
| December 31, 2021 | 46.02% |
| November 30, 2021 | 46.02% |
| October 31, 2021 | 46.02% |
| September 30, 2021 | 46.02% |
| August 31, 2021 | 46.02% |
| July 31, 2021 | 46.02% |
| June 30, 2021 | 46.02% |
| May 31, 2021 | 46.02% |
| April 30, 2021 | 46.02% |
| March 31, 2021 | 46.02% |
| February 28, 2021 | 46.02% |
| January 31, 2021 | 46.02% |
| December 31, 2020 | 46.02% |
| November 30, 2020 | 46.02% |
| October 31, 2020 | 46.02% |
| September 30, 2020 | 44.48% |
| August 31, 2020 | 44.48% |
| July 31, 2020 | 44.48% |
| June 30, 2020 | 44.48% |
| May 31, 2020 | 44.48% |
| April 30, 2020 | 44.48% |
| March 31, 2020 | 44.48% |
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
38.67%
Minimum
May 2019
66.57%
Maximum
May 2023
49.94%
Average
46.02%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Acadia Realty Trust | 71.00% |
| Federal Realty Investment Trust | 56.51% |
| Prologis Inc | 42.07% |
| Simon Property Group Inc | 77.02% |
| Franklin Street Properties Corp | 83.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.03 |
| Beta (5Y) | 1.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.25% |
| Historical Sharpe Ratio (5Y) | -0.3872 |
| Historical Sortino (5Y) | -0.5959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |