Macerich Co (MAC)
15.54
-0.53
(-3.30%)
USD |
NYSE |
May 17, 16:00
15.53
-0.01
(-0.06%)
Pre-Market: 20:00
Macerich Max Drawdown (5Y): 92.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.92% |
March 31, 2024 | 92.92% |
February 29, 2024 | 92.92% |
January 31, 2024 | 92.92% |
December 31, 2023 | 92.92% |
November 30, 2023 | 92.92% |
October 31, 2023 | 92.92% |
September 30, 2023 | 92.92% |
August 31, 2023 | 92.92% |
July 31, 2023 | 92.92% |
June 30, 2023 | 92.92% |
May 31, 2023 | 92.92% |
April 30, 2023 | 92.92% |
March 31, 2023 | 92.92% |
February 28, 2023 | 92.92% |
January 31, 2023 | 92.92% |
December 31, 2022 | 92.92% |
November 30, 2022 | 92.92% |
October 31, 2022 | 92.92% |
September 30, 2022 | 92.92% |
August 31, 2022 | 92.92% |
July 31, 2022 | 92.92% |
June 30, 2022 | 92.92% |
May 31, 2022 | 92.92% |
April 30, 2022 | 92.92% |
Date | Value |
---|---|
March 31, 2022 | 92.92% |
February 28, 2022 | 92.92% |
January 31, 2022 | 92.92% |
December 31, 2021 | 92.92% |
November 30, 2021 | 92.92% |
October 31, 2021 | 92.92% |
September 30, 2021 | 92.92% |
August 31, 2021 | 92.92% |
July 31, 2021 | 92.92% |
June 30, 2021 | 92.92% |
May 31, 2021 | 92.92% |
April 30, 2021 | 92.92% |
March 31, 2021 | 92.92% |
February 28, 2021 | 92.92% |
January 31, 2021 | 92.92% |
December 31, 2020 | 92.92% |
November 30, 2020 | 92.92% |
October 31, 2020 | 92.92% |
September 30, 2020 | 92.92% |
August 31, 2020 | 92.92% |
July 31, 2020 | 92.92% |
June 30, 2020 | 92.92% |
May 31, 2020 | 92.92% |
April 30, 2020 | 92.92% |
March 31, 2020 | 92.06% |
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
52.84%
Minimum
May 2019
92.92%
Maximum
Apr 2020
87.91%
Average
92.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Federal Realty Investment Trust | 56.51% |
Tanger Inc | 87.33% |
Acadia Realty Trust | 71.00% |
Omega Healthcare Investors Inc | 66.92% |
Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.72 |
Beta (5Y) | 2.398 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.28% |
Historical Sharpe Ratio (5Y) | -0.245 |
Historical Sortino (5Y) | -0.3878 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |