Service Properties Trust (SVC)
5.38
+0.03
(+0.56%)
USD |
NASDAQ |
May 31, 16:00
5.385
0.00 (0.00%)
After-Hours: 20:00
Service Properties Trust Max Drawdown (5Y): 83.90% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 83.90% |
April 30, 2024 | 83.90% |
March 31, 2024 | 83.90% |
February 29, 2024 | 83.90% |
January 31, 2024 | 83.90% |
December 31, 2023 | 83.90% |
November 30, 2023 | 83.90% |
October 31, 2023 | 83.90% |
September 30, 2023 | 83.90% |
August 31, 2023 | 83.90% |
July 31, 2023 | 83.90% |
June 30, 2023 | 83.90% |
May 31, 2023 | 83.90% |
April 30, 2023 | 83.90% |
March 31, 2023 | 83.90% |
February 28, 2023 | 83.90% |
January 31, 2023 | 83.90% |
December 31, 2022 | 83.90% |
November 30, 2022 | 83.90% |
October 31, 2022 | 83.90% |
September 30, 2022 | 83.90% |
August 31, 2022 | 83.90% |
July 31, 2022 | 83.90% |
June 30, 2022 | 83.90% |
May 31, 2022 | 83.90% |
Date | Value |
---|---|
April 30, 2022 | 83.90% |
March 31, 2022 | 83.90% |
February 28, 2022 | 83.90% |
January 31, 2022 | 83.90% |
December 31, 2021 | 83.90% |
November 30, 2021 | 83.90% |
October 31, 2021 | 83.90% |
September 30, 2021 | 83.90% |
August 31, 2021 | 83.90% |
July 31, 2021 | 83.90% |
June 30, 2021 | 83.90% |
May 31, 2021 | 83.90% |
April 30, 2021 | 83.90% |
March 31, 2021 | 83.90% |
February 28, 2021 | 83.90% |
January 31, 2021 | 83.90% |
December 31, 2020 | 83.90% |
November 30, 2020 | 83.90% |
October 31, 2020 | 83.90% |
September 30, 2020 | 83.90% |
August 31, 2020 | 83.90% |
July 31, 2020 | 83.90% |
June 30, 2020 | 83.90% |
May 31, 2020 | 83.90% |
April 30, 2020 | 83.90% |
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
30.64%
Minimum
Jun 2019
83.90%
Maximum
Mar 2020
75.91%
Average
83.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Host Hotels & Resorts Inc | 55.10% |
Medical Properties Trust Inc | 84.46% |
Creative Media & Community Trust | 90.15% |
Summit Hotel Properties Inc | 84.16% |
Seritage Growth Properties | 89.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.13 |
Beta (5Y) | 2.193 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.17% |
Historical Sharpe Ratio (5Y) | -0.3733 |
Historical Sortino (5Y) | -0.5604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.85% |