CORPORATE OFFICE PROPERTIES TRUST
Free full Seasonality data:
CDP vs SPY 1 Year Daily ReturnsCDP has a beta of 0.43. In the past year, CDP has been less volatile than the S&P500.
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CDP Historical BetaSince 2024-07-16, the beta for CDP changed by -0.29 and had an average of 0.54.
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CDP Sharpe RatioCDP has a 1 year sharpe of 0.51 which is +0.17 compared to the S&P500.
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1y
Timeframe:
1y
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CDP Daily P/L Normal DistributionCDP has a P/L mean of 0.06% and a std dev of 1.28%. A daily 1σ move is between $27.73 and $28.45.
Timeframe:
1y
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CDP 1 Year DrawdownCDP had a max drawdown of 25.23% in the previous year.
1y
CDP Yearly Drawdown DurationCDP has an average drawdown duration of 22.27 days every year.