PSA-PF Public Stora...

Fundamental Data

Get detailed Fundamental insights of Public Storage and compare it to the S&P500.
YTD Return
PSA-PF +4.34%
vs.
SPY +18.42%
1-Year Return
PSA-PF +3.82%
vs.
SPY +26.95%
3-Year Return
PSA-PF -0.91%
vs.
SPY +5.67%

Worst 10 Drawdowns of PSA-PF

Started Recovered Drawdown Days
Feb 10, 2020 Sep 16, 2024 -26.19% 1681
Dec 11, 2017 Jul 12, 2019 -18.31% 579
Oct 22, 2019 Feb 3, 2020 -5.45% 105
Sep 5, 2019 Oct 10, 2019 -3.67% 36
Sep 5, 2017 Nov 22, 2017 -1.61% 79
Aug 30, 2019 Sep 3, 2019 -1.02% 5
Jul 30, 2019 Aug 13, 2019 -1.00% 15
Jun 26, 2017 Jul 20, 2017 -0.87% 25
Jul 24, 2017 Aug 30, 2017 -0.87% 38
Nov 27, 2017 Dec 1, 2017 -0.83% 5

PSA-PF vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between May 24, 2017 - September 16, 2024

Annual Return (%)

PSA-PF
S&P500
Metric PSA-PF S&P500
Cumulative Return -0.72% +134.47%
Compound Annual Growth Rate (CAGR) -0.07% +8.37%
Sharpe 0.06 0.71
Sortino 0.08 0.98
Max Drawdown -26.19% -34.1%
Longest Drawdown Days 1681 745
Volatility (ann.) 12.98% 19.04%
Correlation 44.83% -
R^2 0.2 -
Calmar 0 0.25
Skew -0.59 -0.57
Kurtosis 31.79 12.36
Expected Daily +0% +0.05%
Expected Monthly -0.01% +0.96%
Expected Yearly -0.09% +11.24%
Kelly Criterion -2.94% 6.02%
Risk of Ruin 0% 0%
Daily Value-at-Risk -1.34% -1.92%
Expected Shortfall (cVaR) -1.34% -1.92%
Max Consecutive Wins 12 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.01 0.15
Gain/Pain (1M) 0.05 0.80
Payoff Ratio 0.88 0.91
Profit Factor 1.01 1.15
Outlier Win Ratio 5.31 3.24
Outlier Loss Ratio 5.02 3.28
MTD +2.02% -0.15%
3M +7.99% +3.70%
6M +0.69% +10.40%
Best Day +8.68% +9.06%
Worst Day -10.18% -10.94%
Best Month +14.71% +12.70%
Worst Month -10.17% -13.00%
Best Year +20.69% +28.79%
Worst Year -17.91% -19.48%
Avg. Drawdown -2.96% -1.91%
Avg. Drawdown Days 124 20
Recovery Factor 0.21 2.89
Ulcer Index 0.10 0.09
Avg. Up Month +3.11% +4.20%
Avg. Down Month -3.77% -5.37%
Win Days 51.96% 55.28%
Win Month 47.19% 69.66%
Win Quarter 56.67% 76.67%
Win Year 62.50% 75.00%