Acadia Realty Trust (AKR)
16.92
-0.38
(-2.20%)
USD |
NYSE |
May 03, 16:00
16.92
0.00 (0.00%)
After-Hours: 20:00
Acadia Realty Trust Max Drawdown (5Y): 71.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.00% |
March 31, 2024 | 71.00% |
February 29, 2024 | 71.00% |
January 31, 2024 | 71.00% |
December 31, 2023 | 71.00% |
November 30, 2023 | 71.00% |
October 31, 2023 | 71.00% |
September 30, 2023 | 71.00% |
August 31, 2023 | 71.00% |
July 31, 2023 | 71.00% |
June 30, 2023 | 71.00% |
May 31, 2023 | 71.00% |
April 30, 2023 | 71.00% |
March 31, 2023 | 71.00% |
February 28, 2023 | 71.00% |
January 31, 2023 | 71.00% |
December 31, 2022 | 71.00% |
November 30, 2022 | 71.00% |
October 31, 2022 | 71.00% |
September 30, 2022 | 71.00% |
August 31, 2022 | 71.00% |
July 31, 2022 | 71.00% |
June 30, 2022 | 71.00% |
May 31, 2022 | 71.00% |
April 30, 2022 | 71.00% |
Date | Value |
---|---|
March 31, 2022 | 71.00% |
February 28, 2022 | 71.00% |
January 31, 2022 | 71.00% |
December 31, 2021 | 71.00% |
November 30, 2021 | 71.00% |
October 31, 2021 | 71.00% |
September 30, 2021 | 71.00% |
August 31, 2021 | 71.00% |
July 31, 2021 | 71.00% |
June 30, 2021 | 71.00% |
May 31, 2021 | 71.00% |
April 30, 2021 | 71.00% |
March 31, 2021 | 71.00% |
February 28, 2021 | 71.00% |
January 31, 2021 | 71.00% |
December 31, 2020 | 71.00% |
November 30, 2020 | 71.00% |
October 31, 2020 | 71.00% |
September 30, 2020 | 68.53% |
August 31, 2020 | 68.03% |
July 31, 2020 | 68.03% |
June 30, 2020 | 68.03% |
May 31, 2020 | 68.03% |
April 30, 2020 | 67.40% |
March 31, 2020 | 61.38% |
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
38.50%
Minimum
May 2019
71.00%
Maximum
Oct 2020
65.12%
Average
71.00%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Federal Realty Investment Trust | 56.51% |
Kilroy Realty Corp | 66.57% |
Tanger Inc | 87.33% |
Medical Properties Trust Inc | 84.46% |
Prologis Inc | 42.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.69 |
Beta (5Y) | 1.414 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.37% |
Historical Sharpe Ratio (5Y) | -0.1871 |
Historical Sortino (5Y) | -0.2617 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |