American Assets Trust Inc (AAT)
27.38
+0.26
(+0.94%)
USD |
NYSE |
Nov 05, 10:20
American Assets Trust Max Drawdown (5Y): 61.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.78% |
| September 30, 2024 | 61.78% |
| August 31, 2024 | 61.78% |
| July 31, 2024 | 61.78% |
| June 30, 2024 | 61.78% |
| May 31, 2024 | 61.78% |
| April 30, 2024 | 61.78% |
| March 31, 2024 | 61.78% |
| February 29, 2024 | 61.78% |
| January 31, 2024 | 61.78% |
| December 31, 2023 | 61.78% |
| November 30, 2023 | 61.78% |
| October 31, 2023 | 61.78% |
| September 30, 2023 | 61.78% |
| August 31, 2023 | 61.78% |
| July 31, 2023 | 61.78% |
| June 30, 2023 | 61.78% |
| May 31, 2023 | 61.78% |
| April 30, 2023 | 61.78% |
| March 31, 2023 | 61.78% |
| February 28, 2023 | 55.90% |
| January 31, 2023 | 55.90% |
| December 31, 2022 | 55.90% |
| November 30, 2022 | 55.90% |
| October 31, 2022 | 55.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.90% |
| August 31, 2022 | 55.90% |
| July 31, 2022 | 55.90% |
| June 30, 2022 | 55.90% |
| May 31, 2022 | 55.90% |
| April 30, 2022 | 55.90% |
| March 31, 2022 | 55.90% |
| February 28, 2022 | 55.90% |
| January 31, 2022 | 55.90% |
| December 31, 2021 | 55.90% |
| November 30, 2021 | 55.90% |
| October 31, 2021 | 55.90% |
| September 30, 2021 | 55.90% |
| August 31, 2021 | 55.90% |
| July 31, 2021 | 55.90% |
| June 30, 2021 | 55.90% |
| May 31, 2021 | 55.90% |
| April 30, 2021 | 55.90% |
| March 31, 2021 | 55.90% |
| February 28, 2021 | 55.90% |
| January 31, 2021 | 55.90% |
| December 31, 2020 | 55.90% |
| November 30, 2020 | 55.90% |
| October 31, 2020 | 55.90% |
| September 30, 2020 | 55.47% |
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
28.27%
Minimum
Nov 2019
61.78%
Maximum
Mar 2023
55.96%
Average
55.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Highwoods Properties Inc | 58.98% |
| Office Properties Income Trust | 93.03% |
| Equity Commonwealth | 25.76% |
| American Homes 4 Rent | 38.40% |
| Empire State Realty Trust Inc | 72.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.39 |
| Beta (5Y) | 1.296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.73% |
| Historical Sharpe Ratio (5Y) | -0.2559 |
| Historical Sortino (5Y) | -0.3135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.41% |