American Assets Trust Inc (AAT)
21.24
-0.05
(-0.23%)
USD |
NYSE |
Apr 25, 16:00
21.20
-0.04
(-0.21%)
After-Hours: 20:00
American Assets Trust Max Drawdown (5Y): 61.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 55.47% |
| July 31, 2020 | 55.47% |
| June 30, 2020 | 55.47% |
| May 31, 2020 | 55.47% |
| April 30, 2020 | 55.47% |
| March 31, 2020 | 54.87% |
| February 29, 2020 | 28.27% |
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
Apr 2019
61.78%
Maximum
Mar 2023
52.05%
Average
55.90%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| W.P. Carey Inc | 52.45% |
| Americold Realty Trust Inc | 43.11% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.63 |
| Beta (5Y) | 1.261 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.93% |
| Historical Sharpe Ratio (5Y) | -0.3294 |
| Historical Sortino (5Y) | -0.402 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.41% |