Apartment Investment & Management Co (AIV)
7.13
+0.22 (+3.18%)
USD |
NYSE |
Mar 24, 16:00
7.135
0.00 (0.00%)
Pre-Market: 20:00
Apartment Investment & Management Max Drawdown (5Y): 54.42% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 54.42% |
January 31, 2023 | 54.42% |
December 31, 2022 | 54.42% |
November 30, 2022 | 54.42% |
October 31, 2022 | 54.42% |
September 30, 2022 | 54.42% |
August 31, 2022 | 54.42% |
July 31, 2022 | 54.42% |
June 30, 2022 | 54.42% |
May 31, 2022 | 54.42% |
April 30, 2022 | 54.42% |
March 31, 2022 | 54.42% |
February 28, 2022 | 54.42% |
January 31, 2022 | 54.42% |
December 31, 2021 | 54.42% |
November 30, 2021 | 54.42% |
October 31, 2021 | 54.42% |
September 30, 2021 | 54.42% |
August 31, 2021 | 54.42% |
July 31, 2021 | 54.42% |
June 30, 2021 | 54.42% |
May 31, 2021 | 54.42% |
April 30, 2021 | 54.42% |
March 31, 2021 | 54.42% |
February 28, 2021 | 54.42% |
Date | Value |
---|---|
January 31, 2021 | 54.42% |
December 31, 2020 | 54.42% |
November 30, 2020 | 54.42% |
October 31, 2020 | 54.42% |
September 30, 2020 | 54.42% |
August 31, 2020 | 54.42% |
July 31, 2020 | 54.42% |
June 30, 2020 | 54.42% |
May 31, 2020 | 54.42% |
April 30, 2020 | 54.42% |
March 31, 2020 | 54.42% |
February 29, 2020 | 20.15% |
January 31, 2020 | 20.15% |
December 31, 2019 | 20.15% |
November 30, 2019 | 20.15% |
October 31, 2019 | 20.15% |
September 30, 2019 | 20.15% |
August 31, 2019 | 20.15% |
July 31, 2019 | 20.15% |
June 30, 2019 | 20.15% |
May 31, 2019 | 20.15% |
April 30, 2019 | 20.15% |
March 31, 2019 | 20.15% |
February 28, 2019 | 20.15% |
January 31, 2019 | 20.15% |
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
20.15%
Minimum
Nov 2018
54.42%
Maximum
Mar 2020
41.30%
Average
54.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.097 |
Beta (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.57% |
Historical Sharpe Ratio (5Y) | 0.3334 |
Historical Sortino (5Y) | 0.4382 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.61% |