Acadia Realty Trust (AKR)
25.22
+0.22
(+0.88%)
USD |
NYSE |
Nov 22, 16:00
25.19
-0.03
(-0.12%)
Pre-Market: 20:00
Acadia Realty Trust Max Drawdown (5Y): 71.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.00% |
| September 30, 2024 | 71.00% |
| August 31, 2024 | 71.00% |
| July 31, 2024 | 71.00% |
| June 30, 2024 | 71.00% |
| May 31, 2024 | 71.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
71.00%
Maximum
Oct 2020
68.37%
Average
71.00%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Federal Realty Investment Trust | 56.51% |
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.13 |
| Beta (5Y) | 1.459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.17% |
| Historical Sharpe Ratio (5Y) | -0.03 |
| Historical Sortino (5Y) | -0.0413 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |