American Homes 4 Rent (AMH)
34.99
-0.21
(-0.60%)
USD |
NYSE |
Nov 05, 10:30
American Homes 4 Rent Max Drawdown (5Y): 38.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.40% |
| September 30, 2024 | 38.40% |
| August 31, 2024 | 38.40% |
| July 31, 2024 | 38.40% |
| June 30, 2024 | 38.40% |
| May 31, 2024 | 38.40% |
| April 30, 2024 | 38.40% |
| March 31, 2024 | 38.40% |
| February 29, 2024 | 38.40% |
| January 31, 2024 | 38.40% |
| December 31, 2023 | 38.40% |
| November 30, 2023 | 38.40% |
| October 31, 2023 | 38.40% |
| September 30, 2023 | 38.40% |
| August 31, 2023 | 38.40% |
| July 31, 2023 | 38.40% |
| June 30, 2023 | 38.40% |
| May 31, 2023 | 38.40% |
| April 30, 2023 | 38.40% |
| March 31, 2023 | 38.40% |
| February 28, 2023 | 38.40% |
| January 31, 2023 | 38.40% |
| December 31, 2022 | 38.40% |
| November 30, 2022 | 38.40% |
| October 31, 2022 | 38.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.40% |
| August 31, 2022 | 38.40% |
| July 31, 2022 | 38.40% |
| June 30, 2022 | 38.40% |
| May 31, 2022 | 38.40% |
| April 30, 2022 | 38.40% |
| March 31, 2022 | 38.40% |
| February 28, 2022 | 38.40% |
| January 31, 2022 | 38.40% |
| December 31, 2021 | 38.40% |
| November 30, 2021 | 38.40% |
| October 31, 2021 | 38.40% |
| September 30, 2021 | 38.40% |
| August 31, 2021 | 38.40% |
| July 31, 2021 | 38.40% |
| June 30, 2021 | 38.40% |
| May 31, 2021 | 38.40% |
| April 30, 2021 | 38.40% |
| March 31, 2021 | 38.40% |
| February 28, 2021 | 38.40% |
| January 31, 2021 | 38.40% |
| December 31, 2020 | 38.40% |
| November 30, 2020 | 38.40% |
| October 31, 2020 | 38.40% |
| September 30, 2020 | 38.40% |
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
27.33%
Minimum
Nov 2019
38.40%
Maximum
Mar 2020
37.66%
Average
38.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Essex Property Trust Inc | 44.85% |
| Highwoods Properties Inc | 58.98% |
| Office Properties Income Trust | 93.03% |
| Equity Commonwealth | 25.76% |
| American Assets Trust Inc | 61.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.517 |
| Beta (5Y) | 0.7665 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.45% |
| Historical Sharpe Ratio (5Y) | 0.2395 |
| Historical Sortino (5Y) | 0.3168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.76% |