American Tower Corp (AMT)
212.52
+0.41
(+0.19%)
USD |
NYSE |
Nov 05, 11:20
American Tower Max Drawdown (5Y): 45.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.32% |
September 30, 2024 | 45.32% |
August 31, 2024 | 45.32% |
July 31, 2024 | 45.32% |
June 30, 2024 | 45.32% |
May 31, 2024 | 45.32% |
April 30, 2024 | 45.32% |
March 31, 2024 | 45.32% |
February 29, 2024 | 45.32% |
January 31, 2024 | 45.32% |
December 31, 2023 | 45.32% |
November 30, 2023 | 45.32% |
October 31, 2023 | 45.32% |
September 30, 2023 | 44.62% |
August 31, 2023 | 39.30% |
July 31, 2023 | 37.70% |
June 30, 2023 | 37.70% |
May 31, 2023 | 37.70% |
April 30, 2023 | 37.70% |
March 31, 2023 | 37.70% |
February 28, 2023 | 37.70% |
January 31, 2023 | 37.70% |
December 31, 2022 | 37.70% |
November 30, 2022 | 37.70% |
October 31, 2022 | 37.70% |
Date | Value |
---|---|
September 30, 2022 | 30.29% |
August 31, 2022 | 30.29% |
July 31, 2022 | 30.29% |
June 30, 2022 | 30.29% |
May 31, 2022 | 30.29% |
April 30, 2022 | 30.29% |
March 31, 2022 | 30.29% |
February 28, 2022 | 30.29% |
January 31, 2022 | 30.29% |
December 31, 2021 | 30.29% |
November 30, 2021 | 30.29% |
October 31, 2021 | 30.29% |
September 30, 2021 | 30.29% |
August 31, 2021 | 30.29% |
July 31, 2021 | 30.29% |
June 30, 2021 | 30.29% |
May 31, 2021 | 30.29% |
April 30, 2021 | 30.29% |
March 31, 2021 | 30.29% |
February 28, 2021 | 30.29% |
January 31, 2021 | 30.29% |
December 31, 2020 | 30.29% |
November 30, 2020 | 30.29% |
October 31, 2020 | 30.29% |
September 30, 2020 | 30.29% |
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
19.19%
Minimum
Nov 2019
45.32%
Maximum
Oct 2023
34.43%
Average
30.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Crown Castle Inc | 55.47% |
SBA Communications Corp | 50.79% |
Weyerhaeuser Co | 61.68% |
VICI Properties Inc | 60.21% |
Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.05 |
Beta (5Y) | 0.8388 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.61% |
Historical Sharpe Ratio (5Y) | -0.0076 |
Historical Sortino (5Y) | -0.0131 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |