American Tower Corp (AMT)
202.65
+1.77
(+0.88%)
USD |
NYSE |
Nov 21, 12:44
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 | -- |
| 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% |