American Realty Investors Inc (ARL)
14.71
+0.41
(+2.85%)
USD |
NYSE |
Nov 04, 16:00
14.71
0.00 (0.00%)
After-Hours: 20:00
American Realty Investors Max Drawdown (5Y): 69.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.56% |
| August 31, 2024 | 69.56% |
| July 31, 2024 | 69.56% |
| June 30, 2024 | 69.56% |
| May 31, 2024 | 69.56% |
| April 30, 2024 | 69.56% |
| March 31, 2024 | 69.56% |
| February 29, 2024 | 69.56% |
| January 31, 2024 | 69.56% |
| December 31, 2023 | 69.56% |
| November 30, 2023 | 69.56% |
| October 31, 2023 | 69.56% |
| September 30, 2023 | 69.56% |
| August 31, 2023 | 69.56% |
| July 31, 2023 | 69.56% |
| June 30, 2023 | 69.56% |
| May 31, 2023 | 69.56% |
| April 30, 2023 | 69.56% |
| March 31, 2023 | 69.56% |
| February 28, 2023 | 69.56% |
| January 31, 2023 | 69.56% |
| December 31, 2022 | 69.56% |
| November 30, 2022 | 69.56% |
| October 31, 2022 | 69.56% |
| September 30, 2022 | 69.56% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.56% |
| July 31, 2022 | 69.56% |
| June 30, 2022 | 69.56% |
| May 31, 2022 | 69.56% |
| April 30, 2022 | 69.56% |
| March 31, 2022 | 69.56% |
| February 28, 2022 | 69.56% |
| January 31, 2022 | 69.56% |
| December 31, 2021 | 69.56% |
| November 30, 2021 | 69.56% |
| October 31, 2021 | 69.56% |
| September 30, 2021 | 69.56% |
| August 31, 2021 | 69.56% |
| July 31, 2021 | 69.56% |
| June 30, 2021 | 69.56% |
| May 31, 2021 | 69.56% |
| April 30, 2021 | 69.56% |
| March 31, 2021 | 69.56% |
| February 28, 2021 | 69.56% |
| January 31, 2021 | 69.56% |
| December 31, 2020 | 69.56% |
| November 30, 2020 | 69.56% |
| October 31, 2020 | 69.56% |
| September 30, 2020 | 69.56% |
| August 31, 2020 | 69.56% |
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
62.88%
Minimum
Nov 2019
69.56%
Maximum
May 2020
69.11%
Average
69.56%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| AvalonBay Communities Inc | 46.91% |
| Camden Property Trust | 50.23% |
| Equity Residential | 45.85% |
| Essex Property Trust Inc | 44.85% |
| Mid-America Apartment Communities Inc | 45.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.453 |
| Beta (5Y) | 0.5711 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.58% |
| Historical Sharpe Ratio (5Y) | 0.0056 |
| Historical Sortino (5Y) | 0.0104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.59% |