AvalonBay Communities Inc (AVB)
218.50
+2.22
(+1.03%)
USD |
NYSE |
Nov 04, 16:00
218.93
+0.43
(+0.20%)
After-Hours: 20:00
AvalonBay Communities Max Drawdown (5Y): 46.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 46.91% |
September 30, 2024 | 46.91% |
August 31, 2024 | 46.91% |
July 31, 2024 | 46.91% |
June 30, 2024 | 46.91% |
May 31, 2024 | 46.91% |
April 30, 2024 | 46.91% |
March 31, 2024 | 46.91% |
February 29, 2024 | 46.91% |
January 31, 2024 | 46.91% |
December 31, 2023 | 46.91% |
November 30, 2023 | 46.91% |
October 31, 2023 | 46.91% |
September 30, 2023 | 46.91% |
August 31, 2023 | 46.91% |
July 31, 2023 | 46.91% |
June 30, 2023 | 46.91% |
May 31, 2023 | 46.91% |
April 30, 2023 | 46.91% |
March 31, 2023 | 46.91% |
February 28, 2023 | 46.91% |
January 31, 2023 | 46.91% |
December 31, 2022 | 46.91% |
November 30, 2022 | 46.91% |
October 31, 2022 | 46.91% |
Date | Value |
---|---|
September 30, 2022 | 46.91% |
August 31, 2022 | 46.91% |
July 31, 2022 | 46.91% |
June 30, 2022 | 46.91% |
May 31, 2022 | 46.91% |
April 30, 2022 | 46.91% |
March 31, 2022 | 46.91% |
February 28, 2022 | 46.91% |
January 31, 2022 | 46.91% |
December 31, 2021 | 46.91% |
November 30, 2021 | 46.91% |
October 31, 2021 | 46.91% |
September 30, 2021 | 46.91% |
August 31, 2021 | 46.91% |
July 31, 2021 | 46.91% |
June 30, 2021 | 46.91% |
May 31, 2021 | 46.91% |
April 30, 2021 | 46.91% |
March 31, 2021 | 46.91% |
February 28, 2021 | 46.91% |
January 31, 2021 | 46.91% |
December 31, 2020 | 46.91% |
November 30, 2020 | 46.91% |
October 31, 2020 | 46.91% |
September 30, 2020 | 46.91% |
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
20.89%
Minimum
Nov 2019
46.91%
Maximum
Mar 2020
45.18%
Average
46.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Camden Property Trust | 50.23% |
Equity Residential | 45.85% |
Essex Property Trust Inc | 44.85% |
Mid-America Apartment Communities Inc | 45.40% |
UDR Inc | 44.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.04 |
Beta (5Y) | 0.9736 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.41% |
Historical Sharpe Ratio (5Y) | 0.0579 |
Historical Sortino (5Y) | 0.0675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.37% |