AvalonBay Communities Inc (AVB)

222.17 +5.01 (+2.31%) USD  |  NYSE  |  Dec 20, 16:00
221.06 -1.11 (-0.50%) Pre-Market: 20:00
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AvalonBay Communities Max Drawdown (5Y): 46.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Equity Residential 45.85%
Essex Property Trust Inc 44.85%
UDR Inc 44.44%
Mid-America Apartment Communities Inc 45.40%
Digital Realty Trust Inc 48.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.07
Beta (5Y) 0.9830
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.39%
Historical Sharpe Ratio (5Y) 0.1159
Historical Sortino (5Y) 0.1345
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.37%