AvalonBay Communities Inc (AVB)
230.63
+2.49
(+1.09%)
USD |
NYSE |
Nov 21, 16:00
230.74
+0.11
(+0.05%)
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
| 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) | -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% |