AvalonBay Communities Inc (AVB)
213.18
-1.18
(-0.55%)
USD |
NYSE |
Mar 25, 15:07
AvalonBay Communities Max Drawdown (5Y): 46.91% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Mid-America Apartment Communities Inc | 45.40% |
| UDR Inc | 44.44% |
| Camden Property Trust | 50.23% |
| Essex Property Trust Inc | 44.85% |
| Equity Residential | 45.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.77 |
| Beta (5Y) | 0.9975 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.37% |
| Historical Sharpe Ratio (5Y) | 0.1636 |
| Historical Sortino (5Y) | 0.2543 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.99% |