Essex Property Trust Inc (ESS)
280.61
+3.64
(+1.31%)
USD |
NYSE |
Nov 04, 16:00
280.58
-0.04
(-0.01%)
After-Hours: 20:00
Essex Property Trust Max Drawdown (5Y): 44.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 44.85% |
September 30, 2024 | 44.85% |
August 31, 2024 | 44.85% |
July 31, 2024 | 44.85% |
June 30, 2024 | 44.85% |
May 31, 2024 | 44.85% |
April 30, 2024 | 44.85% |
March 31, 2024 | 44.85% |
February 29, 2024 | 44.85% |
January 31, 2024 | 44.85% |
December 31, 2023 | 44.85% |
November 30, 2023 | 44.85% |
October 31, 2023 | 44.85% |
September 30, 2023 | 44.85% |
August 31, 2023 | 44.85% |
July 31, 2023 | 44.85% |
June 30, 2023 | 44.85% |
May 31, 2023 | 44.85% |
April 30, 2023 | 44.85% |
March 31, 2023 | 44.85% |
February 28, 2023 | 44.85% |
January 31, 2023 | 44.85% |
December 31, 2022 | 44.85% |
November 30, 2022 | 44.85% |
October 31, 2022 | 44.85% |
Date | Value |
---|---|
September 30, 2022 | 44.85% |
August 31, 2022 | 44.85% |
July 31, 2022 | 44.85% |
June 30, 2022 | 44.85% |
May 31, 2022 | 44.85% |
April 30, 2022 | 44.85% |
March 31, 2022 | 44.85% |
February 28, 2022 | 44.85% |
January 31, 2022 | 44.85% |
December 31, 2021 | 44.85% |
November 30, 2021 | 44.85% |
October 31, 2021 | 44.85% |
September 30, 2021 | 44.85% |
August 31, 2021 | 44.85% |
July 31, 2021 | 44.85% |
June 30, 2021 | 44.85% |
May 31, 2021 | 44.85% |
April 30, 2021 | 44.85% |
March 31, 2021 | 44.85% |
February 28, 2021 | 44.85% |
January 31, 2021 | 44.85% |
December 31, 2020 | 44.85% |
November 30, 2020 | 44.85% |
October 31, 2020 | 44.85% |
September 30, 2020 | 44.85% |
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
20.97%
Minimum
Nov 2019
44.85%
Maximum
Mar 2020
43.25%
Average
44.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AvalonBay Communities Inc | 46.91% |
Camden Property Trust | 50.23% |
Equity Residential | 45.85% |
Mid-America Apartment Communities Inc | 45.40% |
UDR Inc | 44.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.09 |
Beta (5Y) | 0.8801 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.07% |
Historical Sharpe Ratio (5Y) | -0.0596 |
Historical Sortino (5Y) | -0.0782 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |