Essex Property Trust Inc (ESS)

283.76 +4.75 (+1.70%) USD  |  NYSE  |  Dec 20, 16:00
283.65 -0.11 (-0.04%) After-Hours: 20:00
More

Essex Property Trust Max Drawdown (5Y): 44.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ESS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
AvalonBay Communities Inc 46.91%
Equity Residential 45.85%
UDR Inc 44.44%
Camden Property Trust 50.23%
Mid-America Apartment Communities Inc 45.40%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.07
Beta (5Y) 0.9038
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.08%
Historical Sharpe Ratio (5Y) 0.0345
Historical Sortino (5Y) 0.0452
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.53%