American Assets Trust Inc

10-Year Study

AAT.US · Real Estate · US · Common Stock

Executive Summary: American Assets Trust Inc has compounded at -2.9% annually over the last 10 years, with a maximum drawdown of 57.9% and an annualized volatility of 35.6%.

1Y CAGR
+8.0%
3Y CAGR
+8.4%
5Y CAGR
-6.6%
10Y CAGR
-2.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
57.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +34.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -35.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.68.1-5.710.4————————7.4%
2025-7.5-7.5-8.9-7.06.50.7-3.69.8-1.2-6.02.0-1.2-23.0%
2024-0.4-3.83.2-2.61.94.518.52.8-0.70.95.5-6.623.3%
20237.4-11.3-25.3-2.14.72.517.2-4.8-7.7-8.713.513.5-9.6%
2022-4.21.64.5-3.4-6.8-12.01.8-8.2-6.36.86.6-8.4-26.4%
2021-4.312.55.28.04.32.8-1.07.8-5.31.1-9.110.034.0%
2020-0.7-9.0-39.213.3-7.67.0-3.0-5.4-4.8-13.137.11.5-35.0%
20196.91.26.20.7-1.74.5-1.51.00.34.7-2.9-2.817.1%
2018-7.8-10.06.20.58.36.10.42.8-4.92.98.5-2.88.1%
2017-0.32.5-4.32.4-8.81.53.10.0-1.5-2.51.5-2.2-8.9%
2016———-0.60.96.78.1-3.4-1.5-8.50.98.29.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.2% of variance. Idiosyncratic stock-specific factors contribute 12.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019937.372909816251
2016-05-0110022.511800242833
2016-06-0110695.799150456325
2016-07-0111562.761791939298
2016-08-0111164.561259775102
2016-09-0110996.387040583977
2016-10-0110066.059217106016
2016-11-0110154.814757407674
2016-12-0110991.663252992039
2017-01-0110953.393192579224
2017-02-0111226.413353557049
2017-03-0110742.114411611661
2017-04-0110996.276326812293
2017-05-0110025.79630880285
2017-06-0110177.511080603317
2017-07-0110492.713188593527
2017-08-0110495.29650993287
2017-09-0110342.40079123442
2017-10-0110087.574593403671
2017-11-0110235.783429100746
2017-12-0110014.318981138063
2018-01-019233.897604523027
2018-02-018306.854289605084
2018-03-018821.304282039642
2018-04-018863.523133642593
2018-05-019597.55543992117
2018-06-0110182.936055415932
2018-07-0110220.172787293011
2018-08-0110504.707180526186
2018-09-019986.271492310927
2018-10-0110272.835638025013
2018-11-0111145.85063236016
2018-12-0110829.873527968144
2019-01-0111576.674822581179
2019-02-0111711.48729190424
2019-03-0112439.983909598515
2019-04-0112529.514446301973
2019-05-0112312.478549206735
2019-06-0112861.17600168285
2019-07-0112664.659056940092
2019-08-0112790.208474032082
2019-09-0112833.239226627398
2019-10-0113442.755444349721
2019-11-0113050.127505360391
2019-12-0112682.92682926829
2020-01-0112588.96774169739
2020-02-0111453.302776332348
2020-03-016961.7926773911395
2020-04-017886.289575560303
2020-05-017287.586402872652
2020-06-017799.489978558433
2020-07-017564.186309134993
2020-08-017157.940576228277
2020-09-016814.654074820365
2020-10-015920.751082227117
2020-11-018115.909938037192
2020-12-018239.281984286026
2021-01-017882.672925685226
2021-02-018866.955260564862
2021-03-019328.299547180673
2021-04-0110078.828205440475
2021-05-0110510.169059929363
2021-06-0110801.30937487314
2021-07-0110697.053906535435
2021-08-0111534.160734253734
2021-09-0110920.031442711157
2021-10-0111039.71302990379
2021-11-0110038.749820090121
2021-12-0111043.403488959992
2022-01-0110584.347286959024
2022-02-0110757.946480962766
2022-03-0111246.673973775598
2022-04-0110863.751942104078
2022-05-0110121.711339673542
2022-06-018902.162239961028
2022-07-019061.036502330526
2022-08-018320.656606475279
2022-09-017799.600692330118
2022-10-018333.314881038052
2022-11-018882.196856466977
2022-12-018131.926530341109
2023-01-018733.36064273035
2023-02-017742.214054006176
2023-03-015785.532662407876
2023-04-015664.153464049393
2023-05-015928.685569197953
2023-06-016076.894404895024
2023-07-017121.368126981316
2023-08-016776.384014407551
2023-09-016255.328100262391
2023-10-015708.586591086066
2023-11-016477.235403311818
2023-12-017352.870623576866
2024-01-017326.742173458957
2024-02-017045.82443010086
2024-03-017269.4662489067005
2024-04-017083.688540017493
2024-05-017216.397447678516
2024-06-017541.157844624292
2024-07-018936.15136786865
2024-08-019182.120463964513
2024-09-019117.94338097716
2024-10-019196.439445102575
2024-11-019704.873989275526
2024-12-019067.679328631688
2025-01-018383.984883879704
2025-02-017755.536611199066
2025-03-017063.2803014366955
2025-04-016568.795692496189
2025-05-016993.124674778296
2025-06-017044.828006155685
2025-07-016788.0089604345885
2025-08-017455.0594348431
2025-09-017368.259837841228
2025-10-016929.501160649373
2025-11-017070.919551683033
2025-12-016986.038993390388
2026-01-016664.969055500814
2026-02-017203.776077706305
2026-03-016794.135122467884
2026-04-017502.703261258666
Annual Return Matrix
YearAnnual Return
2017-0.08891686811710986
20180.08143884255795864
20190.1711057194264216
2020-0.35036430508514027
20210.3403356639597954
2022-0.26363946237493396
2023-0.09580213297027462
20240.23321622164224043
2025-0.22956704353984025
20260.07395668251452703
Total Factor Risk
0.3557189642045814
VTI.US Exposure
0.1527279570010309
VEA.US Exposure
-0.026798331348436566
VWO.US Exposure
0.02618867328679788
QQQ.US Exposure
-0.06649607858014536
VTV.US Exposure
-0.07122823999364779
IJR.US Exposure
0.15929892778630353
QUAL.US Exposure
-0.0032944006356296815
SHV.US Exposure
0.47205874000618675
TLT.US Exposure
0.004456426456183797
LQD.US Exposure
-0.01296303940207646
HYG.US Exposure
0.006674798200613415
GLD.US Exposure
-0.004357744873563881
USO.US Exposure
0.00369094579131018
VNQ.US Exposure
0.1856160255384873
BTC-USD.CC Exposure
-0.007655684539320331
CPER.US Exposure
0.00469438631092647
VIX.INDX Exposure
0.028505523824462434
UUP.US Exposure
0.01957987869763694
TIP.US Exposure
0.000925445926425113
Idiosyncratic Exposure
0.12837579054645543
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
88.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.41%
Market Cap$1.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$125
Avg Yield on Cost
1.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$125.481.25%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Assets Trust Inc a high-risk investment?

American Assets Trust Inc (AAT.US) has an annualized volatility of 35.6% and experienced a maximum drawdown of 57.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AAT.US?

Over the past 10 years, AAT.US has generated a Compound Annual Growth Rate (CAGR) of -2.9%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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