Acadia Realty Trust

10-Year Study

AKR.US · Real Estate · US · Common Stock

Executive Summary: Acadia Realty Trust has compounded at -1.0% annually over the last 10 years, with a maximum drawdown of 70.9% and an annualized volatility of 43.3%.

1Y CAGR
+15.2%
3Y CAGR
+23.5%
5Y CAGR
+3.6%
10Y CAGR
-1.0%

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 →
70.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +58.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -44.1%
% 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.
2026-2.64.5-8.611.2————————3.6%
2025-4.60.1-8.3-8.80.8-2.50.86.91.7-5.47.90.8-11.5%
20240.4-3.95.01.6-0.25.020.84.05.24.35.6-5.847.7%
20238.2-6.2-3.0-3.2-4.713.39.2-5.2-2.4-0.25.613.524.4%
2022-9.38.31.9-3.5-6.0-19.79.7-7.0-19.710.710.1-5.5-31.2%
20212.230.41.110.13.91.9-2.6-0.8-3.14.8-5.68.958.4%
2020-4.3-8.0-44.60.0-5.310.7-7.2-5.8-7.4-11.152.2-0.1-44.1%
201920.9-0.8-3.33.6-3.21.12.6-2.65.5-2.1-3.9-2.413.8%
2018-10.2-2.03.3-4.19.17.3-1.15.3-0.7-0.73.0-16.2-9.4%
2017-2.60.6-5.3-3.3-6.63.47.0-3.50.7-1.6-0.4-1.4-13.1%
2016———-4.10.65.66.0-1.9-1.2-7.0-1.90.1-4.4%

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 43.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.0% of variance. Idiosyncratic stock-specific factors contribute 7.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019592.926851401184
2016-05-019649.848621090752
2016-06-0110186.274428926159
2016-07-0110799.99835009363
2016-08-0110593.512568161756
2016-09-0110463.871175310802
2016-10-019727.600458673971
2016-11-019545.698281622517
2016-12-019557.90758874434
2017-01-019312.236530576889
2017-02-019367.797127513013
2017-03-018868.741698908587
2017-04-018579.595607949248
2017-05-018010.17167275757
2017-06-018278.900172415215
2017-07-018856.656134764353
2017-08-018543.957630404473
2017-09-018600.21943754692
2017-10-018458.987452462072
2017-11-018422.936998325345
2017-12-018302.988805385294
2018-01-017453.287025961277
2018-02-017307.600293683334
2018-03-017549.435319545617
2018-04-017242.552735132282
2018-05-017902.350291620951
2018-06-018482.29237990744
2018-07-018392.413730520793
2018-08-018838.672155355183
2018-09-018772.469662346663
2018-10-018712.99053778698
2018-11-018972.768295399235
2018-12-017522.624341068645
2019-01-019096.181291711695
2019-02-019020.203103473877
2019-03-018722.724985357083
2019-04-019032.989877824433
2019-05-018748.339781717386
2019-06-018846.302972306321
2019-07-019072.546382992765
2019-08-018839.827089812654
2019-09-019327.704402775144
2019-10-019131.90176457486
2019-11-018772.882138938614
2019-12-018558.930530692383
2020-01-018192.527574060172
2020-02-017538.999661769195
2020-03-014178.057895214447
2020-04-014178.057895214447
2020-05-013955.4855261963885
2020-06-014376.995355513574
2020-07-014060.0070945973816
2020-08-013823.987988681642
2020-09-013540.6990653280423
2020-10-013146.165205124609
2020-11-014788.399508327902
2020-12-014785.017200273885
2021-01-014889.580016334073
2021-02-016376.68187330369
2021-03-016447.875333074848
2021-04-017100.495796863528
2021-05-017375.782674333231
2021-06-017515.570991346241
2021-07-017323.893119065493
2021-08-017262.310363886849
2021-09-017036.149448518796
2021-10-017370.544221615422
2021-11-016960.295003258565
2021-12-017577.978699708791
2022-01-016869.797638983988
2022-02-017442.603882229683
2022-03-017583.382143063382
2022-04-017320.882039944233
2022-05-016879.985810805237
2022-06-015527.557561108407
2022-07-016061.920985984045
2022-08-015637.276334568013
2022-09-014527.343073280591
2022-10-015011.631839893086
2022-11-015517.451884605549
2022-12-015214.982799726115
2023-01-015643.793464720878
2023-02-015294.920763246685
2023-03-015137.602191075656
2023-04-014975.540138097163
2023-05-014739.851013454986
2023-06-015368.094110659221
2023-07-015860.508666133197
2023-08-015554.616025540551
2023-09-015420.437390178106
2023-10-015409.094283899388
2023-11-015711.31588282365
2023-12-016485.0807216690455
2024-01-016511.809204827627
2024-02-016256.073717816514
2024-03-016565.843638373523
2024-04-016670.076473160148
2024-05-016654.649848621091
2024-06-016988.178420874616
2024-07-018438.858594774747
2024-08-018778.120591656425
2024-09-019232.13357641954
2024-10-019629.266039152279
2024-11-0110164.000692960675
2024-12-019575.355348583967
2025-01-019131.448040323712
2025-02-019139.367590889216
2025-03-018382.844273587474
2025-04-017642.572534008696
2025-05-017706.63014873906
2025-06-017510.910005857168
2025-07-017571.544064874318
2025-08-018093.326953695378
2025-09-018231.506611999768
2025-10-017790.280401587211
2025-11-018403.055626593192
2025-12-018472.269198722972
2026-01-018253.656604987667
2026-02-018629.010303665267
2026-03-017886.552438149136
2026-04-018773.377110848958
Annual Return Matrix
YearAnnual Return
2017-0.1312963921974798
2018-0.0939859709085128
20190.13775859894613895
2020-0.4409328147816155
20210.5836889153240754
2022-0.3118240356196147
20230.24354786405232898
20240.47652061085210184
2025-0.1152005444919727
20260.0355404089581306
Total Factor Risk
0.4334826978818209
VTI.US Exposure
-0.06509354146372193
VEA.US Exposure
-0.031476390262756504
VWO.US Exposure
0.03664725532939323
QQQ.US Exposure
0.034020766854373524
VTV.US Exposure
0.08671364814935052
IJR.US Exposure
0.05443110013262328
QUAL.US Exposure
-0.021578026865945683
SHV.US Exposure
0.7201924799262419
TLT.US Exposure
-0.012362636795876326
LQD.US Exposure
0.0026191709501172003
HYG.US Exposure
-0.000018539116280423197
GLD.US Exposure
-0.0037551968837108538
USO.US Exposure
0.00011897130120542549
VNQ.US Exposure
0.07126108455138808
BTC-USD.CC Exposure
0.00032751544764600903
CPER.US Exposure
-0.004917160334260102
VIX.INDX Exposure
0.0074981523288631625
UUP.US Exposure
0.0050886576370847885
TIP.US Exposure
0.04104004952237752
Idiosyncratic Exposure
0.07924263959188708
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
49.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.3%

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 →194.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.16%
Market Cap$2.8B
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
$82
Avg Yield on Cost
0.82%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$82.50.82%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 →
+4.6%
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 →
+8.0%
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 →
0.7% 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 →
1.13
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acadia Realty Trust a high-risk investment?

Acadia Realty Trust (AKR.US) has an annualized volatility of 43.3% and experienced a maximum drawdown of 70.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AKR.US has generated a Compound Annual Growth Rate (CAGR) of -1.0%. 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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