City Office REIT Inc (CIO)
5.08
-0.11
(-2.12%)
USD |
NYSE |
May 22, 14:19
City Office REIT Max Drawdown (5Y): 80.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.90% |
March 31, 2024 | 80.90% |
February 29, 2024 | 80.90% |
January 31, 2024 | 80.90% |
December 31, 2023 | 80.90% |
November 30, 2023 | 80.90% |
October 31, 2023 | 80.90% |
September 30, 2023 | 78.76% |
August 31, 2023 | 77.56% |
July 31, 2023 | 77.56% |
June 30, 2023 | 77.56% |
May 31, 2023 | 77.56% |
April 30, 2023 | 70.13% |
March 31, 2023 | 69.29% |
February 28, 2023 | 59.01% |
January 31, 2023 | 59.01% |
December 31, 2022 | 59.01% |
November 30, 2022 | 54.18% |
October 31, 2022 | 54.18% |
September 30, 2022 | 52.69% |
August 31, 2022 | 52.69% |
July 31, 2022 | 52.69% |
June 30, 2022 | 52.69% |
May 31, 2022 | 52.69% |
April 30, 2022 | 52.69% |
Date | Value |
---|---|
March 31, 2022 | 52.69% |
February 28, 2022 | 52.69% |
January 31, 2022 | 52.69% |
December 31, 2021 | 52.69% |
November 30, 2021 | 52.69% |
October 31, 2021 | 52.69% |
September 30, 2021 | 52.69% |
August 31, 2021 | 52.69% |
July 31, 2021 | 52.69% |
June 30, 2021 | 52.69% |
May 31, 2021 | 52.69% |
April 30, 2021 | 52.69% |
March 31, 2021 | 52.69% |
February 28, 2021 | 52.69% |
January 31, 2021 | 52.69% |
December 31, 2020 | 52.69% |
November 30, 2020 | 52.69% |
October 31, 2020 | 52.69% |
September 30, 2020 | 50.81% |
August 31, 2020 | 50.81% |
July 31, 2020 | 50.81% |
June 30, 2020 | 50.81% |
May 31, 2020 | 50.81% |
April 30, 2020 | 50.81% |
March 31, 2020 | 50.32% |
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
24.56%
Minimum
May 2019
80.90%
Maximum
Oct 2023
54.09%
Average
52.69%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Terra Energy Resources Ltd | 99.98% |
Partners Real Estate Investment Trust | 99.99% |
The Real Brokerage Inc | -- |
SBA Communications Corp | 50.79% |
AG Mortgage Investment Trust Inc | 91.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.19 |
Beta (5Y) | 1.849 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.87% |
Historical Sharpe Ratio (5Y) | -0.2475 |
Historical Sortino (5Y) | -0.4018 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.55% |