First Capital REIT (FCR.UN.TO)
14.37
-0.30
(-2.04%)
CAD |
TSX |
May 31, 16:00
First Capital REIT Max Drawdown (5Y): 49.80% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 49.80% |
April 30, 2024 | 49.80% |
March 31, 2024 | 49.80% |
February 29, 2024 | 49.80% |
January 31, 2024 | 49.80% |
December 31, 2023 | 49.80% |
November 30, 2023 | 49.80% |
October 31, 2023 | 49.80% |
September 30, 2023 | 49.80% |
August 31, 2023 | 49.80% |
July 31, 2023 | 49.80% |
June 30, 2023 | 49.80% |
May 31, 2023 | 49.80% |
April 30, 2023 | 49.80% |
March 31, 2023 | 49.80% |
February 28, 2023 | 49.80% |
January 31, 2023 | 49.80% |
December 31, 2022 | 49.80% |
November 30, 2022 | 49.80% |
October 31, 2022 | 49.80% |
September 30, 2022 | 49.80% |
August 31, 2022 | 49.80% |
July 31, 2022 | 49.80% |
June 30, 2022 | 49.80% |
May 31, 2022 | 49.80% |
Date | Value |
---|---|
April 30, 2022 | 49.80% |
March 31, 2022 | 49.80% |
February 28, 2022 | 49.80% |
January 31, 2022 | 49.80% |
December 31, 2021 | 49.80% |
November 30, 2021 | 49.80% |
October 31, 2021 | 49.80% |
September 30, 2021 | 49.80% |
August 31, 2021 | 49.80% |
July 31, 2021 | 49.80% |
June 30, 2021 | 49.80% |
May 31, 2021 | 49.80% |
April 30, 2021 | 49.80% |
March 31, 2021 | 49.80% |
February 28, 2021 | 49.80% |
January 31, 2021 | 49.80% |
December 31, 2020 | 49.80% |
November 30, 2020 | 49.80% |
October 31, 2020 | 49.80% |
September 30, 2020 | 49.80% |
August 31, 2020 | 49.80% |
July 31, 2020 | 49.80% |
June 30, 2020 | 49.80% |
May 31, 2020 | 49.80% |
April 30, 2020 | 49.80% |
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
15.72%
Minimum
Jun 2019
49.80%
Maximum
Mar 2020
44.69%
Average
49.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.84 |
Beta (5Y) | 1.317 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.49% |
Historical Sharpe Ratio (5Y) | -0.1781 |
Historical Sortino (5Y) | -0.2105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.44% |