First Real Estate Investment Trust (FESNF)
0.1868
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
First Real Estate Investment Trust Max Drawdown (5Y): 85.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.15% |
| March 31, 2024 | 85.15% |
| February 29, 2024 | 85.15% |
| January 31, 2024 | 85.15% |
| December 31, 2023 | 85.15% |
| November 30, 2023 | 85.15% |
| October 31, 2023 | 85.15% |
| September 30, 2023 | 85.15% |
| August 31, 2023 | 85.15% |
| July 31, 2023 | 85.15% |
| June 30, 2023 | 85.15% |
| May 31, 2023 | 85.15% |
| April 30, 2023 | 85.15% |
| March 31, 2023 | 85.15% |
| February 28, 2023 | 85.15% |
| January 31, 2023 | 85.15% |
| December 31, 2022 | 85.15% |
| November 30, 2022 | 85.15% |
| October 31, 2022 | 85.15% |
| September 30, 2022 | 85.15% |
| August 31, 2022 | 85.15% |
| July 31, 2022 | 85.15% |
| June 30, 2022 | 85.15% |
| May 31, 2022 | 85.15% |
| April 30, 2022 | 85.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.15% |
| February 28, 2022 | 85.15% |
| January 31, 2022 | 85.15% |
| December 31, 2021 | 85.15% |
| November 30, 2021 | 85.15% |
| October 31, 2021 | 85.15% |
| September 30, 2021 | 85.15% |
| August 31, 2021 | 85.15% |
| July 31, 2021 | 85.15% |
| June 30, 2021 | 85.15% |
| May 31, 2021 | 85.15% |
| April 30, 2021 | 85.15% |
| March 31, 2021 | 85.15% |
| February 28, 2021 | 85.15% |
| January 31, 2021 | 83.47% |
| December 31, 2020 | 83.47% |
| November 30, 2020 | 70.32% |
| October 31, 2020 | 70.32% |
| September 30, 2020 | 62.80% |
| August 31, 2020 | 62.80% |
| July 31, 2020 | 62.80% |
| June 30, 2020 | 53.73% |
| May 31, 2020 | 53.73% |
| April 30, 2020 | 53.73% |
| March 31, 2020 | 33.78% |
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
33.78%
Minimum
May 2019
85.15%
Maximum
Feb 2021
72.49%
Average
85.15%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| City Developments Ltd | 58.28% |
| UOL Group Ltd | 42.05% |
| CapitaLand India Trust | 43.53% |
| Yanlord Land Group Ltd | -- |
| Ohmyhome Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.29 |
| Beta (5Y) | 0.0001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.16% |
| Historical Sharpe Ratio (5Y) | -0.53 |
| Historical Sortino (5Y) | -0.6278 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.02% |