Parkway Life Real Estate Investment Trust (PRKWF)
2.545
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Parkway Life Real Estate Investment Trust Max Drawdown (5Y): 38.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.04% |
| March 31, 2024 | 38.04% |
| February 29, 2024 | 38.04% |
| January 31, 2024 | 38.04% |
| December 31, 2023 | 37.50% |
| November 30, 2023 | 37.50% |
| October 31, 2023 | 37.35% |
| September 30, 2023 | 37.35% |
| August 31, 2023 | 37.35% |
| July 31, 2023 | 37.35% |
| June 30, 2023 | 37.35% |
| May 31, 2023 | 37.35% |
| April 30, 2023 | 37.35% |
| March 31, 2023 | 37.35% |
| February 28, 2023 | 37.35% |
| January 31, 2023 | 37.35% |
| December 31, 2022 | 37.35% |
| November 30, 2022 | 32.88% |
| October 31, 2022 | 32.63% |
| September 30, 2022 | 32.63% |
| August 31, 2022 | 22.94% |
| July 31, 2022 | 22.94% |
| June 30, 2022 | 22.94% |
| May 31, 2022 | 22.94% |
| April 30, 2022 | 22.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 22.94% |
| February 28, 2022 | 22.69% |
| January 31, 2022 | 15.79% |
| December 31, 2021 | 15.79% |
| November 30, 2021 | 15.79% |
| October 31, 2021 | 15.79% |
| September 30, 2021 | 13.68% |
| August 31, 2021 | 11.11% |
| July 31, 2021 | 11.11% |
| June 30, 2021 | 11.11% |
| May 31, 2021 | 11.11% |
| April 30, 2021 | 11.11% |
| March 31, 2021 | 11.11% |
| February 28, 2021 | 11.11% |
| January 31, 2021 | 11.11% |
| December 31, 2020 | 12.31% |
| November 30, 2020 | 12.88% |
| October 31, 2020 | 12.88% |
| September 30, 2020 | 12.88% |
| August 31, 2020 | 23.54% |
| July 31, 2020 | 24.50% |
| June 30, 2020 | 24.50% |
| May 31, 2020 | 24.50% |
| April 30, 2020 | 24.50% |
| March 31, 2020 | 24.50% |
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
11.11%
Minimum
Jan 2021
38.04%
Maximum
Jan 2024
25.07%
Average
24.50%
Median
May 2019
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) | -2.193 |
| Beta (5Y) | 0.3851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.11% |
| Historical Sharpe Ratio (5Y) | 0.0774 |
| Historical Sortino (5Y) | 0.132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.99% |