Altus Group Ltd (AIF.TO)
50.54
-0.34
(-0.67%)
CAD |
TSX |
Apr 25, 16:00
Altus Group Max Drawdown (5Y): 46.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.07% |
| February 29, 2024 | 46.07% |
| January 31, 2024 | 46.07% |
| December 31, 2023 | 46.07% |
| November 30, 2023 | 46.07% |
| October 31, 2023 | 42.83% |
| September 30, 2023 | 42.83% |
| August 31, 2023 | 42.83% |
| July 31, 2023 | 42.83% |
| June 30, 2023 | 42.83% |
| May 31, 2023 | 42.83% |
| April 30, 2023 | 42.00% |
| March 31, 2023 | 42.00% |
| February 28, 2023 | 42.00% |
| January 31, 2023 | 42.00% |
| December 31, 2022 | 42.00% |
| November 30, 2022 | 42.00% |
| October 31, 2022 | 42.00% |
| September 30, 2022 | 42.00% |
| August 31, 2022 | 42.00% |
| July 31, 2022 | 42.00% |
| June 30, 2022 | 42.00% |
| May 31, 2022 | 40.32% |
| April 30, 2022 | 40.32% |
| March 31, 2022 | 40.32% |
| Date | Value |
|---|---|
| February 28, 2022 | 40.32% |
| January 31, 2022 | 40.32% |
| December 31, 2021 | 40.32% |
| November 30, 2021 | 40.32% |
| October 31, 2021 | 40.32% |
| September 30, 2021 | 40.32% |
| August 31, 2021 | 40.32% |
| July 31, 2021 | 40.32% |
| June 30, 2021 | 40.32% |
| May 31, 2021 | 40.32% |
| April 30, 2021 | 40.32% |
| March 31, 2021 | 40.32% |
| February 28, 2021 | 40.32% |
| January 31, 2021 | 40.32% |
| December 31, 2020 | 40.32% |
| November 30, 2020 | 40.32% |
| October 31, 2020 | 40.32% |
| September 30, 2020 | 40.32% |
| August 31, 2020 | 40.32% |
| July 31, 2020 | 40.32% |
| June 30, 2020 | 40.32% |
| May 31, 2020 | 40.32% |
| April 30, 2020 | 40.32% |
| March 31, 2020 | 40.32% |
| February 29, 2020 | 40.32% |
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
40.32%
Minimum
Apr 2019
46.07%
Maximum
Nov 2023
41.36%
Average
40.32%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Melcor Developments Ltd | 64.63% |
| Bridgemarq Real Estate Services Inc | 63.57% |
| Wall Financial Corp | 70.67% |
| Tricon Residential Inc | 55.29% |
| Madison Pacific Properties Inc | 29.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.752 |
| Beta (5Y) | 0.7751 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.09% |
| Historical Sharpe Ratio (5Y) | 0.4172 |
| Historical Sortino (5Y) | 0.5951 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.35% |