Allied Properties Real Estate Investment Trust (AP.UN.TO)
17.56
+0.28
(+1.65%)
CAD |
TSX |
May 15, 13:52
Allied Properties Real Estate Investment Trust Max Drawdown (5Y): 69.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.78% |
March 31, 2024 | 69.78% |
February 29, 2024 | 69.78% |
January 31, 2024 | 69.78% |
December 31, 2023 | 69.78% |
November 30, 2023 | 69.78% |
October 31, 2023 | 69.78% |
September 30, 2023 | 64.40% |
August 31, 2023 | 60.07% |
July 31, 2023 | 60.07% |
June 30, 2023 | 60.07% |
May 31, 2023 | 57.88% |
April 30, 2023 | 56.44% |
March 31, 2023 | 54.58% |
February 28, 2023 | 53.00% |
January 31, 2023 | 53.00% |
December 31, 2022 | 53.00% |
November 30, 2022 | 53.00% |
October 31, 2022 | 50.47% |
September 30, 2022 | 50.31% |
August 31, 2022 | 46.66% |
July 31, 2022 | 46.66% |
June 30, 2022 | 46.66% |
May 31, 2022 | 46.66% |
April 30, 2022 | 46.66% |
Date | Value |
---|---|
March 31, 2022 | 46.66% |
February 28, 2022 | 46.66% |
January 31, 2022 | 46.66% |
December 31, 2021 | 46.66% |
November 30, 2021 | 46.66% |
October 31, 2021 | 46.66% |
September 30, 2021 | 46.66% |
August 31, 2021 | 46.66% |
July 31, 2021 | 46.66% |
June 30, 2021 | 46.66% |
May 31, 2021 | 46.66% |
April 30, 2021 | 46.66% |
March 31, 2021 | 46.66% |
February 28, 2021 | 46.66% |
January 31, 2021 | 46.66% |
December 31, 2020 | 46.66% |
November 30, 2020 | 46.66% |
October 31, 2020 | 46.66% |
September 30, 2020 | 46.66% |
August 31, 2020 | 46.66% |
July 31, 2020 | 46.66% |
June 30, 2020 | 46.66% |
May 31, 2020 | 46.66% |
April 30, 2020 | 46.66% |
March 31, 2020 | 46.66% |
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
26.66%
Minimum
May 2019
69.78%
Maximum
Oct 2023
48.02%
Average
46.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Riocan Real Estate Investment Trust | 54.93% |
Morguard Corp | 54.86% |
BTB Real Estate Investment Trust | 57.26% |
Invesque Inc | 97.51% |
Primaris REIT | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.62 |
Beta (5Y) | 1.257 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.01% |
Historical Sharpe Ratio (5Y) | -0.5467 |
Historical Sortino (5Y) | -0.7876 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |