Allied Properties Real Estate Investment Trust (AP.UN.TO)

17.22 -0.08 (-0.46%) CAD  |  TSX  |  Dec 24, 16:00
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Allied Properties Real Estate Investment Trust Max Drawdown (5Y): 69.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Riocan Real Estate Investment Trust 54.93%
Morguard Corp 54.86%
BTB Real Estate Investment Trust 57.26%
Invesque Inc 98.90%
Primaris REIT --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.21
Beta (5Y) 1.328
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.36%
Historical Sharpe Ratio (5Y) -0.534
Historical Sortino (5Y) -0.8239
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.48%