Allied Properties Real Estate Investment Trust (AP.UN.TO)
18.73
+0.39
(+2.13%)
CAD |
TSX |
Nov 07, 16:00
Allied Properties Real Estate Investment Trust Max Drawdown (5Y): 69.58% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.58% |
| August 31, 2024 | 69.58% |
| July 31, 2024 | 69.58% |
| June 30, 2024 | 69.58% |
| May 31, 2024 | 69.58% |
| April 30, 2024 | 69.58% |
| March 31, 2024 | 69.58% |
| February 29, 2024 | 69.58% |
| January 31, 2024 | 69.58% |
| December 31, 2023 | 69.58% |
| November 30, 2023 | 69.58% |
| October 31, 2023 | 69.58% |
| September 30, 2023 | 64.16% |
| August 31, 2023 | 59.81% |
| July 31, 2023 | 59.81% |
| June 30, 2023 | 59.81% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
69.58%
Maximum
Oct 2023
51.98%
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 | 98.54% |
| Primaris REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.43 |
| Beta (5Y) | 1.349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.82% |
| Historical Sharpe Ratio (5Y) | -0.4864 |
| Historical Sortino (5Y) | -0.7339 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |