Allied Properties Real Estate Investment Trust (AP.UN.TO)
7.85
+0.16
(+2.08%)
CAD |
TSX |
Sep 21, 16:00
Allied Properties Real Estate Investment Trust Max Drawdown (5Y) : 73.72% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 73.72% |
| July 31, 2026 | 73.62% |
| June 30, 2026 | 73.62% |
| May 31, 2026 | 73.62% |
| April 30, 2026 | 73.62% |
| March 31, 2026 | 73.62% |
| February 28, 2026 | 72.90% |
| January 31, 2026 | 69.58% |
| December 31, 2025 | 69.58% |
| November 30, 2025 | 69.58% |
| October 31, 2025 | 69.58% |
| September 30, 2025 | 69.58% |
| August 31, 2025 | 69.58% |
| July 31, 2025 | 69.58% |
| June 30, 2025 | 69.58% |
| May 31, 2025 | 69.58% |
| April 30, 2025 | 69.58% |
| March 31, 2025 | 69.58% |
| February 28, 2025 | 69.58% |
| January 31, 2025 | 69.58% |
| December 31, 2024 | 69.58% |
| November 30, 2024 | 69.58% |
| October 31, 2024 | 69.58% |
| September 30, 2024 | 69.58% |
| August 31, 2024 | 69.58% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 46.66% |
| July 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Dream Office Real Estate Investment Trust | 75.71% |
| Ravelin Properties REIT | 99.57% |
| True North Commercial REIT | 82.19% |
| Morguard Real Estate Investment Trust | 54.69% |
| Plaza Retail REIT | 26.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.22 |
| Beta (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.43% |
| Historical Sharpe Ratio (5Y) | -0.7499 |
| Historical Sortino (5Y) | -0.9758 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.09% |