A&W Revenue Royalties Income Fund (AW.UN.TO)
29.32
-0.21
(-0.71%)
CAD |
TSX |
May 03, 16:00
A&W Revenue Royalties Income Fund Max Drawdown (5Y): 60.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.64% |
March 31, 2024 | 60.64% |
February 29, 2024 | 60.64% |
January 31, 2024 | 60.64% |
December 31, 2023 | 60.64% |
November 30, 2023 | 60.64% |
October 31, 2023 | 60.64% |
September 30, 2023 | 60.64% |
August 31, 2023 | 60.64% |
July 31, 2023 | 60.64% |
June 30, 2023 | 60.64% |
May 31, 2023 | 60.64% |
April 30, 2023 | 60.64% |
March 31, 2023 | 60.64% |
February 28, 2023 | 60.64% |
January 31, 2023 | 60.64% |
December 31, 2022 | 60.64% |
November 30, 2022 | 60.64% |
October 31, 2022 | 60.64% |
September 30, 2022 | 60.64% |
August 31, 2022 | 60.64% |
July 31, 2022 | 60.64% |
June 30, 2022 | 60.64% |
May 31, 2022 | 60.64% |
April 30, 2022 | 60.64% |
Date | Value |
---|---|
March 31, 2022 | 60.64% |
February 28, 2022 | 60.64% |
January 31, 2022 | 60.64% |
December 31, 2021 | 60.64% |
November 30, 2021 | 60.64% |
October 31, 2021 | 60.64% |
September 30, 2021 | 60.64% |
August 31, 2021 | 60.64% |
July 31, 2021 | 60.64% |
June 30, 2021 | 60.64% |
May 31, 2021 | 60.64% |
April 30, 2021 | 60.64% |
March 31, 2021 | 60.64% |
February 28, 2021 | 60.64% |
January 31, 2021 | 60.64% |
December 31, 2020 | 60.64% |
November 30, 2020 | 60.64% |
October 31, 2020 | 60.64% |
September 30, 2020 | 60.64% |
August 31, 2020 | 60.64% |
July 31, 2020 | 60.64% |
June 30, 2020 | 60.64% |
May 31, 2020 | 60.64% |
April 30, 2020 | 60.64% |
March 31, 2020 | 60.64% |
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
28.42%
Minimum
May 2019
60.64%
Maximum
Mar 2020
55.27%
Average
60.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boston Pizza Royalties Income Fund | 71.11% |
The Keg Royalties Income Fund | 69.86% |
SIR Royalty Income Fund | 91.22% |
Pizza Pizza Royalty Corp | 61.96% |
Restaurant Brands International LP | 60.11% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.51 |
Beta (5Y) | 1.054 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.57% |
Historical Sharpe Ratio (5Y) | -0.1241 |
Historical Sortino (5Y) | -0.1398 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.35% |