Boardwalk Real Estate Investment Trust (BEI.UN.TO)
73.21
+0.09
(+0.12%)
CAD |
TSX |
May 10, 15:05
Boardwalk Real Estate Investment Trust Max Drawdown (5Y): 69.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.03% |
March 31, 2024 | 69.03% |
February 29, 2024 | 69.03% |
January 31, 2024 | 69.03% |
December 31, 2023 | 69.03% |
November 30, 2023 | 69.03% |
October 31, 2023 | 69.03% |
September 30, 2023 | 69.03% |
August 31, 2023 | 69.03% |
July 31, 2023 | 69.03% |
June 30, 2023 | 69.03% |
May 31, 2023 | 69.03% |
April 30, 2023 | 69.03% |
March 31, 2023 | 69.03% |
February 28, 2023 | 69.03% |
January 31, 2023 | 69.03% |
December 31, 2022 | 69.03% |
November 30, 2022 | 69.03% |
October 31, 2022 | 69.03% |
September 30, 2022 | 69.03% |
August 31, 2022 | 69.03% |
July 31, 2022 | 69.03% |
June 30, 2022 | 69.03% |
May 31, 2022 | 69.03% |
April 30, 2022 | 69.03% |
Date | Value |
---|---|
March 31, 2022 | 69.03% |
February 28, 2022 | 69.03% |
January 31, 2022 | 69.03% |
December 31, 2021 | 69.03% |
November 30, 2021 | 69.03% |
October 31, 2021 | 69.03% |
September 30, 2021 | 69.03% |
August 31, 2021 | 69.03% |
July 31, 2021 | 69.03% |
June 30, 2021 | 69.03% |
May 31, 2021 | 69.03% |
April 30, 2021 | 69.03% |
March 31, 2021 | 69.03% |
February 28, 2021 | 69.03% |
January 31, 2021 | 69.03% |
December 31, 2020 | 69.03% |
November 30, 2020 | 69.03% |
October 31, 2020 | 69.03% |
September 30, 2020 | 69.03% |
August 31, 2020 | 69.03% |
July 31, 2020 | 69.03% |
June 30, 2020 | 69.03% |
May 31, 2020 | 69.03% |
April 30, 2020 | 69.03% |
March 31, 2020 | 69.03% |
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
38.06%
Minimum
May 2019
69.03%
Maximum
Mar 2020
63.87%
Average
69.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.173 |
Beta (5Y) | 1.751 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.17% |
Historical Sharpe Ratio (5Y) | 0.3698 |
Historical Sortino (5Y) | 0.3534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.75% |