Boston Pizza Royalties Income Fund (BPF.UN.TO)
15.71
+0.07
(+0.45%)
CAD |
TSX |
May 03, 16:00
Boston Pizza Royalties Income Fund Max Drawdown (5Y): 71.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.11% |
March 31, 2024 | 71.11% |
February 29, 2024 | 71.11% |
January 31, 2024 | 71.11% |
December 31, 2023 | 71.11% |
November 30, 2023 | 71.11% |
October 31, 2023 | 71.11% |
September 30, 2023 | 71.11% |
August 31, 2023 | 71.11% |
July 31, 2023 | 71.11% |
June 30, 2023 | 71.11% |
May 31, 2023 | 71.11% |
April 30, 2023 | 71.11% |
March 31, 2023 | 71.11% |
February 28, 2023 | 71.11% |
January 31, 2023 | 71.11% |
December 31, 2022 | 71.11% |
November 30, 2022 | 71.11% |
October 31, 2022 | 71.11% |
September 30, 2022 | 71.11% |
August 31, 2022 | 71.11% |
July 31, 2022 | 71.11% |
June 30, 2022 | 71.11% |
May 31, 2022 | 71.11% |
April 30, 2022 | 71.11% |
Date | Value |
---|---|
March 31, 2022 | 71.11% |
February 28, 2022 | 71.11% |
January 31, 2022 | 71.11% |
December 31, 2021 | 71.11% |
November 30, 2021 | 71.11% |
October 31, 2021 | 71.11% |
September 30, 2021 | 71.11% |
August 31, 2021 | 71.11% |
July 31, 2021 | 71.11% |
June 30, 2021 | 71.11% |
May 31, 2021 | 71.11% |
April 30, 2021 | 71.11% |
March 31, 2021 | 71.11% |
February 28, 2021 | 71.11% |
January 31, 2021 | 71.11% |
December 31, 2020 | 71.11% |
November 30, 2020 | 71.11% |
October 31, 2020 | 71.11% |
September 30, 2020 | 70.42% |
August 31, 2020 | 67.96% |
July 31, 2020 | 67.96% |
June 30, 2020 | 67.96% |
May 31, 2020 | 67.96% |
April 30, 2020 | 67.96% |
March 31, 2020 | 67.91% |
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
33.57%
Minimum
May 2019
71.11%
Maximum
Oct 2020
64.53%
Average
71.11%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
A&W Revenue Royalties Income Fund | 60.64% |
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) | -7.983 |
Beta (5Y) | 1.570 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.24% |
Historical Sharpe Ratio (5Y) | 0.0773 |
Historical Sortino (5Y) | 0.0835 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |