Bridgemarq Real Estate Services Inc (BRE.TO)
13.75
+0.10
(+0.73%)
CAD |
TSX |
Apr 26, 15:03
Bridgemarq Real Estate Services Max Drawdown (5Y): 63.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.57% |
| February 29, 2024 | 63.57% |
| January 31, 2024 | 63.57% |
| December 31, 2023 | 63.57% |
| November 30, 2023 | 63.57% |
| October 31, 2023 | 63.57% |
| September 30, 2023 | 63.57% |
| August 31, 2023 | 63.57% |
| July 31, 2023 | 63.57% |
| June 30, 2023 | 63.57% |
| May 31, 2023 | 63.57% |
| April 30, 2023 | 63.57% |
| March 31, 2023 | 63.57% |
| February 28, 2023 | 63.57% |
| January 31, 2023 | 63.57% |
| December 31, 2022 | 63.57% |
| November 30, 2022 | 63.57% |
| October 31, 2022 | 63.57% |
| September 30, 2022 | 63.57% |
| August 31, 2022 | 63.57% |
| July 31, 2022 | 63.57% |
| June 30, 2022 | 63.57% |
| May 31, 2022 | 63.57% |
| April 30, 2022 | 63.57% |
| March 31, 2022 | 63.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.57% |
| January 31, 2022 | 63.57% |
| December 31, 2021 | 63.57% |
| November 30, 2021 | 63.57% |
| October 31, 2021 | 63.57% |
| September 30, 2021 | 63.57% |
| August 31, 2021 | 63.57% |
| July 31, 2021 | 63.57% |
| June 30, 2021 | 63.57% |
| May 31, 2021 | 63.57% |
| April 30, 2021 | 63.57% |
| March 31, 2021 | 63.57% |
| February 28, 2021 | 63.57% |
| January 31, 2021 | 63.57% |
| December 31, 2020 | 63.57% |
| November 30, 2020 | 63.57% |
| October 31, 2020 | 63.57% |
| September 30, 2020 | 63.57% |
| August 31, 2020 | 63.57% |
| July 31, 2020 | 63.57% |
| June 30, 2020 | 63.57% |
| May 31, 2020 | 63.57% |
| April 30, 2020 | 63.57% |
| March 31, 2020 | 63.57% |
| February 29, 2020 | 34.19% |
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
34.19%
Minimum
Apr 2019
63.57%
Maximum
Mar 2020
58.18%
Average
63.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Melcor Developments Ltd | 64.63% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
| Tricon Residential Inc | 55.29% |
| Madison Pacific Properties Inc | 29.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.047 |
| Beta (5Y) | 1.283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.59% |
| Historical Sharpe Ratio (5Y) | 0.1123 |
| Historical Sortino (5Y) | 0.1109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |