Bridgemarq Real Estate Services Inc (BRE.TO)

15.20 +0.10 (+0.66%) CAD  |  TSX  |  Dec 24, 12:30
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Bridgemarq Real Estate Services Max Drawdown (5Y): 63.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Melcor Developments Ltd 65.27%
Wall Financial Corp 70.67%
Altus Group Ltd 46.07%
Madison Pacific Properties Inc 31.95%
Northwest Healthcare Properties Real Estate Investment Trust 68.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.712
Beta (5Y) 1.274
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.67%
Historical Sharpe Ratio (5Y) 0.2679
Historical Sortino (5Y) 0.2585
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.20%