Bridgemarq Real Estate Services Inc (BRE.TO)
14.86
-0.22
(-1.46%)
CAD |
TSX |
Nov 01, 16:00
Bridgemarq Real Estate Services Max Drawdown (5Y): 63.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 63.57% |
August 31, 2024 | 63.57% |
July 31, 2024 | 63.57% |
June 30, 2024 | 63.57% |
May 31, 2024 | 63.57% |
April 30, 2024 | 63.57% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
63.57%
Maximum
Mar 2020
61.57%
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% |
Madison Pacific Properties Inc | 31.95% |
Northwest Healthcare Properties Real Estate Investment Trust | 68.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.696 |
Beta (5Y) | 1.285 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.61% |
Historical Sharpe Ratio (5Y) | 0.2042 |
Historical Sortino (5Y) | 0.20 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |