BSR Real Estate Investment Trust (BSRTF)
14.07
+0.38
(+2.81%)
USD |
OTCM |
Sep 13, 16:00
BSR Real Estate Investment Trust Max Drawdown (5Y): 50.67% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 50.67% |
| July 31, 2024 | 50.67% |
| June 30, 2024 | 50.67% |
| May 31, 2024 | 50.67% |
| April 30, 2024 | 50.67% |
| March 31, 2024 | 50.67% |
| February 29, 2024 | 50.67% |
| January 31, 2024 | 50.67% |
| December 31, 2023 | 50.67% |
| November 30, 2023 | 50.67% |
| October 31, 2023 | 49.21% |
| September 30, 2023 | 42.90% |
| August 31, 2023 | 42.48% |
| July 31, 2023 | 41.66% |
| June 30, 2023 | 41.66% |
| May 31, 2023 | 41.66% |
| April 30, 2023 | 41.24% |
| March 31, 2023 | 41.24% |
| February 28, 2023 | 41.24% |
| January 31, 2023 | 41.24% |
| December 31, 2022 | 41.24% |
| November 30, 2022 | 41.24% |
| October 31, 2022 | 41.24% |
| September 30, 2022 | 41.24% |
| August 31, 2022 | 41.24% |
| Date | Value |
|---|---|
| July 31, 2022 | 41.24% |
| June 30, 2022 | 41.24% |
| May 31, 2022 | 41.24% |
| April 30, 2022 | 41.24% |
| March 31, 2022 | 41.24% |
| February 28, 2022 | 41.24% |
| January 31, 2022 | 41.24% |
| December 31, 2021 | 41.24% |
| November 30, 2021 | 41.24% |
| October 31, 2021 | 41.24% |
| September 30, 2021 | 41.24% |
| August 31, 2021 | 41.24% |
| July 31, 2021 | 41.24% |
| June 30, 2021 | 41.24% |
| May 31, 2021 | 41.24% |
| April 30, 2021 | 41.24% |
| March 31, 2021 | 41.24% |
| February 28, 2021 | 41.24% |
| January 31, 2021 | 41.24% |
| December 31, 2020 | 41.24% |
| November 30, 2020 | 41.24% |
| October 31, 2020 | 41.24% |
| September 30, 2020 | 41.24% |
| August 31, 2020 | 41.24% |
| July 31, 2020 | 41.24% |
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
25.45%
Minimum
Sep 2019
50.67%
Maximum
Nov 2023
41.43%
Average
41.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Equinix Inc | 41.77% |
| Lamar Advertising Co | 65.88% |
| PotlatchDeltic Corp | 50.09% |
| Innovative Industrial Properties Inc | 75.41% |
| Invitation Homes Inc | 50.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.537 |
| Beta (5Y) | 1.011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.44% |
| Historical Sharpe Ratio (5Y) | 0.213 |
| Historical Sortino (5Y) | 0.2676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.49% |