BTB Real Estate Investment Trust (BTB.UN.TO)

3.38 +0.03 (+0.90%) CAD  |  TSX  |  Dec 24, 16:00
More

BTB Real Estate Investment Trust Max Drawdown (5Y): 57.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BTB.UN.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Allied Properties Real Estate Investment Trust 69.58%
Riocan Real Estate Investment Trust 54.93%
Morguard Corp 54.86%
Invesque Inc 98.90%
Primaris REIT --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.55
Beta (5Y) 1.438
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.63%
Historical Sharpe Ratio (5Y) -0.0158
Historical Sortino (5Y) -0.019
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.03%