Choice Properties Real Estate Investment Trust (CHP.UN.TO)
14.58
+0.07
(+0.48%)
CAD |
TSX |
Apr 22, 16:00
Choice Properties Real Estate Investment Trust Max Drawdown (5Y): 21.35% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.163 |
| Beta (5Y) | 0.7750 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.99% |
| Historical Sharpe Ratio (5Y) | 0.2877 |
| Historical Sortino (5Y) | 0.6174 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.86% |