Choice Properties Real Estate Investment Trust (CHP.UN.TO)
13.79
-0.18
(-1.29%)
CAD |
TSX |
Nov 22, 16:00
13.79
0.00 (0.00%)
After-Hours: 16:00
Choice Properties Real Estate Investment Trust Max Drawdown (5Y): 28.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.84% |
| September 30, 2024 | 28.84% |
| August 31, 2024 | 28.84% |
| July 31, 2024 | 28.84% |
| June 30, 2024 | 28.84% |
| May 31, 2024 | 28.84% |
| April 30, 2024 | 28.84% |
| March 31, 2024 | 28.84% |
| February 29, 2024 | 28.84% |
| January 31, 2024 | 28.84% |
| December 31, 2023 | 28.84% |
| November 30, 2023 | 28.84% |
| October 31, 2023 | 28.84% |
| September 30, 2023 | 28.84% |
| August 31, 2023 | 28.84% |
| July 31, 2023 | 28.84% |
| June 30, 2023 | 28.84% |
| May 31, 2023 | 28.84% |
| April 30, 2023 | 28.84% |
| March 31, 2023 | 28.84% |
| February 28, 2023 | 28.84% |
| January 31, 2023 | 28.84% |
| December 31, 2022 | 28.84% |
| November 30, 2022 | 28.84% |
| October 31, 2022 | 28.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.84% |
| August 31, 2022 | 28.84% |
| July 31, 2022 | 28.84% |
| June 30, 2022 | 28.84% |
| May 31, 2022 | 28.84% |
| April 30, 2022 | 28.84% |
| March 31, 2022 | 28.84% |
| February 28, 2022 | 28.84% |
| January 31, 2022 | 28.84% |
| December 31, 2021 | 28.84% |
| November 30, 2021 | 28.84% |
| October 31, 2021 | 28.84% |
| September 30, 2021 | 28.84% |
| August 31, 2021 | 28.84% |
| July 31, 2021 | 28.84% |
| June 30, 2021 | 28.84% |
| May 31, 2021 | 28.84% |
| April 30, 2021 | 28.84% |
| March 31, 2021 | 28.84% |
| February 28, 2021 | 28.84% |
| January 31, 2021 | 28.84% |
| December 31, 2020 | 28.84% |
| November 30, 2020 | 28.84% |
| October 31, 2020 | 28.84% |
| September 30, 2020 | 28.84% |
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
17.28%
Minimum
Nov 2019
28.84%
Maximum
Mar 2020
28.07%
Average
28.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Melcor Developments Ltd | 64.63% |
| Genesis Land Development Corp | 73.23% |
| Emergia Inc | 96.55% |
| Tempus Capital Inc | 98.12% |
| Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.872 |
| Beta (5Y) | 0.7254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.90% |
| Historical Sharpe Ratio (5Y) | 0.2102 |
| Historical Sortino (5Y) | 0.325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.86% |