City Office REIT Inc (CIO)
5.08
+0.16
(+3.25%)
USD |
NYSE |
Nov 21, 16:00
5.08
0.00 (0.00%)
After-Hours: 20:00
City Office REIT Max Drawdown (5Y): 80.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 80.90% |
September 30, 2024 | 80.90% |
August 31, 2024 | 80.90% |
July 31, 2024 | 80.90% |
June 30, 2024 | 80.90% |
May 31, 2024 | 80.90% |
April 30, 2024 | 80.90% |
March 31, 2024 | 80.90% |
February 29, 2024 | 80.90% |
January 31, 2024 | 80.90% |
December 31, 2023 | 80.90% |
November 30, 2023 | 80.90% |
October 31, 2023 | 80.90% |
September 30, 2023 | 78.76% |
August 31, 2023 | 77.56% |
July 31, 2023 | 77.56% |
June 30, 2023 | 77.56% |
May 31, 2023 | 77.56% |
April 30, 2023 | 70.13% |
March 31, 2023 | 69.29% |
February 28, 2023 | 59.01% |
January 31, 2023 | 59.01% |
December 31, 2022 | 59.01% |
November 30, 2022 | 54.18% |
October 31, 2022 | 54.18% |
Date | Value |
---|---|
September 30, 2022 | 52.69% |
August 31, 2022 | 52.69% |
July 31, 2022 | 52.69% |
June 30, 2022 | 52.69% |
May 31, 2022 | 52.69% |
April 30, 2022 | 52.69% |
March 31, 2022 | 52.69% |
February 28, 2022 | 52.69% |
January 31, 2022 | 52.69% |
December 31, 2021 | 52.69% |
November 30, 2021 | 52.69% |
October 31, 2021 | 52.69% |
September 30, 2021 | 52.69% |
August 31, 2021 | 52.69% |
July 31, 2021 | 52.69% |
June 30, 2021 | 52.69% |
May 31, 2021 | 52.69% |
April 30, 2021 | 52.69% |
March 31, 2021 | 52.69% |
February 28, 2021 | 52.69% |
January 31, 2021 | 52.69% |
December 31, 2020 | 52.69% |
November 30, 2020 | 52.69% |
October 31, 2020 | 52.69% |
September 30, 2020 | 50.81% |
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
24.56%
Minimum
Nov 2019
80.90%
Maximum
Oct 2023
59.72%
Average
52.69%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Terra Energy Resources Ltd | 99.63% |
Partners Real Estate Investment Trust | 63.65% |
The Real Brokerage Inc | -- |
Cousins Properties Inc | 54.25% |
Redfin Corp | 96.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.50 |
Beta (5Y) | 1.978 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.56% |
Historical Sharpe Ratio (5Y) | -0.2708 |
Historical Sortino (5Y) | -0.4469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.55% |