CT Real Estate Investment Trust (CRT.UN.TO)
14.53
+0.08
(+0.55%)
CAD |
TSX |
Mar 31, 11:07
CT Real Estate Investment Trust Max Drawdown (5Y): 45.88% for Feb. 28, 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
| Melcor Developments Ltd | 65.27% |
| Bridgemarq Real Estate Services Inc | 63.57% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
| Madison Pacific Properties Inc | 34.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.640 |
| Beta (5Y) | 1.013 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.32% |
| Historical Sharpe Ratio (5Y) | 0.1358 |
| Historical Sortino (5Y) | 0.2425 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.30% |