CT Real Estate Investment Trust (CRT.UN.TO)
16.74
-0.08
(-0.48%)
CAD |
TSX |
Sep 16, 16:00
CT Real Estate Investment Trust Max Drawdown (5Y) : 24.73% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 24.73% |
| July 31, 2026 | 24.73% |
| June 30, 2026 | 24.73% |
| May 31, 2026 | 24.73% |
| April 30, 2026 | 24.73% |
| March 31, 2026 | 24.73% |
| February 28, 2026 | 24.73% |
| January 31, 2026 | 24.73% |
| December 31, 2025 | 24.73% |
| November 30, 2025 | 24.73% |
| October 31, 2025 | 24.73% |
| September 30, 2025 | 24.73% |
| August 31, 2025 | 24.73% |
| July 31, 2025 | 24.73% |
| June 30, 2025 | 24.73% |
| May 31, 2025 | 24.73% |
| April 30, 2025 | 29.58% |
| March 31, 2025 | 33.16% |
| February 28, 2025 | 45.88% |
| January 31, 2025 | 45.88% |
| December 31, 2024 | 45.88% |
| November 30, 2024 | 45.88% |
| October 31, 2024 | 45.88% |
| September 30, 2024 | 45.88% |
| August 31, 2024 | 45.88% |
| Date | Value |
|---|---|
| July 31, 2024 | 45.88% |
| June 30, 2024 | 45.88% |
| May 31, 2024 | 45.88% |
| April 30, 2024 | 45.88% |
| March 31, 2024 | 45.88% |
| February 29, 2024 | 45.88% |
| January 31, 2024 | 45.88% |
| December 31, 2023 | 45.88% |
| November 30, 2023 | 45.88% |
| October 31, 2023 | 45.88% |
| September 30, 2023 | 45.88% |
| August 31, 2023 | 45.88% |
| July 31, 2023 | 45.88% |
| June 30, 2023 | 45.88% |
| May 31, 2023 | 45.88% |
| April 30, 2023 | 45.88% |
| March 31, 2023 | 45.88% |
| February 28, 2023 | 45.88% |
| January 31, 2023 | 45.88% |
| December 31, 2022 | 45.88% |
| November 30, 2022 | 45.88% |
| October 31, 2022 | 45.88% |
| September 30, 2022 | 45.88% |
| August 31, 2022 | 45.88% |
| July 31, 2022 | 45.88% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SmartCentres Real Estate Investment Trust | 28.93% |
| RioCan Real Estate Investment Trust | 31.10% |
| Slate Grocery REIT | 38.78% |
| First Capital Real Estate Investment Trust | 34.80% |
| Plaza Retail REIT | 26.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.826 |
| Beta (5Y) | 0.8619 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.82% |
| Historical Sharpe Ratio (5Y) | 0.1294 |
| Historical Sortino (5Y) | 0.23 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.30% |