Chartwell Retirement Residences (CSH.UN.TO)
15.47
+0.16
(+1.05%)
CAD |
TSX |
Nov 07, 16:00
Chartwell Retirement Residences Max Drawdown (5Y): 55.15% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 55.15% |
| August 31, 2024 | 55.15% |
| July 31, 2024 | 55.15% |
| June 30, 2024 | 55.15% |
| May 31, 2024 | 55.15% |
| April 30, 2024 | 55.15% |
| March 31, 2024 | 55.15% |
| February 29, 2024 | 55.15% |
| January 31, 2024 | 55.15% |
| December 31, 2023 | 55.15% |
| November 30, 2023 | 55.15% |
| October 31, 2023 | 55.15% |
| September 30, 2023 | 55.15% |
| August 31, 2023 | 55.15% |
| July 31, 2023 | 55.15% |
| June 30, 2023 | 55.15% |
| May 31, 2023 | 55.15% |
| April 30, 2023 | 55.15% |
| March 31, 2023 | 55.15% |
| February 28, 2023 | 55.15% |
| January 31, 2023 | 55.15% |
| December 31, 2022 | 55.15% |
| November 30, 2022 | 55.15% |
| October 31, 2022 | 55.15% |
| September 30, 2022 | 55.15% |
| Date | Value |
|---|---|
| August 31, 2022 | 55.15% |
| July 31, 2022 | 55.15% |
| June 30, 2022 | 55.15% |
| May 31, 2022 | 55.15% |
| April 30, 2022 | 55.15% |
| March 31, 2022 | 55.15% |
| February 28, 2022 | 55.15% |
| January 31, 2022 | 55.15% |
| December 31, 2021 | 55.15% |
| November 30, 2021 | 55.15% |
| October 31, 2021 | 55.15% |
| September 30, 2021 | 55.15% |
| August 31, 2021 | 55.15% |
| July 31, 2021 | 55.15% |
| June 30, 2021 | 55.15% |
| May 31, 2021 | 55.15% |
| April 30, 2021 | 55.15% |
| March 31, 2021 | 55.15% |
| February 28, 2021 | 55.15% |
| January 31, 2021 | 55.15% |
| December 31, 2020 | 55.15% |
| November 30, 2020 | 55.15% |
| October 31, 2020 | 55.15% |
| September 30, 2020 | 55.15% |
| August 31, 2020 | 55.15% |
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
15.04%
Minimum
Nov 2019
55.15%
Maximum
Mar 2020
52.43%
Average
55.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Granite Real Estate Investment Trust | 44.89% |
| Boardwalk Real Estate Investment Trust | 69.03% |
| Emergia Inc | 96.55% |
| Tempus Capital Inc | 98.12% |
| Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.651 |
| Beta (5Y) | 1.158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.27% |
| Historical Sharpe Ratio (5Y) | 0.1565 |
| Historical Sortino (5Y) | 0.1677 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.64% |