Dream Office Real Estate Investment Trust (D.UN.TO)
16.00
+0.01
(+0.06%)
CAD |
TSX |
Apr 25, 15:59
Dream Office Real Estate Investment Trust Max Drawdown (5Y): 75.71% for March 31, 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
| Dream Industrial Real Estate Investment Trust | 37.79% |
| Melcor Developments Ltd | 62.36% |
| Bridgemarq Real Estate Services Inc | 60.88% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.09 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.15% |
| Historical Sharpe Ratio (5Y) | -0.4472 |
| Historical Sortino (5Y) | -0.6731 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.56% |