Dream Office Real Estate Investment Trust (D.UN.TO)
19.02
+0.26
(+1.39%)
CAD |
TSX |
May 03, 16:00
Dream Office Real Estate Investment Trust Max Drawdown (5Y): 75.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.71% |
| March 31, 2024 | 75.71% |
| February 29, 2024 | 75.71% |
| January 31, 2024 | 75.71% |
| December 31, 2023 | 75.71% |
| November 30, 2023 | 75.71% |
| October 31, 2023 | 75.71% |
| September 30, 2023 | 67.76% |
| August 31, 2023 | 59.74% |
| July 31, 2023 | 59.74% |
| June 30, 2023 | 59.74% |
| May 31, 2023 | 59.23% |
| April 30, 2023 | 57.84% |
| March 31, 2023 | 57.84% |
| February 28, 2023 | 57.84% |
| January 31, 2023 | 57.84% |
| December 31, 2022 | 57.84% |
| November 30, 2022 | 57.84% |
| October 31, 2022 | 57.84% |
| September 30, 2022 | 57.84% |
| August 31, 2022 | 57.84% |
| July 31, 2022 | 57.84% |
| June 30, 2022 | 57.84% |
| May 31, 2022 | 57.84% |
| April 30, 2022 | 57.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.84% |
| February 28, 2022 | 57.84% |
| January 31, 2022 | 57.84% |
| December 31, 2021 | 57.84% |
| November 30, 2021 | 57.84% |
| October 31, 2021 | 57.84% |
| September 30, 2021 | 57.84% |
| August 31, 2021 | 57.84% |
| July 31, 2021 | 57.84% |
| June 30, 2021 | 57.84% |
| May 31, 2021 | 57.84% |
| April 30, 2021 | 57.84% |
| March 31, 2021 | 57.84% |
| February 28, 2021 | 57.84% |
| January 31, 2021 | 57.84% |
| December 31, 2020 | 57.84% |
| November 30, 2020 | 57.84% |
| October 31, 2020 | 57.84% |
| September 30, 2020 | 57.84% |
| August 31, 2020 | 57.84% |
| July 31, 2020 | 57.84% |
| June 30, 2020 | 57.84% |
| May 31, 2020 | 57.84% |
| April 30, 2020 | 57.84% |
| March 31, 2020 | 57.84% |
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
53.54%
Minimum
May 2019
75.71%
Maximum
Oct 2023
59.49%
Average
57.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.25 |
| Beta (5Y) | 1.199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.15% |
| Historical Sharpe Ratio (5Y) | -0.3642 |
| Historical Sortino (5Y) | -0.4437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.24% |