Dream Industrial Real Estate Investment Trust (DIR.UN.TO)

11.89 +0.04 (+0.34%) CAD  |  TSX  |  Dec 24, 16:00
More

Dream Industrial Real Estate Investment Trust Max Drawdown (5Y): 51.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for DIR.UN.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
First Capital REIT 49.80%
Melcor Developments Ltd 65.27%
Bridgemarq Real Estate Services Inc 63.57%
Wall Financial Corp 70.67%
Altus Group Ltd 46.07%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.11
Beta (5Y) 1.239
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.13%
Historical Sharpe Ratio (5Y) 0.0376
Historical Sortino (5Y) 0.0437
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.39%