Dream Industrial Real Estate Investment Trust (DIR.UN.TO)
12.90
+0.11
(+0.86%)
CAD |
TSX |
Nov 14, 12:02
Dream Industrial Real Estate Investment Trust Max Drawdown (5Y): 51.02% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 51.02% |
| August 31, 2024 | 51.02% |
| July 31, 2024 | 51.02% |
| June 30, 2024 | 51.02% |
| May 31, 2024 | 51.02% |
| April 30, 2024 | 51.02% |
| March 31, 2024 | 51.02% |
| February 29, 2024 | 51.02% |
| January 31, 2024 | 51.02% |
| December 31, 2023 | 51.02% |
| November 30, 2023 | 51.02% |
| October 31, 2023 | 51.02% |
| September 30, 2023 | 51.02% |
| August 31, 2023 | 51.02% |
| July 31, 2023 | 51.02% |
| June 30, 2023 | 51.02% |
| May 31, 2023 | 51.02% |
| April 30, 2023 | 51.02% |
| March 31, 2023 | 51.02% |
| February 28, 2023 | 51.02% |
| January 31, 2023 | 51.02% |
| December 31, 2022 | 51.02% |
| November 30, 2022 | 51.02% |
| October 31, 2022 | 51.02% |
| September 30, 2022 | 51.02% |
| Date | Value |
|---|---|
| August 31, 2022 | 51.02% |
| July 31, 2022 | 51.02% |
| June 30, 2022 | 51.02% |
| May 31, 2022 | 51.02% |
| April 30, 2022 | 51.02% |
| March 31, 2022 | 51.02% |
| February 28, 2022 | 51.02% |
| January 31, 2022 | 51.02% |
| December 31, 2021 | 51.02% |
| November 30, 2021 | 51.02% |
| October 31, 2021 | 51.02% |
| September 30, 2021 | 51.02% |
| August 31, 2021 | 51.02% |
| July 31, 2021 | 51.02% |
| June 30, 2021 | 51.02% |
| May 31, 2021 | 51.02% |
| April 30, 2021 | 51.02% |
| March 31, 2021 | 51.02% |
| February 28, 2021 | 51.02% |
| January 31, 2021 | 51.02% |
| December 31, 2020 | 51.02% |
| November 30, 2020 | 51.02% |
| October 31, 2020 | 51.02% |
| September 30, 2020 | 51.02% |
| August 31, 2020 | 51.02% |
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
33.27%
Minimum
Nov 2019
51.02%
Maximum
Mar 2020
49.81%
Average
51.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dream Office Real Estate Investment Trust | 75.71% |
| Melcor Developments Ltd | 64.63% |
| Bridgemarq Real Estate Services Inc | 63.57% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.383 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.07% |
| Historical Sharpe Ratio (5Y) | 0.1849 |
| Historical Sortino (5Y) | 0.2116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.39% |