European Residential REIT (ERE.UN.TO)
3.64
+0.49
(+15.56%)
CAD |
TSX |
Nov 07, 16:00
European Residential REIT Max Drawdown (5Y): 53.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 53.27% |
August 31, 2024 | 53.27% |
July 31, 2024 | 53.27% |
June 30, 2024 | 53.27% |
May 31, 2024 | 53.27% |
April 30, 2024 | 53.27% |
March 31, 2024 | 53.27% |
February 29, 2024 | 53.27% |
January 31, 2024 | 53.27% |
December 31, 2023 | 53.27% |
November 30, 2023 | 53.27% |
October 31, 2023 | 53.27% |
September 30, 2023 | 49.11% |
August 31, 2023 | 50.42% |
July 31, 2023 | 50.42% |
June 30, 2023 | 50.42% |
May 31, 2023 | 50.42% |
April 30, 2023 | 50.42% |
March 31, 2023 | 50.42% |
February 28, 2023 | 50.42% |
January 31, 2023 | 50.42% |
December 31, 2022 | 50.42% |
November 30, 2022 | 50.42% |
October 31, 2022 | 52.36% |
September 30, 2022 | 54.72% |
Date | Value |
---|---|
August 31, 2022 | 54.72% |
July 31, 2022 | 54.72% |
June 30, 2022 | 54.72% |
May 31, 2022 | 54.72% |
April 30, 2022 | 54.72% |
March 31, 2022 | 54.72% |
February 28, 2022 | 54.72% |
January 31, 2022 | 54.72% |
December 31, 2021 | 54.72% |
November 30, 2021 | 54.72% |
October 31, 2021 | 54.72% |
September 30, 2021 | 54.72% |
August 31, 2021 | 54.72% |
July 31, 2021 | 54.72% |
June 30, 2021 | 54.72% |
May 31, 2021 | 54.72% |
April 30, 2021 | 54.72% |
March 31, 2021 | 54.72% |
February 28, 2021 | 54.72% |
January 31, 2021 | 54.72% |
December 31, 2020 | 54.72% |
November 30, 2020 | 54.72% |
October 31, 2020 | 54.72% |
September 30, 2020 | 54.72% |
August 31, 2020 | 54.72% |
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
49.11%
Minimum
Sep 2023
54.72%
Maximum
Nov 2019
53.56%
Average
54.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Mainstreet Equity Corp | 54.52% |
DREAM Unlimited Corp | 65.01% |
Emergia Inc | 96.55% |
Tempus Capital Inc | 98.12% |
Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.47 |
Beta (5Y) | 1.331 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.62% |
Historical Sharpe Ratio (5Y) | -0.1641 |
Historical Sortino (5Y) | -0.2186 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.00% |