European Residential REIT (ERE.UN.TO)
2.29
-0.01
(-0.43%)
CAD |
TSX |
May 10, 16:00
European Residential REIT Max Drawdown (5Y): 53.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.50% |
March 31, 2024 | 53.50% |
February 29, 2024 | 53.50% |
January 31, 2024 | 53.50% |
December 31, 2023 | 53.50% |
November 30, 2023 | 53.50% |
October 31, 2023 | 53.50% |
September 30, 2023 | 49.28% |
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 54.72% |
June 30, 2020 | 54.72% |
May 31, 2020 | 54.72% |
April 30, 2020 | 54.72% |
March 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
49.28%
Minimum
Sep 2023
54.72%
Maximum
May 2019
53.73%
Average
54.72%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.13 |
Beta (5Y) | 1.258 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.37% |
Historical Sharpe Ratio (5Y) | -0.3423 |
Historical Sortino (5Y) | -0.4387 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.17% |