First Capital REIT (FCR.UN.TO)
16.78
-0.01
(-0.06%)
CAD |
TSX |
Apr 25, 16:00
First Capital REIT Max Drawdown (5Y): 46.81% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Melcor Developments Ltd | 62.36% |
| Bridgemarq Real Estate Services Inc | 60.88% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
| Madison Pacific Properties Inc | 34.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.741 |
| Beta (5Y) | 1.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.90% |
| Historical Sharpe Ratio (5Y) | 0.2707 |
| Historical Sortino (5Y) | 0.5251 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.78% |