Granite Real Estate Investment Trust (GRP.U)
50.31
-0.90
(-1.76%)
USD |
NYSE |
Apr 25, 16:00
Granite Real Estate Investment Trust Max Drawdown (5Y): 49.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.39% |
February 29, 2024 | 49.39% |
January 31, 2024 | 49.39% |
December 31, 2023 | 49.39% |
November 30, 2023 | 49.39% |
October 31, 2023 | 49.39% |
September 30, 2023 | 49.39% |
August 31, 2023 | 49.39% |
July 31, 2023 | 49.39% |
June 30, 2023 | 49.39% |
May 31, 2023 | 49.39% |
April 30, 2023 | 49.39% |
March 31, 2023 | 49.39% |
February 28, 2023 | 49.39% |
January 31, 2023 | 49.39% |
December 31, 2022 | 49.39% |
November 30, 2022 | 49.39% |
October 31, 2022 | 49.39% |
September 30, 2022 | 49.39% |
August 31, 2022 | 49.39% |
July 31, 2022 | 49.39% |
June 30, 2022 | 49.39% |
May 31, 2022 | 49.39% |
April 30, 2022 | 49.39% |
March 31, 2022 | 49.39% |
Date | Value |
---|---|
February 28, 2022 | 49.39% |
January 31, 2022 | 49.39% |
December 31, 2021 | 49.39% |
November 30, 2021 | 49.39% |
October 31, 2021 | 49.39% |
September 30, 2021 | 49.39% |
August 31, 2021 | 49.39% |
July 31, 2021 | 49.39% |
June 30, 2021 | 49.39% |
May 31, 2021 | 49.39% |
April 30, 2021 | 49.39% |
March 31, 2021 | 49.39% |
February 28, 2021 | 49.39% |
January 31, 2021 | 49.39% |
December 31, 2020 | 49.39% |
November 30, 2020 | 49.39% |
October 31, 2020 | 49.39% |
September 30, 2020 | 49.39% |
August 31, 2020 | 49.39% |
July 31, 2020 | 49.39% |
June 30, 2020 | 49.39% |
May 31, 2020 | 49.39% |
April 30, 2020 | 49.39% |
March 31, 2020 | 49.39% |
February 29, 2020 | 30.03% |
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
30.03%
Minimum
Apr 2019
49.39%
Maximum
Mar 2020
45.84%
Average
49.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
City Office REIT Inc | 80.90% |
Comstock Inc | 98.91% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.689 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.07% |
Historical Sharpe Ratio (5Y) | 0.2022 |
Historical Sortino (5Y) | 0.2581 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.68% |