Invesque Inc (IVQ.U.TO)

0.09 0.00 (0.00%) USD  |  TSX  |  Dec 24, 16:00
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Invesque Max Drawdown (5Y): 98.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Allied Properties Real Estate Investment Trust 69.58%
Riocan Real Estate Investment Trust 54.93%
Morguard Corp 54.86%
BTB Real Estate Investment Trust 57.26%
Primaris REIT --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -74.90
Beta (5Y) 1.581
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 66.50%
Historical Sharpe Ratio (5Y) -0.8938
Historical Sortino (5Y) -1.331
Monthly Value at Risk (VaR) 5% (5Y Lookback) 36.59%