Japan Real Estate Investment Corp. (JREIF)
769.20
0.00 (0.00%)
USD |
OTCM |
Aug 27, 16:00
Japan Real Estate Investment Max Drawdown (5Y) : 82.00% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 82.00% |
| June 30, 2026 | 82.00% |
| May 31, 2026 | 80.71% |
| April 30, 2026 | 80.53% |
| March 31, 2026 | 80.53% |
| February 28, 2026 | 80.53% |
| January 31, 2026 | 80.53% |
| December 31, 2025 | 80.53% |
| November 30, 2025 | 80.53% |
| October 31, 2025 | 80.53% |
| September 30, 2025 | 80.53% |
| August 31, 2025 | 80.53% |
| July 31, 2025 | 80.53% |
| June 30, 2025 | 80.53% |
| May 31, 2025 | 80.53% |
| April 30, 2025 | 80.53% |
| March 31, 2025 | 80.11% |
| February 28, 2025 | 27.98% |
| January 31, 2025 | 27.98% |
| December 31, 2024 | 27.98% |
| November 30, 2024 | 27.98% |
| October 31, 2024 | 27.98% |
| September 30, 2024 | 27.98% |
| August 31, 2024 | 27.98% |
| July 31, 2024 | 27.98% |
| Date | Value |
|---|---|
| June 30, 2024 | 27.98% |
| May 31, 2024 | 27.98% |
| April 30, 2024 | 27.98% |
| March 31, 2024 | 27.98% |
| February 29, 2024 | 27.98% |
| January 31, 2024 | 27.98% |
| December 31, 2023 | 40.68% |
| November 30, 2023 | 40.68% |
| October 31, 2023 | 40.68% |
| September 30, 2023 | 40.68% |
| August 31, 2023 | 41.59% |
| July 31, 2023 | 41.59% |
| June 30, 2023 | 41.59% |
| May 31, 2023 | 41.59% |
| April 30, 2023 | 41.59% |
| March 31, 2023 | 41.59% |
| February 28, 2023 | 42.53% |
| January 31, 2023 | 42.53% |
| December 31, 2022 | 42.53% |
| November 30, 2022 | 42.53% |
| October 31, 2022 | 42.53% |
| September 30, 2022 | 42.53% |
| August 31, 2022 | 43.38% |
| July 31, 2022 | 43.38% |
| June 30, 2022 | 43.38% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Japan Prime Realty Investment Corp. | 74.07% |
| ORIX JREIT, Inc. | 47.79% |
| Nippon Building Fund, Inc. | 81.83% |
| TOKYU REIT, Inc. | 26.67% |
| Global One Real Estate Investment Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.176 |
| Beta (5Y) | -0.6553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 170.1% |
| Historical Sharpe Ratio (5Y) | -0.0424 |
| Historical Sortino (5Y) | -0.1712 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.50% |