The Keg Royalties Income Fund (KEG.UN.TO)
15.12
+0.04
(+0.27%)
CAD |
TSX |
Nov 07, 16:00
Keg Royalties Income Fund Max Drawdown (5Y): 69.86% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.86% |
| August 31, 2024 | 69.86% |
| July 31, 2024 | 69.86% |
| June 30, 2024 | 69.86% |
| May 31, 2024 | 69.86% |
| April 30, 2024 | 69.86% |
| March 31, 2024 | 69.86% |
| February 29, 2024 | 69.86% |
| January 31, 2024 | 69.86% |
| December 31, 2023 | 69.86% |
| November 30, 2023 | 69.86% |
| October 31, 2023 | 69.86% |
| September 30, 2023 | 69.86% |
| August 31, 2023 | 69.86% |
| July 31, 2023 | 69.86% |
| June 30, 2023 | 69.86% |
| May 31, 2023 | 69.86% |
| April 30, 2023 | 69.86% |
| March 31, 2023 | 69.86% |
| February 28, 2023 | 69.86% |
| January 31, 2023 | 69.86% |
| December 31, 2022 | 69.86% |
| November 30, 2022 | 69.86% |
| October 31, 2022 | 69.86% |
| September 30, 2022 | 69.86% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.86% |
| July 31, 2022 | 69.86% |
| June 30, 2022 | 69.86% |
| May 31, 2022 | 69.86% |
| April 30, 2022 | 69.86% |
| March 31, 2022 | 69.86% |
| February 28, 2022 | 69.86% |
| January 31, 2022 | 69.86% |
| December 31, 2021 | 69.86% |
| November 30, 2021 | 69.86% |
| October 31, 2021 | 69.86% |
| September 30, 2021 | 69.86% |
| August 31, 2021 | 69.86% |
| July 31, 2021 | 69.86% |
| June 30, 2021 | 69.86% |
| May 31, 2021 | 69.86% |
| April 30, 2021 | 69.86% |
| March 31, 2021 | 69.86% |
| February 28, 2021 | 69.86% |
| January 31, 2021 | 69.86% |
| December 31, 2020 | 69.86% |
| November 30, 2020 | 69.86% |
| October 31, 2020 | 69.86% |
| September 30, 2020 | 69.86% |
| August 31, 2020 | 69.86% |
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
27.54%
Minimum
Nov 2019
69.86%
Maximum
Mar 2020
66.99%
Average
69.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boston Pizza Royalties Income Fund | 71.11% |
| SIR Royalty Income Fund | 91.22% |
| Pizza Pizza Royalty Corp | 61.96% |
| Restaurant Brands International LP | 60.11% |
| Restaurant Brands International Inc | 60.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.117 |
| Beta (5Y) | 1.379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | 0.0873 |
| Historical Sortino (5Y) | 0.0996 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.95% |