Killam Apartment Real Estate Investment Trust (KMP.UN.TO)
18.57
+0.12
(+0.65%)
CAD |
TSX |
Nov 04, 12:49
Killam Apartment Real Estate Investment Trust Max Drawdown (5Y): 40.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 40.34% |
| August 31, 2024 | 40.34% |
| July 31, 2024 | 40.34% |
| June 30, 2024 | 40.34% |
| May 31, 2024 | 40.34% |
| April 30, 2024 | 40.34% |
| March 31, 2024 | 40.34% |
| February 29, 2024 | 40.34% |
| January 31, 2024 | 40.34% |
| December 31, 2023 | 40.34% |
| November 30, 2023 | 40.34% |
| October 31, 2023 | 40.34% |
| September 30, 2023 | 40.34% |
| August 31, 2023 | 40.34% |
| July 31, 2023 | 40.34% |
| June 30, 2023 | 40.34% |
| May 31, 2023 | 40.34% |
| April 30, 2023 | 40.34% |
| March 31, 2023 | 40.34% |
| February 28, 2023 | 40.34% |
| January 31, 2023 | 40.34% |
| December 31, 2022 | 40.34% |
| November 30, 2022 | 40.34% |
| October 31, 2022 | 40.34% |
| September 30, 2022 | 40.34% |
| Date | Value |
|---|---|
| August 31, 2022 | 40.34% |
| July 31, 2022 | 40.34% |
| June 30, 2022 | 40.34% |
| May 31, 2022 | 40.34% |
| April 30, 2022 | 40.34% |
| March 31, 2022 | 40.34% |
| February 28, 2022 | 40.34% |
| January 31, 2022 | 40.34% |
| December 31, 2021 | 40.34% |
| November 30, 2021 | 40.34% |
| October 31, 2021 | 40.34% |
| September 30, 2021 | 40.34% |
| August 31, 2021 | 40.34% |
| July 31, 2021 | 40.34% |
| June 30, 2021 | 40.34% |
| May 31, 2021 | 40.34% |
| April 30, 2021 | 40.34% |
| March 31, 2021 | 40.34% |
| February 28, 2021 | 40.34% |
| January 31, 2021 | 40.34% |
| December 31, 2020 | 40.34% |
| November 30, 2020 | 40.34% |
| October 31, 2020 | 40.34% |
| September 30, 2020 | 40.34% |
| August 31, 2020 | 40.34% |
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
12.62%
Minimum
Nov 2019
40.34%
Maximum
Mar 2020
38.46%
Average
40.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Northwest Healthcare Properties Real Estate Investment Trust | 68.62% |
| Melcor Developments Ltd | 64.63% |
| Bridgemarq Real Estate Services Inc | 63.57% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.572 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.95% |
| Historical Sharpe Ratio (5Y) | 0.1086 |
| Historical Sortino (5Y) | 0.1275 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.07% |