Killam Apartment Real Estate Investment Trust (KMP.UN.TO)
17.27
+0.05
(+0.29%)
CAD |
TSX |
Apr 26, 16:00
Killam Apartment Real Estate Investment Trust Max Drawdown (5Y): 40.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 40.34% |
June 30, 2020 | 40.34% |
May 31, 2020 | 40.34% |
April 30, 2020 | 40.34% |
March 31, 2020 | 40.34% |
February 29, 2020 | 12.62% |
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
Apr 2019
40.34%
Maximum
Mar 2020
35.26%
Average
40.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.101 |
Beta (5Y) | 1.069 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.84% |
Historical Sharpe Ratio (5Y) | 0.0378 |
Historical Sortino (5Y) | 0.0424 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.99% |