Keppel REIT (KREVF)
0.5792
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Keppel REIT Max Drawdown (5Y): 46.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.53% |
| February 29, 2024 | 46.53% |
| January 31, 2024 | 46.53% |
| December 31, 2023 | 46.53% |
| November 30, 2023 | 46.53% |
| October 31, 2023 | 46.53% |
| September 30, 2023 | 46.53% |
| August 31, 2023 | 46.53% |
| July 31, 2023 | 46.53% |
| June 30, 2023 | 46.53% |
| May 31, 2023 | 46.53% |
| April 30, 2023 | 46.53% |
| March 31, 2023 | 46.53% |
| February 28, 2023 | 46.53% |
| January 31, 2023 | 46.53% |
| December 31, 2022 | 46.53% |
| November 30, 2022 | 46.53% |
| October 31, 2022 | 46.53% |
| September 30, 2022 | 46.53% |
| August 31, 2022 | 46.53% |
| July 31, 2022 | 46.53% |
| June 30, 2022 | 46.53% |
| May 31, 2022 | 46.53% |
| April 30, 2022 | 32.81% |
| March 31, 2022 | 32.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.81% |
| January 31, 2022 | 36.01% |
| December 31, 2021 | 36.01% |
| November 30, 2021 | 36.01% |
| October 31, 2021 | 37.82% |
| September 30, 2021 | 37.82% |
| August 31, 2021 | 37.82% |
| July 31, 2021 | 37.82% |
| June 30, 2021 | 37.82% |
| May 31, 2021 | 37.82% |
| April 30, 2021 | 37.82% |
| March 31, 2021 | 37.82% |
| February 28, 2021 | 37.82% |
| January 31, 2021 | 39.40% |
| December 31, 2020 | 44.99% |
| November 30, 2020 | 45.60% |
| October 31, 2020 | 48.97% |
| September 30, 2020 | 48.97% |
| August 31, 2020 | 48.97% |
| July 31, 2020 | 48.97% |
| June 30, 2020 | 48.97% |
| May 31, 2020 | 48.97% |
| April 30, 2020 | 48.97% |
| March 31, 2020 | 48.97% |
| February 29, 2020 | 48.97% |
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
32.81%
Minimum
Feb 2022
48.97%
Maximum
May 2019
44.55%
Average
46.53%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| City Developments Ltd | 58.28% |
| UOL Group Ltd | 42.05% |
| CapitaLand India Trust | 43.53% |
| Yanlord Land Group Ltd | -- |
| Ohmyhome Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.90 |
| Beta (5Y) | 0.5831 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.53% |
| Historical Sharpe Ratio (5Y) | -0.1821 |
| Historical Sortino (5Y) | -0.2564 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |