Link Real Estate Investment Trust (LKREF)
4.70
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Link Real Estate Investment Trust Max Drawdown (5Y): 63.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.08% |
March 31, 2024 | 59.14% |
February 29, 2024 | 59.14% |
January 31, 2024 | 59.14% |
December 31, 2023 | 59.14% |
November 30, 2023 | 59.14% |
October 31, 2023 | 59.14% |
September 30, 2023 | 57.18% |
August 31, 2023 | 55.79% |
July 31, 2023 | 49.66% |
June 30, 2023 | 48.64% |
May 31, 2023 | 47.70% |
April 30, 2023 | 47.70% |
March 31, 2023 | 47.70% |
February 28, 2023 | 47.70% |
January 31, 2023 | 47.70% |
December 31, 2022 | 47.70% |
November 30, 2022 | 47.70% |
October 31, 2022 | 47.70% |
September 30, 2022 | 42.27% |
August 31, 2022 | 42.27% |
July 31, 2022 | 42.27% |
June 30, 2022 | 42.27% |
May 31, 2022 | 42.27% |
April 30, 2022 | 42.27% |
Date | Value |
---|---|
March 31, 2022 | 42.27% |
February 28, 2022 | 42.27% |
January 31, 2022 | 42.27% |
December 31, 2021 | 42.27% |
November 30, 2021 | 42.27% |
October 31, 2021 | 42.27% |
September 30, 2021 | 42.27% |
August 31, 2021 | 42.27% |
July 31, 2021 | 42.27% |
June 30, 2021 | 42.27% |
May 31, 2021 | 42.27% |
April 30, 2021 | 42.27% |
March 31, 2021 | 42.27% |
February 28, 2021 | 42.27% |
January 31, 2021 | 42.27% |
December 31, 2020 | 42.27% |
November 30, 2020 | 42.27% |
October 31, 2020 | 42.27% |
September 30, 2020 | 42.27% |
August 31, 2020 | 42.27% |
July 31, 2020 | 42.27% |
June 30, 2020 | 42.27% |
May 31, 2020 | 42.27% |
April 30, 2020 | 37.75% |
March 31, 2020 | 37.75% |
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
27.32%
Minimum
May 2019
63.08%
Maximum
Apr 2024
43.09%
Average
42.27%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Sun Hung Kai Properties Ltd | 35.49% |
Sino Land Co Ltd | 45.89% |
Kerry Properties Ltd | 62.50% |
The Wharf (Holdings) Ltd | 85.66% |
Tian An China Investments Co Ltd | 36.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.49 |
Beta (5Y) | 0.5438 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.92% |
Historical Sharpe Ratio (5Y) | -0.6594 |
Historical Sortino (5Y) | -1.051 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.14% |