Minto Apartment REIT (MI.UN.TO)
15.00
-0.08
(-0.53%)
CAD |
TSX |
May 07, 11:08
Minto Apartment REIT Max Drawdown (5Y): 52.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.30% |
| March 31, 2024 | 52.30% |
| February 29, 2024 | 52.30% |
| January 31, 2024 | 52.30% |
| December 31, 2023 | 52.30% |
| November 30, 2023 | 52.30% |
| October 31, 2023 | 52.30% |
| September 30, 2023 | 52.30% |
| August 31, 2023 | 52.30% |
| July 31, 2023 | 52.30% |
| June 30, 2023 | 52.30% |
| May 31, 2023 | 52.30% |
| April 30, 2023 | 52.30% |
| March 31, 2023 | 52.30% |
| February 28, 2023 | 52.30% |
| January 31, 2023 | 52.30% |
| December 31, 2022 | 52.30% |
| November 30, 2022 | 52.30% |
| October 31, 2022 | 52.30% |
| September 30, 2022 | 52.30% |
| August 31, 2022 | 46.67% |
| July 31, 2022 | 46.67% |
| June 30, 2022 | 46.29% |
| May 31, 2022 | 41.38% |
| April 30, 2022 | 41.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.38% |
| February 28, 2022 | 41.38% |
| January 31, 2022 | 41.38% |
| December 31, 2021 | 41.38% |
| November 30, 2021 | 41.38% |
| October 31, 2021 | 41.38% |
| September 30, 2021 | 41.38% |
| August 31, 2021 | 41.38% |
| July 31, 2021 | 41.38% |
| June 30, 2021 | 41.38% |
| May 31, 2021 | 41.38% |
| April 30, 2021 | 41.38% |
| March 31, 2021 | 41.38% |
| February 28, 2021 | 41.38% |
| January 31, 2021 | 41.38% |
| December 31, 2020 | 41.38% |
| November 30, 2020 | 41.38% |
| October 31, 2020 | 41.38% |
| September 30, 2020 | 38.73% |
| August 31, 2020 | 38.73% |
| July 31, 2020 | 38.73% |
| June 30, 2020 | 38.73% |
| May 31, 2020 | 38.73% |
| April 30, 2020 | 38.73% |
| March 31, 2020 | 38.73% |
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
8.73%
Minimum
May 2019
52.30%
Maximum
Sep 2022
39.53%
Average
41.38%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.84 |
| Beta (5Y) | 1.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
| Historical Sharpe Ratio (5Y) | -0.1836 |
| Historical Sortino (5Y) | -0.247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.31% |