Madison Pacific Properties Inc (MPC.TO)
6.04
0.00 (0.00%)
CAD |
TSX |
May 02, 16:00
Madison Pacific Properties Max Drawdown (5Y): 29.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.59% |
March 31, 2024 | 29.59% |
February 29, 2024 | 29.59% |
January 31, 2024 | 29.59% |
December 31, 2023 | 29.59% |
November 30, 2023 | 29.59% |
October 31, 2023 | 29.59% |
September 30, 2023 | 29.59% |
August 31, 2023 | 29.59% |
July 31, 2023 | 29.59% |
June 30, 2023 | 29.59% |
May 31, 2023 | 29.59% |
April 30, 2023 | 29.59% |
March 31, 2023 | 29.59% |
February 28, 2023 | 29.59% |
January 31, 2023 | 29.59% |
December 31, 2022 | 29.59% |
November 30, 2022 | 29.59% |
October 31, 2022 | 29.59% |
September 30, 2022 | 29.59% |
August 31, 2022 | 29.59% |
July 31, 2022 | 29.59% |
June 30, 2022 | 29.59% |
May 31, 2022 | 29.59% |
April 30, 2022 | 29.59% |
Date | Value |
---|---|
March 31, 2022 | 29.59% |
February 28, 2022 | 29.59% |
January 31, 2022 | 29.59% |
December 31, 2021 | 29.59% |
November 30, 2021 | 29.59% |
October 31, 2021 | 29.59% |
September 30, 2021 | 29.59% |
August 31, 2021 | 29.59% |
July 31, 2021 | 29.59% |
June 30, 2021 | 29.59% |
May 31, 2021 | 29.59% |
April 30, 2021 | 29.59% |
March 31, 2021 | 29.59% |
February 28, 2021 | 29.59% |
January 31, 2021 | 29.59% |
December 31, 2020 | 30.26% |
November 30, 2020 | 34.50% |
October 31, 2020 | 34.50% |
September 30, 2020 | 34.50% |
August 31, 2020 | 34.50% |
July 31, 2020 | 35.78% |
June 30, 2020 | 40.92% |
May 31, 2020 | 41.72% |
April 30, 2020 | 41.72% |
March 31, 2020 | 42.23% |
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
29.59%
Minimum
Jan 2021
43.98%
Maximum
May 2019
33.18%
Average
29.59%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Melcor Developments Ltd | 64.63% |
Bridgemarq Real Estate Services Inc | 63.57% |
Wall Financial Corp | 70.67% |
Altus Group Ltd | 46.07% |
Tricon Residential Inc | 55.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.605 |
Beta (5Y) | 0.3599 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.63% |
Historical Sharpe Ratio (5Y) | 0.4089 |
Historical Sortino (5Y) | 0.8862 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.28% |