Madison Pacific Properties Inc (MPC.TO)
5.31
0.00 (0.00%)
CAD |
TSX |
Dec 23, 16:00
Madison Pacific Properties Max Drawdown (5Y): 31.95% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Melcor Developments Ltd | 65.27% |
| Bridgemarq Real Estate Services Inc | 63.57% |
| Wall Financial Corp | 70.67% |
| Altus Group Ltd | 46.07% |
| Northwest Healthcare Properties Real Estate Investment Trust | 68.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.520 |
| Beta (5Y) | 0.3024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.59% |
| Historical Sharpe Ratio (5Y) | 0.3317 |
| Historical Sortino (5Y) | 0.7303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.43% |