Morguard Corp (MRC.TO)
111.00
+0.54
(+0.49%)
CAD |
TSX |
May 01, 14:45
Morguard Max Drawdown (5Y): 54.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.86% |
| March 31, 2024 | 54.86% |
| February 29, 2024 | 54.86% |
| January 31, 2024 | 54.86% |
| December 31, 2023 | 54.86% |
| November 30, 2023 | 54.86% |
| October 31, 2023 | 54.86% |
| September 30, 2023 | 54.86% |
| August 31, 2023 | 54.86% |
| July 31, 2023 | 54.86% |
| June 30, 2023 | 54.86% |
| May 31, 2023 | 54.86% |
| April 30, 2023 | 54.86% |
| March 31, 2023 | 54.86% |
| February 28, 2023 | 54.86% |
| January 31, 2023 | 54.86% |
| December 31, 2022 | 54.86% |
| November 30, 2022 | 54.86% |
| October 31, 2022 | 54.86% |
| September 30, 2022 | 54.86% |
| August 31, 2022 | 54.86% |
| July 31, 2022 | 54.86% |
| June 30, 2022 | 54.86% |
| May 31, 2022 | 54.86% |
| April 30, 2022 | 54.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.86% |
| February 28, 2022 | 54.86% |
| January 31, 2022 | 54.86% |
| December 31, 2021 | 54.86% |
| November 30, 2021 | 54.86% |
| October 31, 2021 | 54.86% |
| September 30, 2021 | 54.86% |
| August 31, 2021 | 54.86% |
| July 31, 2021 | 54.86% |
| June 30, 2021 | 54.86% |
| May 31, 2021 | 54.86% |
| April 30, 2021 | 54.86% |
| March 31, 2021 | 54.86% |
| February 28, 2021 | 54.86% |
| January 31, 2021 | 54.86% |
| December 31, 2020 | 54.86% |
| November 30, 2020 | 54.86% |
| October 31, 2020 | 54.75% |
| September 30, 2020 | 52.52% |
| August 31, 2020 | 46.07% |
| July 31, 2020 | 46.07% |
| June 30, 2020 | 46.07% |
| May 31, 2020 | 46.07% |
| April 30, 2020 | 44.00% |
| March 31, 2020 | 44.00% |
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
20.45%
Minimum
May 2019
54.86%
Maximum
Nov 2020
48.14%
Average
54.86%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Allied Properties Real Estate Investment Trust | 69.78% |
| Riocan Real Estate Investment Trust | 54.93% |
| BTB Real Estate Investment Trust | 57.26% |
| Invesque Inc | 97.51% |
| Primaris REIT | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.73 |
| Beta (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.05% |
| Historical Sharpe Ratio (5Y) | -0.4716 |
| Historical Sortino (5Y) | -0.5678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.36% |