Melcor Developments Ltd (MRD.TO)

12.28 -0.02 (-0.16%) CAD  |  TSX  |  Dec 24, 11:45
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Melcor Developments Max Drawdown (5Y): 65.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Bridgemarq Real Estate Services Inc 63.57%
Wall Financial Corp 70.67%
Altus Group Ltd 46.07%
Madison Pacific Properties Inc 31.95%
Northwest Healthcare Properties Real Estate Investment Trust 68.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.38
Beta (5Y) 1.377
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.01%
Historical Sharpe Ratio (5Y) 0.0834
Historical Sortino (5Y) 0.1088
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.42%