Melcor Developments Ltd (MRD.TO)
11.35
-0.06
(-0.53%)
CAD |
TSX |
May 02, 16:00
Melcor Developments Max Drawdown (5Y): 64.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.63% |
March 31, 2024 | 64.63% |
February 29, 2024 | 64.63% |
January 31, 2024 | 64.63% |
December 31, 2023 | 64.63% |
November 30, 2023 | 64.63% |
October 31, 2023 | 64.63% |
September 30, 2023 | 64.63% |
August 31, 2023 | 64.63% |
July 31, 2023 | 64.63% |
June 30, 2023 | 64.63% |
May 31, 2023 | 64.63% |
April 30, 2023 | 64.63% |
March 31, 2023 | 64.63% |
February 28, 2023 | 64.63% |
January 31, 2023 | 64.63% |
December 31, 2022 | 64.63% |
November 30, 2022 | 64.63% |
October 31, 2022 | 64.63% |
September 30, 2022 | 64.63% |
August 31, 2022 | 64.63% |
July 31, 2022 | 64.63% |
June 30, 2022 | 64.63% |
May 31, 2022 | 64.63% |
April 30, 2022 | 64.63% |
Date | Value |
---|---|
March 31, 2022 | 64.63% |
February 28, 2022 | 64.63% |
January 31, 2022 | 64.63% |
December 31, 2021 | 64.63% |
November 30, 2021 | 64.63% |
October 31, 2021 | 64.63% |
September 30, 2021 | 64.63% |
August 31, 2021 | 64.63% |
July 31, 2021 | 64.63% |
June 30, 2021 | 64.63% |
May 31, 2021 | 64.63% |
April 30, 2021 | 64.63% |
March 31, 2021 | 64.63% |
February 28, 2021 | 64.63% |
January 31, 2021 | 64.63% |
December 31, 2020 | 64.63% |
November 30, 2020 | 64.63% |
October 31, 2020 | 64.63% |
September 30, 2020 | 64.63% |
August 31, 2020 | 64.63% |
July 31, 2020 | 64.63% |
June 30, 2020 | 64.63% |
May 31, 2020 | 64.63% |
April 30, 2020 | 64.63% |
March 31, 2020 | 64.63% |
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
54.72%
Minimum
May 2019
64.63%
Maximum
Mar 2020
62.98%
Average
64.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bridgemarq Real Estate Services Inc | 63.57% |
Wall Financial Corp | 70.67% |
Altus Group Ltd | 46.07% |
Tricon Residential Inc | 55.29% |
Madison Pacific Properties Inc | 29.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.18 |
Beta (5Y) | 1.389 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.11% |
Historical Sharpe Ratio (5Y) | -0.0403 |
Historical Sortino (5Y) | -0.0538 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.42% |