Morguard North American Residential REIT (MRG.UN.TO)
18.89
+0.09
(+0.48%)
CAD |
TSX |
Feb 24, 16:00
Morguard North American Residential REIT Max Drawdown (5Y) : 30.78% for Jan. 31, 2026
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
| Morguard Corp. | 52.00% |
| Killam Apartment REIT | 35.57% |
| BTB Real Estate Investment Trust | 30.25% |
| Nexus Industrial REIT | 50.92% |
| Primaris Real Estate Investment Trust | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.290 |
| Beta (5Y) | 0.9103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.11% |
| Historical Sharpe Ratio (5Y) | 0.281 |
| Historical Sortino (5Y) | 0.5553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.97% |