Morguard North American Residential Real Estate Investment Trust (MRG.UN.TO)
14.92
-0.28
(-1.84%)
CAD |
TSX |
May 01, 16:00
Morguard North American Residential Real Estate Investment Trust Max Drawdown (5Y): 48.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.28% |
March 31, 2024 | 48.28% |
February 29, 2024 | 48.28% |
January 31, 2024 | 48.28% |
December 31, 2023 | 48.28% |
November 30, 2023 | 48.28% |
October 31, 2023 | 48.28% |
September 30, 2023 | 48.28% |
August 31, 2023 | 48.28% |
July 31, 2023 | 48.28% |
June 30, 2023 | 48.28% |
May 31, 2023 | 48.28% |
April 30, 2023 | 48.28% |
March 31, 2023 | 48.28% |
February 28, 2023 | 48.28% |
January 31, 2023 | 48.28% |
December 31, 2022 | 48.28% |
November 30, 2022 | 48.28% |
October 31, 2022 | 48.28% |
September 30, 2022 | 48.28% |
August 31, 2022 | 48.28% |
July 31, 2022 | 48.28% |
June 30, 2022 | 48.28% |
May 31, 2022 | 48.28% |
April 30, 2022 | 48.28% |
Date | Value |
---|---|
March 31, 2022 | 48.28% |
February 28, 2022 | 48.28% |
January 31, 2022 | 48.28% |
December 31, 2021 | 48.28% |
November 30, 2021 | 48.28% |
October 31, 2021 | 48.28% |
September 30, 2021 | 48.28% |
August 31, 2021 | 48.28% |
July 31, 2021 | 48.28% |
June 30, 2021 | 48.28% |
May 31, 2021 | 48.28% |
April 30, 2021 | 48.28% |
March 31, 2021 | 48.28% |
February 28, 2021 | 48.28% |
January 31, 2021 | 48.28% |
December 31, 2020 | 48.28% |
November 30, 2020 | 48.28% |
October 31, 2020 | 48.28% |
September 30, 2020 | 48.28% |
August 31, 2020 | 48.28% |
July 31, 2020 | 48.28% |
June 30, 2020 | 48.28% |
May 31, 2020 | 48.28% |
April 30, 2020 | 48.28% |
March 31, 2020 | 48.28% |
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
15.35%
Minimum
May 2019
48.28%
Maximum
Mar 2020
42.79%
Average
48.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Morguard Corp | 54.86% |
Chartwell Retirement Residences | 55.15% |
Colliers International Group Inc | 56.62% |
StorageVault Canada Inc | 45.72% |
FirstService Corp | 42.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.237 |
Beta (5Y) | 1.208 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.03% |
Historical Sharpe Ratio (5Y) | -0.0316 |
Historical Sortino (5Y) | -0.0374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.71% |