Canadian Net REIT (NET.UN.V)
5.64
+0.02
(+0.36%)
CAD |
TSXV |
Nov 01, 16:00
Canadian Net REIT Max Drawdown (5Y): 40.66% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 40.66% |
August 31, 2024 | 40.66% |
July 31, 2024 | 40.66% |
June 30, 2024 | 40.66% |
May 31, 2024 | 40.66% |
April 30, 2024 | 40.66% |
March 31, 2024 | 40.66% |
February 29, 2024 | 40.66% |
January 31, 2024 | 40.66% |
December 31, 2023 | 40.66% |
November 30, 2023 | 40.66% |
October 31, 2023 | 40.66% |
September 30, 2023 | 40.66% |
August 31, 2023 | 40.66% |
July 31, 2023 | 40.66% |
June 30, 2023 | 40.66% |
May 31, 2023 | 40.66% |
April 30, 2023 | 36.74% |
March 31, 2023 | 36.74% |
February 28, 2023 | 36.74% |
January 31, 2023 | 36.74% |
December 31, 2022 | 36.74% |
November 30, 2022 | 36.74% |
October 31, 2022 | 36.74% |
September 30, 2022 | 36.74% |
Date | Value |
---|---|
August 31, 2022 | 36.74% |
July 31, 2022 | 36.74% |
June 30, 2022 | 36.74% |
May 31, 2022 | 36.74% |
April 30, 2022 | 36.74% |
March 31, 2022 | 36.74% |
February 28, 2022 | 36.74% |
January 31, 2022 | 36.74% |
December 31, 2021 | 36.74% |
November 30, 2021 | 36.74% |
October 31, 2021 | 36.74% |
September 30, 2021 | 36.74% |
August 31, 2021 | 36.74% |
July 31, 2021 | 36.74% |
June 30, 2021 | 36.74% |
May 31, 2021 | 36.74% |
April 30, 2021 | 36.74% |
March 31, 2021 | 36.74% |
February 28, 2021 | 36.74% |
January 31, 2021 | 36.74% |
December 31, 2020 | 36.74% |
November 30, 2020 | 36.74% |
October 31, 2020 | 36.74% |
September 30, 2020 | 36.74% |
August 31, 2020 | 36.74% |
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
25.79%
Minimum
Nov 2019
40.66%
Maximum
May 2023
37.13%
Average
36.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Melcor Developments Ltd | 64.63% |
Bridgemarq Real Estate Services Inc | 63.57% |
Wall Financial Corp | 70.67% |
Altus Group Ltd | 46.07% |
Madison Pacific Properties Inc | 31.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.885 |
Beta (5Y) | 0.6242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.57% |
Historical Sharpe Ratio (5Y) | -0.017 |
Historical Sortino (5Y) | -0.0253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.74% |