Northwest Healthcare Properties Real Estate Investment Trust (NWH.UN.TO)

4.51 +0.02 (+0.45%) CAD  |  TSX  |  Dec 24, 16:00
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Northwest Healthcare Properties Real Estate Investment Trust Max Drawdown (5Y): 68.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Melcor Developments Ltd 65.27%
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) -23.04
Beta (5Y) 1.068
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.18%
Historical Sharpe Ratio (5Y) -0.3914
Historical Sortino (5Y) -0.4392
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.57%