Northwest Healthcare Properties Real Estate Investment Trust (NWH.UN.TO)
5.06
-0.09
(-1.75%)
CAD |
TSX |
Nov 01, 16:00
Northwest Healthcare Properties Real Estate Investment Trust Max Drawdown (5Y): 68.62% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 68.62% |
August 31, 2024 | 68.62% |
July 31, 2024 | 68.62% |
June 30, 2024 | 68.62% |
May 31, 2024 | 68.62% |
April 30, 2024 | 68.62% |
March 31, 2024 | 68.62% |
February 29, 2024 | 68.62% |
January 31, 2024 | 68.62% |
December 31, 2023 | 68.62% |
November 30, 2023 | 68.62% |
October 31, 2023 | 68.62% |
September 30, 2023 | 59.75% |
August 31, 2023 | 53.36% |
July 31, 2023 | 53.36% |
June 30, 2023 | 53.36% |
May 31, 2023 | 49.84% |
April 30, 2023 | 49.84% |
March 31, 2023 | 49.84% |
February 28, 2023 | 49.84% |
January 31, 2023 | 49.84% |
December 31, 2022 | 49.84% |
November 30, 2022 | 49.84% |
October 31, 2022 | 49.84% |
September 30, 2022 | 49.84% |
Date | Value |
---|---|
August 31, 2022 | 49.84% |
July 31, 2022 | 49.84% |
June 30, 2022 | 49.84% |
May 31, 2022 | 49.84% |
April 30, 2022 | 49.84% |
March 31, 2022 | 49.84% |
February 28, 2022 | 49.84% |
January 31, 2022 | 49.84% |
December 31, 2021 | 49.84% |
November 30, 2021 | 49.84% |
October 31, 2021 | 49.84% |
September 30, 2021 | 49.84% |
August 31, 2021 | 49.84% |
July 31, 2021 | 49.84% |
June 30, 2021 | 49.84% |
May 31, 2021 | 49.84% |
April 30, 2021 | 49.84% |
March 31, 2021 | 49.84% |
February 28, 2021 | 49.84% |
January 31, 2021 | 49.84% |
December 31, 2020 | 49.84% |
November 30, 2020 | 49.84% |
October 31, 2020 | 49.84% |
September 30, 2020 | 49.84% |
August 31, 2020 | 49.84% |
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
32.21%
Minimum
Nov 2019
68.62%
Maximum
Oct 2023
52.81%
Average
49.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Killam Apartment Real Estate Investment Trust | 40.34% |
Melcor Developments Ltd | 64.63% |
Bridgemarq Real Estate Services Inc | 63.57% |
Wall Financial Corp | 70.67% |
Altus Group Ltd | 46.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.05 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.93% |
Historical Sharpe Ratio (5Y) | -0.2926 |
Historical Sortino (5Y) | -0.3208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.57% |