PRO Real Estate Investment Trust (PRV.UN.TO)
5.16
-0.09
(-1.71%)
CAD |
TSX |
May 10, 16:00
PRO Real Estate Investment Trust Max Drawdown (5Y): 66.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.08% |
March 31, 2024 | 66.08% |
February 29, 2024 | 66.08% |
January 31, 2024 | 66.08% |
December 31, 2023 | 66.08% |
November 30, 2023 | 66.08% |
October 31, 2023 | 66.08% |
September 30, 2023 | 66.08% |
August 31, 2023 | 66.08% |
July 31, 2023 | 66.08% |
June 30, 2023 | 66.08% |
May 31, 2023 | 66.08% |
April 30, 2023 | 66.08% |
March 31, 2023 | 66.08% |
February 28, 2023 | 66.08% |
January 31, 2023 | 66.08% |
December 31, 2022 | 66.08% |
November 30, 2022 | 66.08% |
October 31, 2022 | 66.08% |
September 30, 2022 | 66.08% |
August 31, 2022 | 66.08% |
July 31, 2022 | 66.08% |
June 30, 2022 | 66.08% |
May 31, 2022 | 66.08% |
April 30, 2022 | 66.08% |
Date | Value |
---|---|
March 31, 2022 | 66.08% |
February 28, 2022 | 66.08% |
January 31, 2022 | 66.08% |
December 31, 2021 | 66.08% |
November 30, 2021 | 66.08% |
October 31, 2021 | 66.08% |
September 30, 2021 | 66.08% |
August 31, 2021 | 66.08% |
July 31, 2021 | 66.08% |
June 30, 2021 | 66.08% |
May 31, 2021 | 66.08% |
April 30, 2021 | 66.08% |
March 31, 2021 | 66.08% |
February 28, 2021 | 66.08% |
January 31, 2021 | 66.08% |
December 31, 2020 | 66.08% |
November 30, 2020 | 66.08% |
October 31, 2020 | 66.08% |
September 30, 2020 | 66.08% |
August 31, 2020 | 66.08% |
July 31, 2020 | 66.08% |
June 30, 2020 | 66.08% |
May 31, 2020 | 66.08% |
April 30, 2020 | 66.08% |
March 31, 2020 | 66.08% |
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
60.59%
Minimum
May 2019
66.08%
Maximum
Mar 2020
65.17%
Average
66.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boardwalk Real Estate Investment Trust | 69.03% |
Chartwell Retirement Residences | 55.15% |
Granite Real Estate Investment Trust | 44.89% |
European Residential REIT | 53.50% |
Minto Apartment REIT | 52.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.34 |
Beta (5Y) | 1.725 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.27% |
Historical Sharpe Ratio (5Y) | -0.0095 |
Historical Sortino (5Y) | -0.0094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.23% |