Riocan Real Estate Investment Trust (REI.UN.TO)

18.37 +0.12 (+0.66%) CAD  |  TSX  |  Dec 24, 16:00
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Riocan Real Estate Investment Trust Max Drawdown (5Y): 54.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Allied Properties Real Estate Investment Trust 69.58%
Morguard Corp 54.86%
BTB Real Estate Investment Trust 57.26%
Invesque Inc 98.90%
Primaris REIT --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.58
Beta (5Y) 1.321
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.69%
Historical Sharpe Ratio (5Y) -0.1275
Historical Sortino (5Y) -0.144
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.72%