Riocan Real Estate Investment Trust (RIOCF)
12.65
+0.22
(+1.77%)
USD |
OTCM |
May 31, 16:00
Riocan Real Estate Investment Trust Max Drawdown (5Y): 58.54% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 58.54% |
April 30, 2024 | 58.54% |
March 31, 2024 | 58.54% |
February 29, 2024 | 58.54% |
January 31, 2024 | 58.54% |
December 31, 2023 | 58.54% |
November 30, 2023 | 58.54% |
October 31, 2023 | 58.54% |
September 30, 2023 | 58.54% |
August 31, 2023 | 58.54% |
July 31, 2023 | 58.54% |
June 30, 2023 | 58.54% |
May 31, 2023 | 58.54% |
April 30, 2023 | 58.54% |
March 31, 2023 | 58.54% |
February 28, 2023 | 58.54% |
January 31, 2023 | 58.54% |
December 31, 2022 | 58.54% |
November 30, 2022 | 58.54% |
October 31, 2022 | 58.54% |
September 30, 2022 | 58.54% |
August 31, 2022 | 58.54% |
July 31, 2022 | 58.54% |
June 30, 2022 | 58.54% |
May 31, 2022 | 58.54% |
Date | Value |
---|---|
April 30, 2022 | 58.54% |
March 31, 2022 | 58.54% |
February 28, 2022 | 58.54% |
January 31, 2022 | 58.54% |
December 31, 2021 | 58.54% |
November 30, 2021 | 58.54% |
October 31, 2021 | 58.54% |
September 30, 2021 | 58.54% |
August 31, 2021 | 58.54% |
July 31, 2021 | 58.54% |
June 30, 2021 | 58.54% |
May 31, 2021 | 58.54% |
April 30, 2021 | 58.54% |
March 31, 2021 | 58.54% |
February 28, 2021 | 58.54% |
January 31, 2021 | 58.54% |
December 31, 2020 | 58.54% |
November 30, 2020 | 58.54% |
October 31, 2020 | 58.54% |
September 30, 2020 | 58.54% |
August 31, 2020 | 58.54% |
July 31, 2020 | 58.54% |
June 30, 2020 | 58.54% |
May 31, 2020 | 58.54% |
April 30, 2020 | 58.54% |
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
37.81%
Minimum
Jun 2019
58.54%
Maximum
Mar 2020
55.43%
Average
58.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Partners Real Estate Investment Trust | 99.98% |
City Office REIT Inc | 80.90% |
The Real Brokerage Inc | -- |
New Concept Energy Inc | 96.36% |
New England Realty Associates LP | 41.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.96 |
Beta (5Y) | 1.121 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.53% |
Historical Sharpe Ratio (5Y) | -0.146 |
Historical Sortino (5Y) | -0.1622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.49% |