Slate Grocery REIT (SGR.UN.TO)
11.17
+0.11
(+0.99%)
CAD |
TSX |
May 22, 16:00
Slate Grocery REIT Max Drawdown (5Y): 58.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.51% |
March 31, 2024 | 58.51% |
February 29, 2024 | 58.51% |
January 31, 2024 | 58.51% |
December 31, 2023 | 58.51% |
November 30, 2023 | 58.51% |
October 31, 2023 | 58.51% |
September 30, 2023 | 58.51% |
August 31, 2023 | 58.51% |
July 31, 2023 | 58.51% |
June 30, 2023 | 58.51% |
May 31, 2023 | 58.51% |
April 30, 2023 | 58.51% |
March 31, 2023 | 58.51% |
February 28, 2023 | 58.51% |
January 31, 2023 | 58.51% |
December 31, 2022 | 58.51% |
November 30, 2022 | 58.51% |
October 31, 2022 | 58.51% |
September 30, 2022 | 58.51% |
August 31, 2022 | 58.51% |
July 31, 2022 | 58.51% |
June 30, 2022 | 58.51% |
May 31, 2022 | 58.51% |
April 30, 2022 | 58.51% |
Date | Value |
---|---|
March 31, 2022 | 58.51% |
February 28, 2022 | 58.51% |
January 31, 2022 | 58.51% |
December 31, 2021 | 58.51% |
November 30, 2021 | 58.51% |
October 31, 2021 | 58.51% |
September 30, 2021 | 58.51% |
August 31, 2021 | 58.51% |
July 31, 2021 | 58.51% |
June 30, 2021 | 58.51% |
May 31, 2021 | 58.51% |
April 30, 2021 | 58.51% |
March 31, 2021 | 58.51% |
February 28, 2021 | 58.51% |
January 31, 2021 | 58.51% |
December 31, 2020 | 58.51% |
November 30, 2020 | 58.51% |
October 31, 2020 | 58.51% |
September 30, 2020 | 58.51% |
August 31, 2020 | 58.51% |
July 31, 2020 | 58.51% |
June 30, 2020 | 58.51% |
May 31, 2020 | 58.51% |
April 30, 2020 | 58.51% |
March 31, 2020 | 58.51% |
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
18.90%
Minimum
May 2019
58.51%
Maximum
Mar 2020
51.91%
Average
58.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Melcor Developments Ltd | 64.63% |
Genesis Land Development Corp | 73.23% |
Emergia Inc | 96.55% |
Tempus Capital Inc | 98.12% |
Nova Net Lease REIT | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.129 |
Beta (5Y) | 1.677 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.20% |
Historical Sharpe Ratio (5Y) | 0.1259 |
Historical Sortino (5Y) | 0.1344 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |