SmartCentres Real Estate Investment Trust (SRU.UN.TO)
22.44
+0.04
(+0.18%)
CAD |
TSX |
Apr 26, 16:00
SmartCentres Real Estate Investment Trust Max Drawdown (5Y): 54.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.77% |
February 29, 2024 | 54.77% |
January 31, 2024 | 54.77% |
December 31, 2023 | 54.77% |
November 30, 2023 | 54.77% |
October 31, 2023 | 54.77% |
September 30, 2023 | 54.77% |
August 31, 2023 | 54.77% |
July 31, 2023 | 54.77% |
June 30, 2023 | 54.77% |
May 31, 2023 | 54.77% |
April 30, 2023 | 54.77% |
March 31, 2023 | 54.77% |
February 28, 2023 | 54.77% |
January 31, 2023 | 54.77% |
December 31, 2022 | 54.77% |
November 30, 2022 | 54.77% |
October 31, 2022 | 54.77% |
September 30, 2022 | 54.77% |
August 31, 2022 | 54.77% |
July 31, 2022 | 54.77% |
June 30, 2022 | 54.77% |
May 31, 2022 | 54.77% |
April 30, 2022 | 54.77% |
March 31, 2022 | 54.77% |
Date | Value |
---|---|
February 28, 2022 | 54.77% |
January 31, 2022 | 54.77% |
December 31, 2021 | 54.77% |
November 30, 2021 | 54.77% |
October 31, 2021 | 54.77% |
September 30, 2021 | 54.77% |
August 31, 2021 | 54.77% |
July 31, 2021 | 54.77% |
June 30, 2021 | 54.77% |
May 31, 2021 | 54.77% |
April 30, 2021 | 54.77% |
March 31, 2021 | 54.77% |
February 28, 2021 | 54.77% |
January 31, 2021 | 54.77% |
December 31, 2020 | 54.77% |
November 30, 2020 | 54.77% |
October 31, 2020 | 54.77% |
September 30, 2020 | 54.77% |
August 31, 2020 | 54.77% |
July 31, 2020 | 54.77% |
June 30, 2020 | 54.77% |
May 31, 2020 | 54.77% |
April 30, 2020 | 54.77% |
March 31, 2020 | 54.77% |
February 29, 2020 | 22.36% |
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
22.36%
Minimum
Apr 2019
54.77%
Maximum
Mar 2020
48.83%
Average
54.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Granite Real Estate Investment Trust | 44.89% |
Minto Apartment REIT | 52.30% |
Boardwalk Real Estate Investment Trust | 69.03% |
PRO Real Estate Investment Trust | 66.08% |
European Residential REIT | 53.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.76 |
Beta (5Y) | 1.243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.51% |
Historical Sharpe Ratio (5Y) | -0.1324 |
Historical Sortino (5Y) | -0.1425 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.63% |