Tricon Residential Inc (TCN.TO)
15.41
+0.32
(+2.12%)
CAD |
TSX |
Apr 25, 09:35
Tricon Residential Max Drawdown (5Y): 55.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 55.29% |
| February 29, 2024 | 55.29% |
| January 31, 2024 | 55.29% |
| December 31, 2023 | 55.29% |
| November 30, 2023 | 55.29% |
| October 31, 2023 | 55.29% |
| September 30, 2023 | 53.54% |
| August 31, 2023 | 53.54% |
| July 31, 2023 | 53.54% |
| June 30, 2023 | 53.54% |
| May 31, 2023 | 53.54% |
| April 30, 2023 | 53.54% |
| March 31, 2023 | 53.54% |
| February 28, 2023 | 53.54% |
| January 31, 2023 | 53.54% |
| December 31, 2022 | 53.54% |
| November 30, 2022 | 53.54% |
| October 31, 2022 | 53.54% |
| September 30, 2022 | 53.54% |
| August 31, 2022 | 53.54% |
| July 31, 2022 | 53.54% |
| June 30, 2022 | 53.54% |
| May 31, 2022 | 53.54% |
| April 30, 2022 | 53.54% |
| March 31, 2022 | 53.54% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.54% |
| January 31, 2022 | 53.54% |
| December 31, 2021 | 53.54% |
| November 30, 2021 | 53.54% |
| October 31, 2021 | 53.54% |
| September 30, 2021 | 53.54% |
| August 31, 2021 | 53.54% |
| July 31, 2021 | 53.54% |
| June 30, 2021 | 53.54% |
| May 31, 2021 | 53.54% |
| April 30, 2021 | 53.54% |
| March 31, 2021 | 53.54% |
| February 28, 2021 | 53.54% |
| January 31, 2021 | 53.54% |
| December 31, 2020 | 53.54% |
| November 30, 2020 | 53.54% |
| October 31, 2020 | 53.54% |
| September 30, 2020 | 53.54% |
| August 31, 2020 | 53.54% |
| July 31, 2020 | 53.54% |
| June 30, 2020 | 53.54% |
| May 31, 2020 | 53.54% |
| April 30, 2020 | 53.54% |
| March 31, 2020 | 53.54% |
| February 29, 2020 | 35.98% |
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
35.98%
Minimum
Apr 2019
55.29%
Maximum
Oct 2023
50.49%
Average
53.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.893 |
| Beta (5Y) | 1.446 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.98% |
| Historical Sharpe Ratio (5Y) | 0.1819 |
| Historical Sortino (5Y) | 0.1992 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |