True North Commercial REIT (TNT.UN.TO)
11.10
-0.08
(-0.72%)
CAD |
TSX |
Nov 15, 09:39
True North Commercial REIT Max Drawdown (5Y): 82.19% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.19% |
| August 31, 2024 | 82.19% |
| July 31, 2024 | 82.19% |
| June 30, 2024 | 82.19% |
| May 31, 2024 | 82.19% |
| April 30, 2024 | 82.19% |
| March 31, 2024 | 82.19% |
| February 29, 2024 | 82.19% |
| January 31, 2024 | 82.19% |
| December 31, 2023 | 82.19% |
| November 30, 2023 | 82.19% |
| October 31, 2023 | 76.73% |
| September 30, 2023 | 67.16% |
| August 31, 2023 | 65.46% |
| July 31, 2023 | 65.46% |
| June 30, 2023 | 65.46% |
| May 31, 2023 | 60.98% |
| April 30, 2023 | 53.93% |
| March 31, 2023 | 52.39% |
| February 28, 2023 | 51.53% |
| January 31, 2023 | 51.53% |
| December 31, 2022 | 51.53% |
| November 30, 2022 | 51.53% |
| October 31, 2022 | 51.53% |
| September 30, 2022 | 51.53% |
| Date | Value |
|---|---|
| August 31, 2022 | 51.53% |
| July 31, 2022 | 51.53% |
| June 30, 2022 | 51.53% |
| May 31, 2022 | 51.53% |
| April 30, 2022 | 51.53% |
| March 31, 2022 | 51.53% |
| February 28, 2022 | 51.53% |
| January 31, 2022 | 51.53% |
| December 31, 2021 | 51.53% |
| November 30, 2021 | 51.53% |
| October 31, 2021 | 51.53% |
| September 30, 2021 | 51.53% |
| August 31, 2021 | 51.53% |
| July 31, 2021 | 51.53% |
| June 30, 2021 | 51.53% |
| May 31, 2021 | 51.53% |
| April 30, 2021 | 51.53% |
| March 31, 2021 | 51.53% |
| February 28, 2021 | 51.53% |
| January 31, 2021 | 51.53% |
| December 31, 2020 | 51.53% |
| November 30, 2020 | 51.53% |
| October 31, 2020 | 51.53% |
| September 30, 2020 | 51.53% |
| August 31, 2020 | 51.53% |
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
23.87%
Minimum
Nov 2019
82.19%
Maximum
Nov 2023
56.98%
Average
51.53%
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) | -29.43 |
| Beta (5Y) | 1.586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.03% |
| Historical Sharpe Ratio (5Y) | -0.3499 |
| Historical Sortino (5Y) | -0.4114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.27% |