West Loop Realty A (REIAX)
14.81
0.00 (0.00%)
USD |
Jun 30 2022
REIAX Max Drawdown (5Y): 38.28% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 38.28% |
| May 31, 2022 | 38.28% |
| April 30, 2022 | 38.28% |
| March 31, 2022 | 38.28% |
| February 28, 2022 | 38.28% |
| January 31, 2022 | 38.28% |
| December 31, 2021 | 38.28% |
| November 30, 2021 | 38.28% |
| October 31, 2021 | 38.28% |
| September 30, 2021 | 38.28% |
| August 31, 2021 | 38.28% |
| July 31, 2021 | 38.28% |
| June 30, 2021 | 38.28% |
| May 31, 2021 | 38.28% |
| April 30, 2021 | 38.28% |
| March 31, 2021 | 38.28% |
| February 28, 2021 | 38.28% |
| January 31, 2021 | 38.28% |
| December 31, 2020 | 38.28% |
| November 30, 2020 | 38.28% |
| October 31, 2020 | 38.28% |
| September 30, 2020 | 38.28% |
| August 31, 2020 | 38.28% |
| July 31, 2020 | 38.28% |
| June 30, 2020 | 38.28% |
| Date | Value |
|---|---|
| May 31, 2020 | 38.28% |
| April 30, 2020 | 38.28% |
| March 31, 2020 | 38.28% |
| February 29, 2020 | 14.21% |
| January 31, 2020 | 14.21% |
| December 31, 2019 | 14.21% |
| November 30, 2019 | 14.21% |
| October 31, 2019 | 14.21% |
| September 30, 2019 | 14.21% |
| August 31, 2019 | 14.21% |
| July 31, 2019 | 14.21% |
| June 30, 2019 | 14.21% |
| May 31, 2019 | 14.21% |
| April 30, 2019 | 14.21% |
| March 31, 2019 | 14.21% |
| February 28, 2019 | 14.21% |
| January 31, 2019 | 14.21% |
| December 31, 2018 | 14.21% |
| November 30, 2018 | 14.21% |
| October 31, 2018 | 14.21% |
| September 30, 2018 | 14.21% |
| August 31, 2018 | 14.21% |
| July 31, 2018 | 14.21% |
| June 30, 2018 | 14.21% |
| May 31, 2018 | 14.21% |
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
14.21%
Minimum
Jul 2017
38.28%
Maximum
Mar 2020
25.44%
Average
14.21%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Sterling Capital Stratton Real Estate A | 40.53% |
| JHancock Real Estate Securities A | 41.24% |
| PGIM US Real Estate A | 43.42% |
| MainStay CBRE Real Estate A | 45.25% |
| American Century Real Estate A | 41.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9116 |
| Beta (5Y) | 0.7237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.88% |
| Historical Sharpe Ratio (5Y) | 0.3742 |
| Historical Sortino (5Y) | 0.385 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |