Canadian Apartment Properties REIT

10-Year Study

CDPYF.US · Real Estate · US · Common Stock

Executive Summary: Canadian Apartment Properties REIT has compounded at 3.5% annually over the last 10 years, with a maximum drawdown of 41.5% and an annualized volatility of 26.9%.

1Y CAGR
-23.2%
3Y CAGR
-11.7%
5Y CAGR
-10.3%
10Y CAGR
+3.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
41.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +32.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.5-1.8-7.44.8-4.4-3.8——————-7.6%
2025-5.80.19.01.47.00.9-1.6-3.8-5.5-5.0-2.00.3-5.9%
2024-4.60.5-2.0-9.03.60.78.011.84.0-17.2-2.0-8.9-17.1%
202317.8-2.2-2.64.5-1.15.12.7-6.0-7.5-11.514.49.720.7%
2022-7.1-4.73.9-9.0-1.5-9.38.9-9.8-11.03.15.2-2.7-30.8%
20212.70.36.44.03.62.55.3-1.3-3.54.7-8.26.324.1%
20204.8-2.9-27.014.2-0.44.42.0-4.52.3-8.822.01.5-0.8%
20199.68.10.5-6.11.22.00.49.13.00.41.0-1.829.6%
2018-1.0-5.75.90.010.03.21.48.04.6-3.5-1.6-6.714.0%
20174.7-0.44.2-1.10.25.01.25.9-0.6-1.98.23.332.0%
2016—————9.6-4.2-6.42.6-7.66.23.01.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 26.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.9% of variance. Idiosyncratic stock-specific factors contribute 16.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-05-0110000
2016-06-0110957.894548853155
2016-07-0110496.240691022307
2016-08-019822.124857872523
2016-09-0110081.674931391866
2016-10-019315.645035509544
2016-11-019892.786770089831
2016-12-0110194.424435806004
2017-01-0110676.85420548508
2017-02-0110632.147300619703
2017-03-0111080.109296774077
2017-04-0110957.418310186149
2017-05-0110978.07516236762
2017-06-0111523.427965925122
2017-07-0111663.977902525849
2017-08-0112352.857134352878
2017-09-0112274.277754296565
2017-10-0112039.015852794628
2017-11-0113026.913437669287
2017-12-0113458.742848978764
2018-01-0113319.085859878676
2018-02-0112562.402147836387
2018-03-0113303.608103200919
2018-04-0113307.715661703864
2018-05-0114636.064363655845
2018-06-0115104.20697332468
2018-07-0115322.264752980956
2018-08-0116551.020043694898
2018-09-0117316.75229041034
2018-10-0116704.547483971593
2018-11-0116433.38909294393
2018-12-0115337.742509658716
2019-01-0116808.129394045827
2019-02-0118166.06442318568
2019-03-0118250.8349059131
2019-04-0117140.54398361739
2019-05-0117346.45767726496
2019-06-0117687.325503175914
2019-07-0117757.451646892838
2019-08-0119378.389479887843
2019-09-0119960.055481804702
2019-10-0120032.741408356796
2019-11-0120238.238393170737
2019-12-0119881.29751224826
2020-01-0120829.905407094764
2020-02-0120225.201359661394
2020-03-0114763.517736913855
2020-04-0116857.360566247775
2020-05-0116782.233916527264
2020-06-0117524.868587892823
2020-07-0117875.20165731056
2020-08-0117077.442360238834
2020-09-0117464.683926349688
2020-10-0115924.051838578904
2020-11-0119434.585642594782
2020-12-0119726.46041563729
2021-01-0120264.729169023052
2021-02-0120318.60366822833
2021-03-0121619.866295994238
2021-04-0122480.965335778026
2021-05-0123297.774179530068
2021-06-0123885.750343784784
2021-07-0125161.89138186602
2021-08-0124829.89350112809
2021-09-0123953.43576433329
2021-10-0125070.929796467495
2021-11-0123010.60226332426
2021-12-0124471.285784871085
2022-01-0122736.110201627544
2022-02-0121675.943399034426
2022-03-0122525.374591476517
2022-04-0120489.216170683936
2022-05-0120187.816624301267
2022-06-0118308.04307578743
2022-07-0119946.125500794726
2022-08-0117990.510944559865
2022-09-0116017.096968145586
2022-10-0116519.58829167237
2022-11-0117385.68783745974
2022-12-0116924.748337629404
2023-01-0119932.671758451746
2023-02-0119487.983903133052
2023-03-0118983.289975771357
2023-04-0119828.494550043753
2023-05-0119607.99604721906
2023-06-0120604.644517599994
2023-07-0121162.20093699958
2023-08-0119883.142937082917
2023-09-0118386.086687343362
2023-10-0116280.814130001248
2023-11-0118617.538679509234
2023-12-0120423.554764470216
2024-01-0119483.99540429686
2024-02-0119585.315180702808
2024-03-0119195.75195109029
2024-04-0117477.185191358647
2024-05-0118105.105873808658
2024-06-0118240.060006072043
2024-07-0119695.802551448658
2024-08-0122022.28796961597
2024-09-0122911.42556091985
2024-10-0118970.729180929022
2024-11-0118588.66671032188
2024-12-0116925.04598679628
2025-01-0115951.078382931604
2025-02-0115974.6521969485
2025-03-0117418.36971598316
2025-04-0117663.989808492523
2025-05-0118892.98321853997
2025-06-0119063.71478066233
2025-07-0118755.647892941546
2025-08-0118043.790145431383
2025-09-0117054.642434055826
2025-10-0116204.615943279974
2025-11-0115880.53553038105
2025-12-0115926.135382747061
2026-01-0116799.31897870618
2026-02-0116495.716828488596
2026-03-0115281.30822761827
2026-04-0116007.572194805427
2026-05-0115305.120160968669
2026-06-0114721.727793883905
Annual Return Matrix
YearAnnual Return
20170.3202062493795583
20180.13961182569310537
20190.2962336210643979
2020-0.007788078042470614
20210.24053100603251343
2022-0.30838336463330374
20230.2067272349959728
2024-0.17129774018380506
2025-0.05901966853316076
2026-0.07562459817890943
Total Factor Risk
0.2688020287154994
VTI.US Exposure
0.30875436819334656
VEA.US Exposure
0.2195753887019621
VWO.US Exposure
-0.02125487928555258
QQQ.US Exposure
-0.18665914906834663
VTV.US Exposure
-0.13485754470491707
IJR.US Exposure
0.034856588230873904
QUAL.US Exposure
0.16503308214679674
SHV.US Exposure
0.09712792181059125
TLT.US Exposure
0.025040195704099977
LQD.US Exposure
-0.022114445636570893
HYG.US Exposure
0.002797943019742055
GLD.US Exposure
-0.020281517125122345
USO.US Exposure
-0.00023170845473801234
VNQ.US Exposure
0.2935138884211642
BTC-USD.CC Exposure
0.00496555961655
CPER.US Exposure
0.02825448353744002
VIX.INDX Exposure
0.01370230299636295
UUP.US Exposure
0.03219664131809588
TIP.US Exposure
-0.0015871545876301634
Idiosyncratic Exposure
0.16116803516585196
Value Score
37.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
68.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →30.2x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.68%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$4.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$223
Avg Yield on Cost
2.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$223.242.23%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-10.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
25.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.02
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
56
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-16.6%
50.0% retracement-13.5%
61.8% retracement-10.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is Canadian Apartment Properties REIT a high-risk investment?

Canadian Apartment Properties REIT (CDPYF.US) has an annualized volatility of 26.9% and experienced a maximum drawdown of 41.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CDPYF.US?

Over the past 10 years, CDPYF.US has generated a Compound Annual Growth Rate (CAGR) of 3.5%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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