Choice Properties Real Estate Investment Trust

10-Year Study

CHP-UN.TO · Real Estate · CA · Common Stock

Executive Summary: Choice Properties Real Estate Investment Trust has compounded at 7.2% annually over the last 10 years, with a maximum drawdown of 16.5% and an annualized volatility of 21.7%.

1Y CAGR
+12.7%
3Y CAGR
+11.6%
5Y CAGR
+7.4%
10Y CAGR
+7.2%

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 →
16.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.34.1-3.25.0————————9.4%
2025-2.76.52.35.13.0-0.2-4.12.71.81.43.0-2.317.0%
20241.1-4.23.4-5.1-2.01.68.46.83.1-5.9-1.0-4.11.1%
20231.8-0.7-1.51.3-7.00.53.0-5.3-2.8-4.59.86.5-0.1%
2022-4.10.57.1-1.6-0.2-6.42.0-4.3-6.94.513.00.62.4%
2021-0.1-1.17.13.35.1-1.63.31.9-4.14.9-4.77.923.0%
20205.5-7.1-3.9-1.83.1-1.10.00.61.2-5.410.7-2.0-1.6%
201911.75.94.5-2.2-0.71.90.81.54.5-3.3-0.81.828.0%
2018-2.8-7.7-1.6-1.01.65.43.40.6-2.7-0.63.0-5.4-8.2%
20173.22.8-1.90.90.10.3-2.5-2.01.92.5-2.31.74.6%
2016———5.56.03.91.8-4.00.7-4.1-0.94.113.1%

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 21.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 48.7% of variance. Idiosyncratic stock-specific factors contribute 11.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110546.466194480114
2016-05-0111184.19417636582
2016-06-0111622.692567894077
2016-07-0111833.933921495534
2016-08-0111362.851896339866
2016-09-0111444.449046652582
2016-10-0110970.329564124868
2016-11-0110869.265073382208
2016-12-0111312.595783456902
2017-01-0111672.672548288669
2017-02-0112000.579878225575
2017-03-0111770.561515415096
2017-04-0111880.324179541343
2017-05-0111890.541081610956
2017-06-0111926.300238854603
2017-07-0111626.558422731227
2017-08-0111394.46906625799
2017-09-0111614.546659487223
2017-10-0111904.347706029352
2017-11-0111633.875933672976
2017-12-0111830.206132902567
2018-01-0111503.679465407504
2018-02-0110615.637382816274
2018-03-0110447.610763644398
2018-04-0110340.60942440183
2018-05-0110505.460519957476
2018-06-0111071.53212111171
2018-07-0111449.005232710657
2018-08-0111514.862831186403
2018-09-0111202.418920598102
2018-10-0111140.012978226954
2018-11-0111478.275276477654
2018-12-0110861.671429952092
2019-01-0112137.127393723511
2019-02-0112858.937718317247
2019-03-0113441.30113628519
2019-04-0113151.638155987244
2019-05-0113057.06277872123
2019-06-0113311.104668019716
2019-07-0113419.624735948308
2019-08-0113617.611730108105
2019-09-0114237.114967761532
2019-10-0113766.861340070966
2019-11-0113659.8600008284
2019-12-0113901.337861906142
2020-01-0114672.437835673558
2020-02-0113626.171837247513
2020-03-0113089.232213616093
2020-04-0112847.478220049981
2020-05-0113247.318063206727
2020-06-0113098.068453243868
2020-07-0113099.863314418259
2020-08-0113173.728755056678
2020-09-0113333.057200844967
2020-10-0112615.112731088378
2020-11-0113959.46375070759
2020-12-0113675.047287688632
2021-01-0113657.78900716564
2021-02-0113501.63608499358
2021-03-0114458.159024700053
2021-04-0114928.688784878985
2021-05-0115691.918982727915
2021-06-0115435.5299672783
2021-07-0115946.098938270583
2021-08-0116252.606000358972
2021-09-0115588.507365834128
2021-10-0116356.293749741126
2021-11-0115587.81703461321
2021-12-0116825.44284747822
2022-01-0116141.324607546703
2022-02-0116222.2314266385
2022-03-0117375.08456557456
2022-04-0117097.29528227644
2022-05-0117055.461210288697
2022-06-0115961.976556351738
2022-07-0116284.775435253836
2022-08-0115578.290463764517
2022-09-0114503.997017769128
2022-10-0115150.837371770975
2022-11-0117123.25173618302
2022-12-0117230.94340664651
2023-01-0117548.21963578125
2023-02-0117421.889022352927
2023-03-0117168.123265542807
2023-04-0117384.473070179072
2023-05-0116175.42696986014
2023-06-0116263.789366137873
2023-07-0116747.2973532701
2023-08-0115858.841071946319
2023-09-0115415.234229383259
2023-10-0114715.100305126402
2023-11-0116162.034544174296
2023-12-0117209.957337530548
2024-01-0117398.0035621091
2024-02-0116670.532521503817
2024-03-0117234.947327727845
2024-04-0116363.197061950323
2024-05-0116040.812381780777
2024-06-0116298.16786093968
2024-07-0117671.788924325894
2024-08-0118874.898176144914
2024-09-0119455.60479918265
2024-10-0118313.796959781303
2024-11-0118137.486365958386
2024-12-0117402.14554943462
2025-01-0116923.884079581385
2025-02-0118028.41403305306
2025-03-0118441.922434384018
2025-04-0119386.571677090666
2025-05-0119962.860180314517
2025-06-0119915.917657291968
2025-07-0119090.55764956026
2025-08-0119607.89186651756
2025-09-0119952.22907951235
2025-10-0120230.156429054663
2025-11-0120836.54337351061
2025-12-0120362.97615595963
2026-01-0121041.295613635422
2026-02-0121897.30632757597
2026-03-0121206.975106656173
2026-04-0122270.08518687266
Annual Return Matrix
YearAnnual Return
20170.045755223589142746
2018-0.08186963879325437
20190.2798525486208212
2020-0.016278330651729123
20210.23037547830827787
20220.02410043901038028
2023-0.00121792919985253
20240.01116726835138393
20250.1701416987988129
20260.09365571202885681
Total Factor Risk
0.21744544515772818
VTI.US Exposure
-0.03981164290884053
VEA.US Exposure
0.13424747749845192
VWO.US Exposure
-0.017823438312158792
QQQ.US Exposure
-0.011751084867369756
VTV.US Exposure
-0.026402012209781903
IJR.US Exposure
0.021753998483033495
QUAL.US Exposure
0.02572471652838101
SHV.US Exposure
0.4873742483286307
TLT.US Exposure
-0.04672796589168529
LQD.US Exposure
0.09934960904565797
HYG.US Exposure
0.03459489539939615
GLD.US Exposure
-0.0003260769446078735
USO.US Exposure
0.00012682447295132612
VNQ.US Exposure
0.08068575349451228
BTC-USD.CC Exposure
0.002867833937878085
CPER.US Exposure
-0.00165873528247569
VIX.INDX Exposure
-0.0028861450295616965
UUP.US Exposure
-0.005424521773331506
TIP.US Exposure
0.1543687829216477
Idiosyncratic Exposure
0.1117174831092723
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.91%
Market Cap$11.4B
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
$355
Avg Yield on Cost
1.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$88.360.88%Solid
2026$266.472.66%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+3.0%
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 →
+8.6%
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 →
0.4% 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 →
0.80
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Choice Properties Real Estate Investment Trust a high-risk investment?

Choice Properties Real Estate Investment Trust (CHP-UN.TO) has an annualized volatility of 21.7% and experienced a maximum drawdown of 16.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CHP-UN.TO?

Over the past 10 years, CHP-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 7.2%. It has had a positive return in 70% 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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