Crombie Real Estate Investment Trust

10-Year Study

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

Executive Summary: Crombie Real Estate Investment Trust has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 27.2% and an annualized volatility of 20.5%.

1Y CAGR
+19.5%
3Y CAGR
+11.9%
5Y CAGR
+5.5%
10Y CAGR
+7.8%

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 →
27.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +36.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.74.9-3.56.2————————10.3%
20252.35.61.52.92.00.9-2.85.10.7-0.43.7-0.422.9%
2024-1.02.5-0.6-5.6-1.21.67.68.58.1-5.3-3.2-7.62.1%
20234.6-1.8-5.21.7-6.8-3.82.4-3.7-5.8-1.96.47.7-7.3%
2022-6.60.86.0-4.2-0.5-6.53.3-5.8-7.85.19.6-2.1-10.1%
2021-0.33.18.83.94.05.13.9-1.1-3.56.7-6.89.036.7%
20200.8-8.9-13.85.31.4-1.72.51.60.4-0.713.7-1.9-3.9%
201910.01.93.01.54.22.14.20.71.50.61.21.136.7%
2018-2.7-4.2-0.6-0.52.90.73.71.3-0.91.8-0.3-3.5-2.6%
2017-0.22.91.64.60.2-2.4-3.1-0.32.3-1.33.60.78.6%
2016———-0.05.45.23.2-4.4-4.2-4.92.5-1.01.3%

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 20.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 24.3% of variance. Idiosyncratic stock-specific factors contribute 14.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019997.48347704004
2016-05-0110538.271016277931
2016-06-0111089.654441663024
2016-07-0111448.722533476379
2016-08-0110950.583435980981
2016-09-0110494.695434497558
2016-10-019977.616190514034
2016-11-0110227.016860703832
2016-12-0110128.740016688522
2017-01-0110103.574787088914
2017-02-0110392.312684600205
2017-03-0110563.303797300698
2017-04-0111053.231083032013
2017-05-0111073.760612442218
2017-06-0110809.260804492655
2017-07-0110474.56325081787
2017-08-0110440.39151799314
2017-09-0110679.726096343096
2017-10-0110543.701407928373
2017-11-0110919.060674693052
2017-12-0110996.013297837115
2018-01-0110698.136448523861
2018-02-0110252.97678176448
2018-03-0110193.904716493822
2018-04-0110143.044462987245
2018-05-0110433.90153772798
2018-06-0110504.36418060688
2018-07-0110889.7895392114
2018-08-0111036.012768042809
2018-09-0110932.173083800213
2018-10-0111132.700229136039
2018-11-0111095.747076197666
2018-12-0110710.189269016304
2019-01-0111785.406815803764
2019-02-0112014.542853737035
2019-03-0112374.008291280908
2019-04-0112557.979364511732
2019-05-0113090.290194831858
2019-06-0113360.22039443186
2019-07-0113915.709725699
2019-08-0114011.072701023828
2019-09-0114221.533489622652
2019-10-0114309.081998913922
2019-11-0114477.953934384976
2019-12-0114644.176898319227
2020-01-0114766.824280473107
2020-02-0113446.17952080105
2020-03-0111586.866399120543
2020-04-0112195.600058277376
2020-05-0112360.763433596907
2020-06-0112148.31591634548
2020-07-0112455.993960344898
2020-08-0112660.229665832241
2020-09-0112711.752162223018
2020-10-0112619.832849896029
2020-11-0114351.597992079574
2020-12-0114072.793737831289
2021-01-0114037.429967814996
2021-02-0114475.702308578695
2021-03-0115748.135786280978
2021-04-0116369.319611660772
2021-05-0117024.012926981104
2021-06-0117891.153759552853
2021-07-0118581.740639196832
2021-08-0118382.93532535993
2021-09-0117744.40073641409
2021-10-0118942.000768201746
2021-11-0117653.011218394462
2021-12-0119243.586177666522
2022-01-0117966.781896928518
2022-02-0118118.700414564046
2022-03-0119206.50057615131
2022-04-0118403.994649077496
2022-05-0118303.731076409586
2022-06-0117105.601250314565
2022-07-0117674.070542112026
2022-08-0116643.35571714282
2022-09-0115343.77028118833
2022-10-0116121.905670123575
2022-11-0117673.143402074147
2022-12-0117309.57205864823
2023-01-0118110.09125706944
2023-02-0117785.72469238818
2023-03-0116868.518297770894
2023-04-0117150.10397213282
2023-05-0115983.49690732573
2023-06-0115375.02814532258
2023-07-0115738.864385902174
2023-08-0115154.63371346075
2023-09-0114273.850677474471
2023-10-0114006.569449411269
2023-11-0114896.888782930027
2023-12-0116046.67487847843
2024-01-0115887.07434338618
2024-02-0116277.002953603265
2024-03-0116175.149998013274
2024-04-0115270.128872465266
2024-05-0115085.230659196566
2024-06-0115330.525423504325
2024-07-0116488.78822797049
2024-08-0117884.00153640349
2024-09-0119334.18100422511
2024-10-0118312.60513105787
2024-11-0117729.963841538523
2024-12-0116378.988357770097
2025-01-0116756.599250341056
2025-02-0117697.11659448219
2025-03-0117954.066833551875
2025-04-0118476.70891776268
2025-05-0118849.41921299056
2025-06-0119020.675222844733
2025-07-0118488.099495370923
2025-08-0119433.51743685514
2025-09-0119570.204368154064
2025-10-0119487.2915590522
2025-11-0120212.977311558785
2025-12-0120127.81287665064
2026-01-0120661.977987046528
2026-02-0121668.58717103085
2026-03-0120900.385425358607
2026-04-0122198.381478391017
Annual Return Matrix
YearAnnual Return
20170.08562499182718075
2018-0.025993423350718414
20190.3673126151639192
2020-0.039017772351105706
20210.36743183593566187
2022-0.10050175165701936
2023-0.07295946866224401
20240.020709180051835085
20250.22888010156635374
20260.10287101804997145
Total Factor Risk
0.20462965259812385
VTI.US Exposure
-0.04553408915900349
VEA.US Exposure
0.19619307439446013
VWO.US Exposure
-0.03259191504014076
QQQ.US Exposure
-0.06440015441289886
VTV.US Exposure
-0.11383774403474127
IJR.US Exposure
0.009541708332262875
QUAL.US Exposure
0.20785569747601573
SHV.US Exposure
0.24280522529439527
TLT.US Exposure
0.0035577635458131102
LQD.US Exposure
-0.042800802252777145
HYG.US Exposure
0.15921772933953215
GLD.US Exposure
0.007572470963032065
USO.US Exposure
-0.00009248487824796016
VNQ.US Exposure
0.22013130201870837
BTC-USD.CC Exposure
-0.0052284353050106175
CPER.US Exposure
-0.007341776536624498
VIX.INDX Exposure
0.028565095933305352
UUP.US Exposure
0.0034506522101469222
TIP.US Exposure
0.08644178715461695
Idiosyncratic Exposure
0.1464948949571558
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.5%

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 →5.60%
Market Cap$3.0B
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
$397
Avg Yield on Cost
1.99%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$99.340.99%Solid
2026$298.012.98%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 →
+4.5%
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 →
+10.5%
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 →
0.0% 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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Crombie Real Estate Investment Trust a high-risk investment?

Crombie Real Estate Investment Trust (CRR-UN.TO) has an annualized volatility of 20.5% and experienced a maximum drawdown of 27.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CRR-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 7.8%. It has had a positive return in 60% 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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