Chartwell Retirement Residences

10-Year Study

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

Executive Summary: Chartwell Retirement Residences has compounded at 8.7% annually over the last 10 years, with a maximum drawdown of 44.5% and an annualized volatility of 30.8%.

1Y CAGR
+19.6%
3Y CAGR
+40.1%
5Y CAGR
+15.9%
10Y CAGR
+8.7%

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 →
44.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +47.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.3%
% 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.
20260.810.1-9.56.8————————7.4%
20256.85.00.23.57.80.2-4.54.99.22.7-2.1-0.437.5%
20242.71.82.11.50.33.57.06.97.10.83.5-6.334.6%
202316.8-5.6-6.64.22.35.76.23.10.6-0.77.48.447.8%
20225.6-1.72.3-1.22.1-9.72.5-8.3-10.1-14.46.02.1-24.3%
2021-4.02.97.47.35.01.6-0.7-1.4-6.0-0.6-7.27.611.1%
20201.7-7.1-30.90.5-8.015.25.96.3-2.8-4.818.6-0.4-14.5%
20197.72.50.2-1.6-1.05.31.4-2.7-1.00.5-0.9-4.25.9%
2018-3.8-1.52.5-5.1-1.65.90.3-1.1-2.7-3.17.0-9.0-12.6%
20174.13.3-0.2-0.03.8-3.4-0.9-3.61.63.31.25.315.2%
2016———-1.610.76.70.9-2.42.7-5.1-2.41.110.1%

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 30.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.5% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019841.831016833616
2016-05-0110896.560488948968
2016-06-0111630.09947662126
2016-07-0111731.540212355436
2016-08-0111447.436830612456
2016-09-0111757.997989671067
2016-10-0111152.473051194065
2016-11-0110889.281711783531
2016-12-0111007.59072475824
2017-01-0111463.611890980092
2017-02-0111845.227779510818
2017-03-0111820.734116668398
2017-04-0111819.809827504532
2017-05-0112267.281318960635
2017-06-0111853.546381985605
2017-07-0111752.567790833362
2017-08-0111329.474426074195
2017-09-0111513.407969683314
2017-10-0111897.912261851121
2017-11-0112043.834413596293
2017-12-0112680.207502917287
2018-01-0112202.581077490093
2018-02-0112021.304865227085
2018-03-0112319.04151213707
2018-04-0111696.07061569212
2018-05-0111505.320439499495
2018-06-0112186.406017122457
2018-07-0112217.600776402896
2018-08-0112081.152588587338
2018-09-0111752.221182396914
2018-10-0111382.621052996428
2018-11-0112179.011703811537
2018-12-0111087.772809723521
2019-01-0111946.55297909951
2019-02-0112246.600348919159
2019-03-0112270.978475616097
2019-04-0112074.79810058577
2019-05-0111959.493027393619
2019-06-0112594.826291405265
2019-07-0112767.783901193488
2019-08-0112428.223169618615
2019-09-0112302.981987914918
2019-10-0112361.674349820341
2019-11-0112252.954836920728
2019-12-0111739.165597957322
2020-01-0111933.15078622347
2020-02-0111084.306725359027
2020-03-017659.584300948551
2020-04-017696.209259066699
2020-05-017084.329832588125
2020-06-018160.549027763335
2020-07-018640.139567663742
2020-08-019183.390523725348
2020-09-018929.095467517012
2020-10-018496.874747264683
2020-11-0110078.449042783035
2020-12-0110035.007452081383
2021-01-019631.786304345314
2021-02-019912.192529432832
2021-03-0110646.771342414473
2021-04-0111421.325661733272
2021-05-0111997.619955403046
2021-06-0112189.872101486952
2021-07-0112107.841438193938
2021-08-0111942.393677862117
2021-09-0111228.495834921954
2021-10-0111164.488810324308
2021-11-0110359.08634016152
2021-12-0111149.353575266021
2022-01-0111774.173050038704
2022-02-0111576.375168971614
2022-03-0111843.148128892124
2022-04-0111700.114380784027
2022-05-0111950.25013575497
2022-06-0110785.414716994213
2022-07-0111058.657701061777
2022-08-0110145.228934872275
2022-09-019121.809758182848
2022-10-017804.813235820827
2022-11-018271.117118990676
2022-12-018444.074728778898
2023-01-019864.938245930238
2023-02-019311.635645211603
2023-03-018696.521206659503
2023-04-019063.810613150325
2023-05-019269.464952110267
2023-06-019795.847630931337
2023-07-0110407.38044897346
2023-08-0110730.766120180699
2023-09-0110794.773144778343
2023-10-0110723.02519843333
2023-11-0111515.83422873846
2023-12-0112482.063013413745
2024-01-0112825.089829353114
2024-02-0113060.89910228415
2024-03-0113331.484755005602
2024-04-0113527.087449308514
2024-05-0113561.632756807967
2024-06-0114030.825043614894
2024-07-0115014.84639469458
2024-08-0116046.584173858791
2024-09-0117192.47166476032
2024-10-0117326.609129666216
2024-11-0117936.755513962544
2024-12-0116805.54111353737
2025-01-0117943.34107425508
2025-02-0118839.786027058566
2025-03-0118875.024551430914
2025-04-0119528.612526428893
2025-05-0121053.57411066052
2025-06-0121089.621388051248
2025-07-0120149.041627673214
2025-08-0121129.481358242927
2025-09-0123081.46453618014
2025-10-0123701.200420551566
2025-11-0123197.92497082712
2025-12-0123111.04178942382
2026-01-0123307.22216445415
2026-02-0125672.131526348014
2026-03-0123245.872471202616
2026-04-0124817.16404977297
Annual Return Matrix
YearAnnual Return
20170.15195121439217418
2018-0.12558427713642695
20190.058748749583194426
2020-0.14516859240596025
20210.11104586902459235
2022-0.24263997264277049
20230.47820375995402675
20240.34637528231330306
20250.37520366843809505
20260.07382281923482625
Total Factor Risk
0.307621599993901
VTI.US Exposure
0.006505628329114044
VEA.US Exposure
0.09715898211753454
VWO.US Exposure
0.008567041612622827
QQQ.US Exposure
-0.034793584547308326
VTV.US Exposure
-0.051940985162439494
IJR.US Exposure
0.030977023023342654
QUAL.US Exposure
0.05931156578996637
SHV.US Exposure
0.6350285016883291
TLT.US Exposure
-0.009212732690343759
LQD.US Exposure
-0.012602168615602621
HYG.US Exposure
0.01862043957513302
GLD.US Exposure
0.02053278296932804
USO.US Exposure
0.0010917798909393416
VNQ.US Exposure
0.06826223948397152
BTC-USD.CC Exposure
-0.000022579296205915944
CPER.US Exposure
-0.0050211027867661405
VIX.INDX Exposure
-0.0017487692391201899
UUP.US Exposure
-0.009812297568363465
TIP.US Exposure
0.018609701272424978
Idiosyncratic Exposure
0.16048853415344333
Value Score
0
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.8%

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 →235.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.87%
Market Cap$6.8B
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
$237
Avg Yield on Cost
1.18%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$58.920.59%Solid
2026$177.931.78%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 →
+1.6%
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 →
+8.4%
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 →
3.3% 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 Chartwell Retirement Residences a high-risk investment?

Chartwell Retirement Residences (CSH-UN.TO) has an annualized volatility of 30.8% and experienced a maximum drawdown of 44.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CSH-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 8.7%. 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.

Run a Full Backtest on Chartwell Retirement Residences

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest