Brompton Global Dividend Growth ETF (BDIV.TO)
19.93
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
BDIV.TO Max Drawdown (5Y): 36.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.44% |
March 31, 2024 | 36.44% |
February 29, 2024 | 36.44% |
January 31, 2024 | 36.44% |
December 31, 2023 | 36.44% |
November 30, 2023 | 36.44% |
October 31, 2023 | 36.44% |
September 30, 2023 | 36.44% |
August 31, 2023 | 36.44% |
July 31, 2023 | 36.44% |
June 30, 2023 | 36.44% |
May 31, 2023 | 36.44% |
April 30, 2023 | 36.44% |
March 31, 2023 | 36.44% |
February 28, 2023 | 36.44% |
January 31, 2023 | 36.44% |
December 31, 2022 | 36.44% |
November 30, 2022 | 36.44% |
October 31, 2022 | 36.44% |
September 30, 2022 | 36.44% |
August 31, 2022 | 36.44% |
July 31, 2022 | 36.44% |
June 30, 2022 | 36.44% |
May 31, 2022 | 36.44% |
April 30, 2022 | 36.44% |
Date | Value |
---|---|
March 31, 2022 | 36.44% |
February 28, 2022 | 36.44% |
January 31, 2022 | 36.44% |
December 31, 2021 | 36.44% |
November 30, 2021 | 36.44% |
October 31, 2021 | 36.44% |
September 30, 2021 | 36.44% |
August 31, 2021 | 36.44% |
July 31, 2021 | 36.44% |
June 30, 2021 | 36.44% |
May 31, 2021 | 36.44% |
April 30, 2021 | 36.44% |
March 31, 2021 | 36.44% |
February 28, 2021 | 36.44% |
January 31, 2021 | 36.44% |
December 31, 2020 | 36.44% |
November 30, 2020 | 36.44% |
October 31, 2020 | 36.44% |
September 30, 2020 | 36.44% |
August 31, 2020 | 36.44% |
July 31, 2020 | 36.44% |
June 30, 2020 | 36.44% |
May 31, 2020 | 36.44% |
April 30, 2020 | 36.44% |
March 31, 2020 | 36.44% |
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
6.67%
Minimum
May 2019
36.44%
Maximum
Mar 2020
31.60%
Average
36.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.038 |
Beta (5Y) | 0.8653 |
Alpha (vs YCharts Benchmark) (5Y) | 2.609 |
Beta (vs YCharts Benchmark) (5Y) | 0.6814 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.50% |
Historical Sharpe Ratio (5Y) | 0.2697 |
Historical Sortino (5Y) | 0.2555 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.76% |