Invesco ESG Canadian Core Plus Bond ETF (BESG.TO)
15.35
-0.02
(-0.13%)
CAD |
TSX |
Apr 23, 13:07
BESG.TO Max Drawdown (5Y): 20.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 20.90% |
| February 29, 2024 | 20.90% |
| January 31, 2024 | 20.90% |
| December 31, 2023 | 20.90% |
| November 30, 2023 | 20.90% |
| October 31, 2023 | 20.90% |
| September 30, 2023 | 20.90% |
| August 31, 2023 | 20.90% |
| July 31, 2023 | 20.90% |
| June 30, 2023 | 20.90% |
| May 31, 2023 | 20.90% |
| April 30, 2023 | 20.90% |
| March 31, 2023 | 20.90% |
| February 28, 2023 | 20.90% |
| January 31, 2023 | 20.90% |
| December 31, 2022 | 20.90% |
| November 30, 2022 | 20.90% |
| October 31, 2022 | 20.90% |
| September 30, 2022 | 19.08% |
| August 31, 2022 | 19.08% |
| July 31, 2022 | 19.08% |
| June 30, 2022 | 19.08% |
| May 31, 2022 | 15.98% |
| April 30, 2022 | 15.34% |
| March 31, 2022 | 15.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 15.34% |
| January 31, 2022 | 15.34% |
| December 31, 2021 | 15.34% |
| November 30, 2021 | 15.34% |
| October 31, 2021 | 15.34% |
| September 30, 2021 | 15.34% |
| August 31, 2021 | 15.34% |
| July 31, 2021 | 15.34% |
| June 30, 2021 | 15.34% |
| May 31, 2021 | 15.34% |
| April 30, 2021 | 15.34% |
| March 31, 2021 | 15.34% |
| February 28, 2021 | 15.34% |
| January 31, 2021 | 15.34% |
| December 31, 2020 | 15.34% |
| November 30, 2020 | 15.34% |
| October 31, 2020 | 15.34% |
| September 30, 2020 | 15.34% |
| August 31, 2020 | 15.34% |
| July 31, 2020 | 15.34% |
| June 30, 2020 | 15.34% |
| May 31, 2020 | 15.34% |
| April 30, 2020 | 15.34% |
| March 31, 2020 | 15.34% |
| February 29, 2020 | 4.46% |
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
4.46%
Minimum
Apr 2019
20.90%
Maximum
Oct 2022
15.27%
Average
15.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5919 |
| Beta (5Y) | 1.374 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1074 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5876 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.45% |
| Historical Sharpe Ratio (5Y) | -0.1895 |
| Historical Sortino (5Y) | -0.2803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.65% |