Global X Equal Weight Can Bank Covered Call ETF (BKCC.TO)

14.79 +0.01 (+0.07%) CAD  |  TSX  |  Dec 27, 16:00
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BKCC.TO Max Drawdown (5Y): 41.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BMO Equal Weight Banks Index ETF 39.69%
Hamilton Canadian Bank Equal-Weight Index ETF --
Global X Equal Weight Canadian Banks Index ETF --
Global X Enhanced Equal Wght Can Bks Cov Call ETF --
Global X Enhanced Equal Weight Banks Index ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.703
Beta (5Y) 1.104
Alpha (vs YCharts Benchmark) (5Y) -4.735
Beta (vs YCharts Benchmark) (5Y) 0.7152
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.04%
Historical Sharpe Ratio (5Y) 0.1544
Historical Sortino (5Y) 0.1516
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.11%