CI 1-5Y LaddGovStpBd ETFComm (BXF.TO)
10.09
-0.01
(-0.10%)
CAD |
TSX |
Nov 14, 10:19
BXF.TO Max Drawdown (5Y): 6.99% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 6.99% |
| August 31, 2024 | 6.99% |
| July 31, 2024 | 6.99% |
| June 30, 2024 | 6.99% |
| May 31, 2024 | 6.99% |
| April 30, 2024 | 6.99% |
| March 31, 2024 | 6.99% |
| February 29, 2024 | 6.99% |
| January 31, 2024 | 6.99% |
| December 31, 2023 | 6.99% |
| November 30, 2023 | 6.99% |
| October 31, 2023 | 6.99% |
| September 30, 2023 | 6.99% |
| August 31, 2023 | 6.99% |
| July 31, 2023 | 6.99% |
| June 30, 2023 | 6.99% |
| May 31, 2023 | 6.99% |
| April 30, 2023 | 6.99% |
| March 31, 2023 | 6.99% |
| February 28, 2023 | 6.99% |
| January 31, 2023 | 6.99% |
| December 31, 2022 | 6.99% |
| November 30, 2022 | 6.99% |
| October 31, 2022 | 6.99% |
| September 30, 2022 | 6.72% |
| Date | Value |
|---|---|
| August 31, 2022 | 6.72% |
| July 31, 2022 | 6.72% |
| June 30, 2022 | 6.72% |
| May 31, 2022 | 5.57% |
| April 30, 2022 | 5.38% |
| March 31, 2022 | 4.54% |
| February 28, 2022 | 4.54% |
| January 31, 2022 | 4.54% |
| December 31, 2021 | 4.54% |
| November 30, 2021 | 4.54% |
| October 31, 2021 | 4.54% |
| September 30, 2021 | 4.54% |
| August 31, 2021 | 4.54% |
| July 31, 2021 | 4.54% |
| June 30, 2021 | 4.54% |
| May 31, 2021 | 4.54% |
| April 30, 2021 | 4.54% |
| March 31, 2021 | 4.54% |
| February 28, 2021 | 4.54% |
| January 31, 2021 | 4.54% |
| December 31, 2020 | 4.54% |
| November 30, 2020 | 4.54% |
| October 31, 2020 | 4.54% |
| September 30, 2020 | 4.54% |
| August 31, 2020 | 4.54% |
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
3.09%
Minimum
Nov 2019
6.99%
Maximum
Oct 2022
5.62%
Average
5.38%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5121 |
| Beta (5Y) | 0.4885 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.151 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2967 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.17% |
| Historical Sharpe Ratio (5Y) | -0.1693 |
| Historical Sortino (5Y) | -0.3062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.23% |