CI Canadian Aggregate Bond Index ETF (CAGG.TO)
42.22
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
CAGG.TO Max Drawdown (5Y): 18.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 18.42% |
March 31, 2024 | 18.42% |
February 29, 2024 | 18.42% |
January 31, 2024 | 18.42% |
December 31, 2023 | 18.42% |
November 30, 2023 | 18.42% |
October 31, 2023 | 18.42% |
September 30, 2023 | 18.42% |
August 31, 2023 | 18.42% |
July 31, 2023 | 18.42% |
June 30, 2023 | 18.42% |
May 31, 2023 | 18.42% |
April 30, 2023 | 18.42% |
March 31, 2023 | 18.42% |
February 28, 2023 | 18.42% |
January 31, 2023 | 18.42% |
December 31, 2022 | 18.42% |
November 30, 2022 | 18.42% |
October 31, 2022 | 18.42% |
September 30, 2022 | 18.42% |
August 31, 2022 | 18.42% |
July 31, 2022 | 18.42% |
June 30, 2022 | 18.42% |
May 31, 2022 | 15.70% |
April 30, 2022 | 15.70% |
Date | Value |
---|---|
March 31, 2022 | 15.70% |
February 28, 2022 | 15.70% |
January 31, 2022 | 15.70% |
December 31, 2021 | 15.70% |
November 30, 2021 | 15.70% |
October 31, 2021 | 15.70% |
September 30, 2021 | 15.70% |
August 31, 2021 | 15.70% |
July 31, 2021 | 15.70% |
June 30, 2021 | 15.70% |
May 31, 2021 | 15.70% |
April 30, 2021 | 15.70% |
March 31, 2021 | 15.70% |
February 28, 2021 | 15.70% |
January 31, 2021 | 15.70% |
December 31, 2020 | 15.70% |
November 30, 2020 | 15.70% |
October 31, 2020 | 15.70% |
September 30, 2020 | 15.70% |
August 31, 2020 | 15.70% |
July 31, 2020 | 15.70% |
June 30, 2020 | 15.70% |
May 31, 2020 | 15.70% |
April 30, 2020 | 15.70% |
March 31, 2020 | 15.70% |
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
3.52%
Minimum
May 2019
18.42%
Maximum
Jun 2022
14.71%
Average
15.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1359 |
Beta (5Y) | 1.147 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6549 |
Beta (vs YCharts Benchmark) (5Y) | 0.4585 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.97% |
Historical Sharpe Ratio (5Y) | -0.2688 |
Historical Sortino (5Y) | -0.3933 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.44% |