CI Canadian Aggregate Bond Index ETF (CAGG.TO)
44.50
+0.03
(+0.07%)
CAD |
TSX |
Nov 14, 15:59
CAGG.TO Max Drawdown (5Y): 18.42% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 18.42% |
| August 31, 2024 | 18.42% |
| July 31, 2024 | 18.42% |
| June 30, 2024 | 18.42% |
| May 31, 2024 | 18.42% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
18.42%
Maximum
Jun 2022
16.17%
Average
15.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BMO Discount Bond ETF | 18.10% |
| Mackenzie Canadian Aggregate Bond ETF | 16.70% |
| Fidelity Systematic Canadian Bd ETF | 17.87% |
| BMO Aggregate Bond ETF | 18.04% |
| Vanguard Canadian Aggregate Bond ETF | 18.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6931 |
| Beta (5Y) | 1.166 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.643 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.03% |
| Historical Sharpe Ratio (5Y) | -0.2253 |
| Historical Sortino (5Y) | -0.3271 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.44% |