Evolve US Banks Enhanced Yield ETF Hdg (CALL.TO)
12.18
+0.12
(+1.00%)
CAD |
TSX |
Apr 23, 15:30
CALL.TO Max Drawdown (5Y): 52.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.05% |
| February 29, 2024 | 52.05% |
| January 31, 2024 | 52.05% |
| December 31, 2023 | 52.05% |
| November 30, 2023 | 52.05% |
| October 31, 2023 | 52.05% |
| September 30, 2023 | 52.05% |
| August 31, 2023 | 52.05% |
| July 31, 2023 | 52.05% |
| June 30, 2023 | 52.05% |
| May 31, 2023 | 52.05% |
| April 30, 2023 | 50.75% |
| March 31, 2023 | 50.75% |
| February 28, 2023 | 50.75% |
| January 31, 2023 | 50.75% |
| December 31, 2022 | 50.75% |
| November 30, 2022 | 50.75% |
| October 31, 2022 | 50.75% |
| September 30, 2022 | 50.75% |
| August 31, 2022 | 50.75% |
| July 31, 2022 | 50.75% |
| June 30, 2022 | 50.75% |
| May 31, 2022 | 50.75% |
| April 30, 2022 | 50.75% |
| March 31, 2022 | 50.75% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.75% |
| January 31, 2022 | 50.75% |
| December 31, 2021 | 50.75% |
| November 30, 2021 | 50.75% |
| October 31, 2021 | 50.75% |
| September 30, 2021 | 50.75% |
| August 31, 2021 | 50.75% |
| July 31, 2021 | 50.75% |
| June 30, 2021 | 50.75% |
| May 31, 2021 | 50.75% |
| April 30, 2021 | 50.75% |
| March 31, 2021 | 50.75% |
| February 28, 2021 | 50.75% |
| January 31, 2021 | 50.75% |
| December 31, 2020 | 50.75% |
| November 30, 2020 | 50.75% |
| October 31, 2020 | 50.75% |
| September 30, 2020 | 50.75% |
| August 31, 2020 | 50.75% |
| July 31, 2020 | 50.75% |
| June 30, 2020 | 50.75% |
| May 31, 2020 | 50.75% |
| April 30, 2020 | 50.75% |
| March 31, 2020 | 50.75% |
| February 29, 2020 | 27.24% |
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
27.24%
Minimum
Apr 2019
52.05%
Maximum
May 2023
46.68%
Average
50.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.36 |
| Beta (5Y) | 1.556 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.96 |
| Beta (vs YCharts Benchmark) (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.55% |
| Historical Sharpe Ratio (5Y) | 0.0195 |
| Historical Sortino (5Y) | 0.0217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |