Evolve Automobile Innovation ETF H (CARS.TO)
18.01
+0.51
(+2.91%)
CAD |
TSX |
Apr 23, 15:08
CARS.TO Max Drawdown (5Y): 67.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.44% |
| February 29, 2024 | 67.13% |
| January 31, 2024 | 67.13% |
| December 31, 2023 | 67.13% |
| November 30, 2023 | 67.13% |
| October 31, 2023 | 67.13% |
| September 30, 2023 | 60.77% |
| August 31, 2023 | 60.77% |
| July 31, 2023 | 60.77% |
| June 30, 2023 | 60.77% |
| May 31, 2023 | 60.77% |
| April 30, 2023 | 60.20% |
| March 31, 2023 | 60.20% |
| February 28, 2023 | 60.20% |
| January 31, 2023 | 60.20% |
| December 31, 2022 | 60.20% |
| November 30, 2022 | 57.11% |
| October 31, 2022 | 57.11% |
| September 30, 2022 | 53.16% |
| August 31, 2022 | 52.19% |
| July 31, 2022 | 52.19% |
| June 30, 2022 | 51.52% |
| May 31, 2022 | 50.12% |
| April 30, 2022 | 47.58% |
| March 31, 2022 | 47.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 47.58% |
| January 31, 2022 | 47.58% |
| December 31, 2021 | 47.58% |
| November 30, 2021 | 47.58% |
| October 31, 2021 | 47.58% |
| September 30, 2021 | 47.58% |
| August 31, 2021 | 47.58% |
| July 31, 2021 | 47.58% |
| June 30, 2021 | 47.58% |
| May 31, 2021 | 47.58% |
| April 30, 2021 | 47.58% |
| March 31, 2021 | 47.58% |
| February 28, 2021 | 47.58% |
| January 31, 2021 | 47.58% |
| December 31, 2020 | 47.58% |
| November 30, 2020 | 47.58% |
| October 31, 2020 | 47.58% |
| September 30, 2020 | 47.58% |
| August 31, 2020 | 47.58% |
| July 31, 2020 | 47.58% |
| June 30, 2020 | 47.58% |
| May 31, 2020 | 47.58% |
| April 30, 2020 | 47.58% |
| March 31, 2020 | 47.58% |
| February 29, 2020 | 27.87% |
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
27.87%
Minimum
Apr 2019
67.44%
Maximum
Mar 2024
48.75%
Average
47.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.61 |
| Beta (5Y) | 1.741 |
| Alpha (vs YCharts Benchmark) (5Y) | -28.21 |
| Beta (vs YCharts Benchmark) (5Y) | 1.271 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.85% |
| Historical Sharpe Ratio (5Y) | 0.0232 |
| Historical Sortino (5Y) | 0.0407 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.96% |