iShares 1-5 Year Laddr Corp Bd ETF Comm (CBO.TO)
17.69
+0.02
(+0.11%)
CAD |
TSX |
May 13, 15:55
CBO.TO Max Drawdown (5Y): 11.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 11.67% |
March 31, 2024 | 11.67% |
February 29, 2024 | 11.67% |
January 31, 2024 | 11.67% |
December 31, 2023 | 11.67% |
November 30, 2023 | 11.67% |
October 31, 2023 | 11.67% |
September 30, 2023 | 11.67% |
August 31, 2023 | 11.67% |
July 31, 2023 | 11.67% |
June 30, 2023 | 11.67% |
May 31, 2023 | 11.67% |
April 30, 2023 | 11.67% |
March 31, 2023 | 11.67% |
February 28, 2023 | 11.67% |
January 31, 2023 | 11.67% |
December 31, 2022 | 11.67% |
November 30, 2022 | 11.67% |
October 31, 2022 | 11.67% |
September 30, 2022 | 11.67% |
August 31, 2022 | 11.67% |
July 31, 2022 | 11.67% |
June 30, 2022 | 11.67% |
May 31, 2022 | 11.67% |
April 30, 2022 | 11.67% |
Date | Value |
---|---|
March 31, 2022 | 11.67% |
February 28, 2022 | 11.67% |
January 31, 2022 | 11.67% |
December 31, 2021 | 11.67% |
November 30, 2021 | 11.67% |
October 31, 2021 | 11.67% |
September 30, 2021 | 11.67% |
August 31, 2021 | 11.67% |
July 31, 2021 | 11.67% |
June 30, 2021 | 11.67% |
May 31, 2021 | 11.67% |
April 30, 2021 | 11.67% |
March 31, 2021 | 11.67% |
February 28, 2021 | 11.67% |
January 31, 2021 | 11.67% |
December 31, 2020 | 11.67% |
November 30, 2020 | 11.67% |
October 31, 2020 | 11.67% |
September 30, 2020 | 11.67% |
August 31, 2020 | 11.67% |
July 31, 2020 | 11.67% |
June 30, 2020 | 11.67% |
May 31, 2020 | 11.67% |
April 30, 2020 | 11.67% |
March 31, 2020 | 11.67% |
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
2.03%
Minimum
May 2019
11.67%
Maximum
Mar 2020
10.07%
Average
11.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7225 |
Beta (5Y) | 0.6029 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2095 |
Beta (vs YCharts Benchmark) (5Y) | 0.2109 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.73% |
Historical Sharpe Ratio (5Y) | -0.1002 |
Historical Sortino (5Y) | -0.1138 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.36% |