iShares Equal Weight Banc&Lfco ETF Comm (CEW.TO)
15.29
-0.07 (-0.46%)
CAD |
TSX |
May 20, 16:00
CEW.TO Max Drawdown (5Y): 43.65% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 43.65% |
| March 31, 2022 | 43.65% |
| February 28, 2022 | 43.65% |
| January 31, 2022 | 43.65% |
| December 31, 2021 | 43.65% |
| November 30, 2021 | 43.65% |
| October 31, 2021 | 43.65% |
| September 30, 2021 | 43.65% |
| August 31, 2021 | 43.65% |
| July 31, 2021 | 43.65% |
| June 30, 2021 | 43.65% |
| May 31, 2021 | 43.65% |
| April 30, 2021 | 43.65% |
| March 31, 2021 | 43.65% |
| February 28, 2021 | 43.65% |
| January 31, 2021 | 43.65% |
| December 31, 2020 | 43.65% |
| November 30, 2020 | 43.65% |
| October 31, 2020 | 43.65% |
| September 30, 2020 | 43.65% |
| August 31, 2020 | 43.65% |
| July 31, 2020 | 43.65% |
| June 30, 2020 | 43.65% |
| May 31, 2020 | 43.65% |
| April 30, 2020 | 43.65% |
| Date | Value |
|---|---|
| March 31, 2020 | 43.65% |
| February 29, 2020 | 17.79% |
| January 31, 2020 | 17.79% |
| December 31, 2019 | 17.79% |
| November 30, 2019 | 17.79% |
| October 31, 2019 | 17.79% |
| September 30, 2019 | 17.79% |
| August 31, 2019 | 17.79% |
| July 31, 2019 | 17.79% |
| June 30, 2019 | 17.79% |
| May 31, 2019 | 17.79% |
| April 30, 2019 | 17.79% |
| March 31, 2019 | 17.79% |
| February 28, 2019 | 17.79% |
| January 31, 2019 | 17.79% |
| December 31, 2018 | 17.79% |
| November 30, 2018 | 17.08% |
| October 31, 2018 | 17.08% |
| September 30, 2018 | 17.08% |
| August 31, 2018 | 17.08% |
| July 31, 2018 | 17.08% |
| June 30, 2018 | 17.08% |
| May 31, 2018 | 17.08% |
| April 30, 2018 | 17.08% |
| March 31, 2018 | 17.08% |
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
17.08%
Minimum
Jun 2017
43.65%
Maximum
Mar 2020
28.78%
Average
17.79%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.391 |
| Beta (5Y) | 1.090 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.37% |
| Historical Sharpe Ratio (5Y) | 0.4858 |
| Historical Sortino (5Y) | 0.4673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.28% |