CI Gold+ Giants Covered Cll ETFComm (CGXF.TO)
10.88
+0.20
(+1.82%)
CAD |
TSX |
May 21, 15:55
CGXF.TO Max Drawdown (5Y): 39.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.48% |
March 31, 2024 | 39.48% |
February 29, 2024 | 39.48% |
January 31, 2024 | 39.48% |
December 31, 2023 | 39.48% |
November 30, 2023 | 39.48% |
October 31, 2023 | 39.48% |
September 30, 2023 | 39.48% |
August 31, 2023 | 39.48% |
July 31, 2023 | 39.48% |
June 30, 2023 | 39.48% |
May 31, 2023 | 39.48% |
April 30, 2023 | 39.48% |
March 31, 2023 | 39.48% |
February 28, 2023 | 39.48% |
January 31, 2023 | 39.48% |
December 31, 2022 | 39.48% |
November 30, 2022 | 39.48% |
October 31, 2022 | 39.48% |
September 30, 2022 | 39.48% |
August 31, 2022 | 37.72% |
July 31, 2022 | 37.39% |
June 30, 2022 | 37.39% |
May 31, 2022 | 37.39% |
April 30, 2022 | 37.39% |
Date | Value |
---|---|
March 31, 2022 | 37.39% |
February 28, 2022 | 37.39% |
January 31, 2022 | 37.39% |
December 31, 2021 | 37.39% |
November 30, 2021 | 37.39% |
October 31, 2021 | 37.39% |
September 30, 2021 | 37.39% |
August 31, 2021 | 37.39% |
July 31, 2021 | 37.39% |
June 30, 2021 | 37.39% |
May 31, 2021 | 37.39% |
April 30, 2021 | 37.39% |
March 31, 2021 | 39.77% |
February 28, 2021 | 44.05% |
January 31, 2021 | 49.58% |
December 31, 2020 | 49.66% |
November 30, 2020 | 59.06% |
October 31, 2020 | 61.83% |
September 30, 2020 | 61.83% |
August 31, 2020 | 61.83% |
July 31, 2020 | 61.83% |
June 30, 2020 | 61.83% |
May 31, 2020 | 61.83% |
April 30, 2020 | 61.83% |
March 31, 2020 | 61.83% |
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
37.39%
Minimum
Apr 2021
61.83%
Maximum
May 2019
46.34%
Average
39.48%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.270 |
Beta (5Y) | 0.8523 |
Alpha (vs YCharts Benchmark) (5Y) | -3.885 |
Beta (vs YCharts Benchmark) (5Y) | 0.6212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.03% |
Historical Sharpe Ratio (5Y) | 0.1145 |
Historical Sortino (5Y) | 0.2358 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.93% |