CI ICBCCS S&P China 500 ETF NHdg (CHNA.B.TO)
20.07
0.00 (0.00%)
CAD |
TSX |
Jun 28, 16:00
CHNA.B.TO Max Drawdown (5Y): 53.42% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 53.42% |
| May 31, 2024 | 53.42% |
| April 30, 2024 | 53.42% |
| March 31, 2024 | 53.42% |
| February 29, 2024 | 53.42% |
| January 31, 2024 | 52.78% |
| December 31, 2023 | 50.25% |
| November 30, 2023 | 49.74% |
| October 31, 2023 | 49.74% |
| September 30, 2023 | 49.74% |
| August 31, 2023 | 49.74% |
| July 31, 2023 | 49.74% |
| June 30, 2023 | 49.74% |
| May 31, 2023 | 49.74% |
| April 30, 2023 | 49.74% |
| March 31, 2023 | 49.74% |
| February 28, 2023 | 49.74% |
| January 31, 2023 | 49.74% |
| December 31, 2022 | 49.74% |
| November 30, 2022 | 49.74% |
| October 31, 2022 | 49.74% |
| September 30, 2022 | 42.82% |
| August 31, 2022 | 42.78% |
| July 31, 2022 | 42.78% |
| June 30, 2022 | 42.78% |
| Date | Value |
|---|---|
| May 31, 2022 | 42.78% |
| April 30, 2022 | 42.78% |
| March 31, 2022 | 40.02% |
| February 28, 2022 | 28.67% |
| January 31, 2022 | 27.21% |
| December 31, 2021 | 25.82% |
| November 30, 2021 | 25.82% |
| October 31, 2021 | 25.82% |
| September 30, 2021 | 25.82% |
| August 31, 2021 | 25.82% |
| July 31, 2021 | 25.82% |
| June 30, 2021 | 22.08% |
| May 31, 2021 | 22.08% |
| April 30, 2021 | 19.33% |
| March 31, 2021 | 19.33% |
| February 28, 2021 | 15.84% |
| January 31, 2021 | 15.84% |
| December 31, 2020 | 15.84% |
| November 30, 2020 | 15.84% |
| October 31, 2020 | 15.84% |
| September 30, 2020 | 15.84% |
| August 31, 2020 | 15.84% |
| July 31, 2020 | 15.84% |
| June 30, 2020 | 15.84% |
| May 31, 2020 | 15.84% |
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
15.84%
Minimum
Jul 2019
53.42%
Maximum
Feb 2024
32.90%
Average
26.51%
Median
Max Drawdown (5Y) Benchmarks
| Mackenzie China A-Shares CSI 300 ETF | 45.82% |
| First Trust Indxx NextG ETF | 80.25% |
| CI Europe Hdg Eq ETF | 38.20% |
| Manulife Multifactor US Lrg Cap ETF H | 35.21% |
| Franklin Emerging Markets Equity ETF | 30.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.568 |
| Beta (5Y) | 0.1222 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4601 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6736 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.54% |
| Historical Sharpe Ratio (5Y) | -0.2396 |
| Historical Sortino (5Y) | -0.42 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.98% |