iShares US Fundamental ETF (CAD-H) Comm (CLU.NO)
42.12
+1.36 (+3.34%)
CAD |
NEO |
Jun 27, 10:38
CLU.NO Max Drawdown (5Y): 39.93% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.93% |
| April 30, 2022 | 39.93% |
| March 31, 2022 | 39.93% |
| February 28, 2022 | 39.93% |
| January 31, 2022 | 39.93% |
| December 31, 2021 | 39.93% |
| November 30, 2021 | 39.93% |
| October 31, 2021 | 39.93% |
| September 30, 2021 | 39.93% |
| August 31, 2021 | 39.93% |
| July 31, 2021 | 39.93% |
| June 30, 2021 | 39.93% |
| May 31, 2021 | 39.93% |
| April 30, 2021 | 39.93% |
| March 31, 2021 | 39.93% |
| February 28, 2021 | 39.93% |
| January 31, 2021 | 39.93% |
| December 31, 2020 | 39.93% |
| November 30, 2020 | 39.93% |
| October 31, 2020 | 39.93% |
| September 30, 2020 | 39.93% |
| August 31, 2020 | 39.93% |
| July 31, 2020 | 39.93% |
| June 30, 2020 | 39.93% |
| May 31, 2020 | 39.93% |
| Date | Value |
|---|---|
| April 30, 2020 | 39.93% |
| March 31, 2020 | 39.93% |
| February 29, 2020 | 20.06% |
| January 31, 2020 | 20.06% |
| December 31, 2019 | 20.06% |
| November 30, 2019 | 20.06% |
| October 31, 2019 | 20.06% |
| September 30, 2019 | 20.06% |
| August 31, 2019 | 20.06% |
| July 31, 2019 | 20.06% |
| June 30, 2019 | 20.06% |
| May 31, 2019 | 20.06% |
| April 30, 2019 | 20.06% |
| March 31, 2019 | 20.06% |
| February 28, 2019 | 20.06% |
| January 31, 2019 | 20.06% |
| December 31, 2018 | 20.06% |
| November 30, 2018 | 16.86% |
| October 31, 2018 | 16.86% |
| September 30, 2018 | 16.86% |
| August 31, 2018 | 16.86% |
| July 31, 2018 | 16.86% |
| June 30, 2018 | 16.86% |
| May 31, 2018 | 16.86% |
| April 30, 2018 | 16.86% |
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
16.86%
Minimum
Jun 2017
39.93%
Maximum
Mar 2020
28.04%
Average
20.06%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.661 |
| Beta (5Y) | 1.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.42% |
| Historical Sharpe Ratio (5Y) | 0.5562 |
| Historical Sortino (5Y) | 0.5295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |