iShares Convertible Bond ETF Comm (CVD.TO)
16.50
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
CVD.TO Max Drawdown (5Y): 23.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 23.51% |
March 31, 2024 | 23.51% |
February 29, 2024 | 23.51% |
January 31, 2024 | 23.51% |
December 31, 2023 | 23.51% |
November 30, 2023 | 23.51% |
October 31, 2023 | 23.51% |
September 30, 2023 | 23.51% |
August 31, 2023 | 23.51% |
July 31, 2023 | 23.51% |
June 30, 2023 | 23.51% |
May 31, 2023 | 23.51% |
April 30, 2023 | 23.51% |
March 31, 2023 | 23.51% |
February 28, 2023 | 23.51% |
January 31, 2023 | 23.51% |
December 31, 2022 | 23.51% |
November 30, 2022 | 23.51% |
October 31, 2022 | 23.51% |
September 30, 2022 | 23.51% |
August 31, 2022 | 23.51% |
July 31, 2022 | 23.51% |
June 30, 2022 | 23.51% |
May 31, 2022 | 23.51% |
April 30, 2022 | 23.51% |
Date | Value |
---|---|
March 31, 2022 | 23.51% |
February 28, 2022 | 23.51% |
January 31, 2022 | 23.51% |
December 31, 2021 | 23.51% |
November 30, 2021 | 23.51% |
October 31, 2021 | 23.51% |
September 30, 2021 | 23.51% |
August 31, 2021 | 23.51% |
July 31, 2021 | 23.51% |
June 30, 2021 | 23.51% |
May 31, 2021 | 23.51% |
April 30, 2021 | 23.51% |
March 31, 2021 | 23.51% |
February 28, 2021 | 23.51% |
January 31, 2021 | 23.51% |
December 31, 2020 | 23.51% |
November 30, 2020 | 23.51% |
October 31, 2020 | 23.51% |
September 30, 2020 | 23.51% |
August 31, 2020 | 23.51% |
July 31, 2020 | 23.51% |
June 30, 2020 | 23.51% |
May 31, 2020 | 23.51% |
April 30, 2020 | 23.51% |
March 31, 2020 | 23.51% |
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
9.82%
Minimum
May 2019
23.51%
Maximum
Mar 2020
21.23%
Average
23.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.768 |
Beta (5Y) | 0.9432 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3608 |
Beta (vs YCharts Benchmark) (5Y) | -0.1649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.93% |
Historical Sharpe Ratio (5Y) | 0.0819 |
Historical Sortino (5Y) | 0.0791 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.47% |