iShares Global Water ETF Comm (CWW.TO)
58.05
+0.84
(+1.47%)
CAD |
TSX |
May 07, 15:36
CWW.TO Max Drawdown (5Y): 29.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.40% |
March 31, 2024 | 29.40% |
February 29, 2024 | 29.40% |
January 31, 2024 | 29.40% |
December 31, 2023 | 29.40% |
November 30, 2023 | 29.40% |
October 31, 2023 | 29.40% |
September 30, 2023 | 29.40% |
August 31, 2023 | 29.40% |
July 31, 2023 | 29.40% |
June 30, 2023 | 29.40% |
May 31, 2023 | 29.40% |
April 30, 2023 | 29.40% |
March 31, 2023 | 29.40% |
February 28, 2023 | 29.40% |
January 31, 2023 | 29.40% |
December 31, 2022 | 29.40% |
November 30, 2022 | 29.40% |
October 31, 2022 | 29.40% |
September 30, 2022 | 29.40% |
August 31, 2022 | 29.40% |
July 31, 2022 | 29.40% |
June 30, 2022 | 29.40% |
May 31, 2022 | 29.40% |
April 30, 2022 | 29.40% |
Date | Value |
---|---|
March 31, 2022 | 29.40% |
February 28, 2022 | 29.40% |
January 31, 2022 | 29.40% |
December 31, 2021 | 29.40% |
November 30, 2021 | 29.40% |
October 31, 2021 | 29.40% |
September 30, 2021 | 29.40% |
August 31, 2021 | 29.40% |
July 31, 2021 | 29.40% |
June 30, 2021 | 29.40% |
May 31, 2021 | 29.40% |
April 30, 2021 | 29.40% |
March 31, 2021 | 29.40% |
February 28, 2021 | 29.40% |
January 31, 2021 | 29.40% |
December 31, 2020 | 29.40% |
November 30, 2020 | 29.40% |
October 31, 2020 | 29.40% |
September 30, 2020 | 29.40% |
August 31, 2020 | 29.40% |
July 31, 2020 | 29.40% |
June 30, 2020 | 29.40% |
May 31, 2020 | 29.40% |
April 30, 2020 | 29.40% |
March 31, 2020 | 29.40% |
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
9.75%
Minimum
Aug 2019
29.40%
Maximum
Mar 2020
26.17%
Average
29.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.070 |
Beta (5Y) | 0.7809 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6385 |
Beta (vs YCharts Benchmark) (5Y) | 0.7065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.80% |
Historical Sharpe Ratio (5Y) | 0.4783 |
Historical Sortino (5Y) | 0.5976 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.62% |