iShares Global Monthly Div ETF CADH Comm (CYH.TO)
20.39
+0.16
(+0.79%)
CAD |
TSX |
May 01, 15:29
CYH.TO Max Drawdown (5Y): 40.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.73% |
March 31, 2024 | 40.73% |
February 29, 2024 | 40.73% |
January 31, 2024 | 40.73% |
December 31, 2023 | 40.73% |
November 30, 2023 | 40.73% |
October 31, 2023 | 40.73% |
September 30, 2023 | 40.73% |
August 31, 2023 | 40.73% |
July 31, 2023 | 40.73% |
June 30, 2023 | 40.73% |
May 31, 2023 | 40.73% |
April 30, 2023 | 40.73% |
March 31, 2023 | 40.73% |
February 28, 2023 | 40.73% |
January 31, 2023 | 40.73% |
December 31, 2022 | 40.73% |
November 30, 2022 | 40.73% |
October 31, 2022 | 40.73% |
September 30, 2022 | 40.73% |
August 31, 2022 | 40.73% |
July 31, 2022 | 40.73% |
June 30, 2022 | 40.73% |
May 31, 2022 | 40.73% |
April 30, 2022 | 40.73% |
Date | Value |
---|---|
March 31, 2022 | 40.73% |
February 28, 2022 | 40.73% |
January 31, 2022 | 40.73% |
December 31, 2021 | 40.73% |
November 30, 2021 | 40.73% |
October 31, 2021 | 40.73% |
September 30, 2021 | 40.73% |
August 31, 2021 | 40.73% |
July 31, 2021 | 40.73% |
June 30, 2021 | 40.73% |
May 31, 2021 | 40.73% |
April 30, 2021 | 40.73% |
March 31, 2021 | 40.73% |
February 28, 2021 | 40.73% |
January 31, 2021 | 40.73% |
December 31, 2020 | 40.73% |
November 30, 2020 | 40.73% |
October 31, 2020 | 40.73% |
September 30, 2020 | 40.73% |
August 31, 2020 | 40.73% |
July 31, 2020 | 40.73% |
June 30, 2020 | 40.73% |
May 31, 2020 | 40.73% |
April 30, 2020 | 40.73% |
March 31, 2020 | 40.73% |
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
15.36%
Minimum
May 2019
40.73%
Maximum
Mar 2020
36.50%
Average
40.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.574 |
Beta (5Y) | 1.054 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2869 |
Beta (vs YCharts Benchmark) (5Y) | 0.8755 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.23% |
Historical Sharpe Ratio (5Y) | 0.1442 |
Historical Sortino (5Y) | 0.1419 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.14% |