Desjardins 1-5 Yr Lddrd Cndn Corp Bd ETF (DCC.TO)
18.20
-0.02
(-0.11%)
CAD |
TSX |
May 23, 09:30
DCC.TO Max Drawdown (5Y): 8.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 8.95% |
| March 31, 2024 | 8.95% |
| February 29, 2024 | 8.95% |
| January 31, 2024 | 8.95% |
| December 31, 2023 | 8.95% |
| November 30, 2023 | 8.95% |
| October 31, 2023 | 8.95% |
| September 30, 2023 | 8.95% |
| August 31, 2023 | 8.95% |
| July 31, 2023 | 8.95% |
| June 30, 2023 | 8.95% |
| May 31, 2023 | 8.95% |
| April 30, 2023 | 8.95% |
| March 31, 2023 | 8.95% |
| February 28, 2023 | 8.95% |
| January 31, 2023 | 8.95% |
| December 31, 2022 | 8.95% |
| November 30, 2022 | 8.95% |
| October 31, 2022 | 8.95% |
| September 30, 2022 | 8.95% |
| August 31, 2022 | 8.95% |
| July 31, 2022 | 8.95% |
| June 30, 2022 | 8.95% |
| May 31, 2022 | 7.02% |
| April 30, 2022 | 6.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 6.09% |
| February 28, 2022 | 5.84% |
| January 31, 2022 | 5.84% |
| December 31, 2021 | 5.84% |
| November 30, 2021 | 5.84% |
| October 31, 2021 | 5.84% |
| September 30, 2021 | 5.84% |
| August 31, 2021 | 5.84% |
| July 31, 2021 | 5.84% |
| June 30, 2021 | 5.84% |
| May 31, 2021 | 5.84% |
| April 30, 2021 | 5.84% |
| March 31, 2021 | 5.84% |
| February 28, 2021 | 5.84% |
| January 31, 2021 | 5.84% |
| December 31, 2020 | 5.84% |
| November 30, 2020 | 5.84% |
| October 31, 2020 | 5.84% |
| September 30, 2020 | 5.84% |
| August 31, 2020 | 5.84% |
| July 31, 2020 | 5.84% |
| June 30, 2020 | 5.84% |
| May 31, 2020 | 5.84% |
| April 30, 2020 | 5.84% |
| March 31, 2020 | 5.84% |
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
2.51%
Minimum
May 2019
8.95%
Maximum
Jun 2022
6.52%
Average
5.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.806 |
| Beta (5Y) | 0.5963 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1422 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1603 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.11% |
| Historical Sharpe Ratio (5Y) | -0.0919 |
| Historical Sortino (5Y) | -0.1262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.50% |