Desjardins 1-5 Yr Lddrd Cndn Govt Bd ETF (DCG.TO)
17.72
+0.07
(+0.40%)
CAD |
TSX |
May 31, 16:00
DCG.TO Max Drawdown (5Y): 8.05% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 8.05% |
| April 30, 2024 | 8.05% |
| March 31, 2024 | 8.05% |
| February 29, 2024 | 8.05% |
| January 31, 2024 | 8.05% |
| December 31, 2023 | 8.05% |
| November 30, 2023 | 8.05% |
| October 31, 2023 | 8.05% |
| September 30, 2023 | 8.05% |
| August 31, 2023 | 8.05% |
| July 31, 2023 | 8.05% |
| June 30, 2023 | 8.05% |
| May 31, 2023 | 8.05% |
| April 30, 2023 | 8.05% |
| March 31, 2023 | 8.05% |
| February 28, 2023 | 8.05% |
| January 31, 2023 | 8.05% |
| December 31, 2022 | 8.05% |
| November 30, 2022 | 8.05% |
| October 31, 2022 | 8.05% |
| September 30, 2022 | 7.72% |
| August 31, 2022 | 7.72% |
| July 31, 2022 | 7.72% |
| June 30, 2022 | 7.72% |
| May 31, 2022 | 6.56% |
| Date | Value |
|---|---|
| April 30, 2022 | 6.51% |
| March 31, 2022 | 5.72% |
| February 28, 2022 | 3.93% |
| January 31, 2022 | 3.72% |
| December 31, 2021 | 3.72% |
| November 30, 2021 | 2.99% |
| October 31, 2021 | 2.84% |
| September 30, 2021 | 2.14% |
| August 31, 2021 | 2.14% |
| July 31, 2021 | 2.14% |
| June 30, 2021 | 2.14% |
| May 31, 2021 | 2.14% |
| April 30, 2021 | 2.14% |
| March 31, 2021 | 2.14% |
| February 28, 2021 | 2.14% |
| January 31, 2021 | 2.14% |
| December 31, 2020 | 2.14% |
| November 30, 2020 | 2.14% |
| October 31, 2020 | 2.14% |
| September 30, 2020 | 2.14% |
| August 31, 2020 | 2.14% |
| July 31, 2020 | 2.14% |
| June 30, 2020 | 2.14% |
| May 31, 2020 | 2.14% |
| April 30, 2020 | 2.14% |
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
1.77%
Minimum
Jun 2019
8.05%
Maximum
Oct 2022
4.74%
Average
3.36%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2593 |
| Beta (5Y) | 0.4429 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1731 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.95% |
| Historical Sharpe Ratio (5Y) | -0.4096 |
| Historical Sortino (5Y) | -0.6669 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.20% |