Desjardins Canadian Short Term Bond ETF (DCS.TO)
18.57
0.00 (0.00%)
CAD |
TSX |
Jun 28, 16:00
DCS.TO Max Drawdown (5Y): 7.06% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 7.06% |
| April 30, 2024 | 7.06% |
| March 31, 2024 | 7.06% |
| February 29, 2024 | 7.06% |
| January 31, 2024 | 7.06% |
| December 31, 2023 | 7.06% |
| November 30, 2023 | 7.06% |
| October 31, 2023 | 7.06% |
| September 30, 2023 | 7.06% |
| August 31, 2023 | 7.06% |
| July 31, 2023 | 7.06% |
| June 30, 2023 | 7.06% |
| May 31, 2023 | 7.06% |
| April 30, 2023 | 7.06% |
| March 31, 2023 | 7.06% |
| February 28, 2023 | 7.06% |
| January 31, 2023 | 7.06% |
| December 31, 2022 | 7.06% |
| November 30, 2022 | 7.06% |
| October 31, 2022 | 7.06% |
| September 30, 2022 | 6.43% |
| August 31, 2022 | 6.17% |
| July 31, 2022 | 6.07% |
| June 30, 2022 | 6.02% |
| May 31, 2022 | 5.50% |
| Date | Value |
|---|---|
| April 30, 2022 | 5.50% |
| March 31, 2022 | 4.73% |
| February 28, 2022 | 2.93% |
| January 31, 2022 | 2.73% |
| December 31, 2021 | 2.52% |
| November 30, 2021 | 2.47% |
| October 31, 2021 | 2.37% |
| September 30, 2021 | 2.16% |
| August 31, 2021 | 2.16% |
| July 31, 2021 | 2.16% |
| June 30, 2021 | 2.16% |
| May 31, 2021 | 2.16% |
| April 30, 2021 | 2.16% |
| March 31, 2021 | 2.16% |
| February 28, 2021 | 2.16% |
| January 31, 2021 | 2.16% |
| December 31, 2020 | 2.16% |
| November 30, 2020 | 2.16% |
| October 31, 2020 | 2.16% |
| September 30, 2020 | 2.16% |
| August 31, 2020 | 2.16% |
| July 31, 2020 | 2.16% |
| June 30, 2020 | 2.16% |
| May 31, 2020 | 2.16% |
| April 30, 2020 | 2.16% |
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
1.96%
Minimum
Jun 2019
7.06%
Maximum
Oct 2022
4.22%
Average
2.50%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1421 |
| Beta (5Y) | 0.3262 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.03 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2281 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.58% |
| Historical Sharpe Ratio (5Y) | -0.3265 |
| Historical Sortino (5Y) | -0.532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.10% |