Desjardins Canadian Universe Bond ETF (DCU.TO)
17.11
0.00 (0.00%)
CAD |
TSX |
Apr 30, 16:00
DCU.TO Max Drawdown (5Y): 17.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 17.83% |
| March 31, 2024 | 17.83% |
| February 29, 2024 | 17.83% |
| January 31, 2024 | 17.83% |
| December 31, 2023 | 17.83% |
| November 30, 2023 | 17.83% |
| October 31, 2023 | 17.83% |
| September 30, 2023 | 17.83% |
| August 31, 2023 | 17.83% |
| July 31, 2023 | 17.83% |
| June 30, 2023 | 17.83% |
| May 31, 2023 | 17.83% |
| April 30, 2023 | 17.83% |
| March 31, 2023 | 17.83% |
| February 28, 2023 | 17.83% |
| January 31, 2023 | 17.83% |
| December 31, 2022 | 17.83% |
| November 30, 2022 | 17.83% |
| October 31, 2022 | 17.83% |
| September 30, 2022 | 17.06% |
| August 31, 2022 | 17.06% |
| July 31, 2022 | 17.06% |
| June 30, 2022 | 17.06% |
| May 31, 2022 | 14.22% |
| April 30, 2022 | 13.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 10.97% |
| February 28, 2022 | 9.82% |
| January 31, 2022 | 9.82% |
| December 31, 2021 | 9.82% |
| November 30, 2021 | 9.82% |
| October 31, 2021 | 9.82% |
| September 30, 2021 | 9.82% |
| August 31, 2021 | 9.82% |
| July 31, 2021 | 9.82% |
| June 30, 2021 | 9.82% |
| May 31, 2021 | 9.82% |
| April 30, 2021 | 9.82% |
| March 31, 2021 | 9.82% |
| February 28, 2021 | 9.82% |
| January 31, 2021 | 9.82% |
| December 31, 2020 | 9.82% |
| November 30, 2020 | 9.82% |
| October 31, 2020 | 9.82% |
| September 30, 2020 | 9.82% |
| August 31, 2020 | 9.82% |
| July 31, 2020 | 9.82% |
| June 30, 2020 | 9.82% |
| May 31, 2020 | 9.82% |
| April 30, 2020 | 9.82% |
| March 31, 2020 | 9.82% |
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
3.38%
Minimum
May 2019
17.83%
Maximum
Oct 2022
11.91%
Average
9.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0875 |
| Beta (5Y) | 1.095 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1896 |
| Beta (vs YCharts Benchmark) (5Y) | 0.585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.64% |
| Historical Sharpe Ratio (5Y) | -0.3144 |
| Historical Sortino (5Y) | -0.5528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.05% |