CI WisdomTree Canada Quality Div Gr ETF (DGRC.TO)
38.11
+0.15
(+0.40%)
CAD |
TSX |
Apr 22, 16:00
DGRC.TO Max Drawdown (5Y): 36.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.59% |
February 29, 2024 | 36.59% |
January 31, 2024 | 36.59% |
December 31, 2023 | 36.59% |
November 30, 2023 | 36.59% |
October 31, 2023 | 36.59% |
September 30, 2023 | 36.59% |
August 31, 2023 | 36.59% |
July 31, 2023 | 36.59% |
June 30, 2023 | 36.59% |
May 31, 2023 | 36.59% |
April 30, 2023 | 36.59% |
March 31, 2023 | 36.59% |
February 28, 2023 | 36.59% |
January 31, 2023 | 36.59% |
December 31, 2022 | 36.59% |
November 30, 2022 | 36.59% |
October 31, 2022 | 36.59% |
September 30, 2022 | 36.59% |
August 31, 2022 | 36.59% |
July 31, 2022 | 36.59% |
June 30, 2022 | 36.59% |
May 31, 2022 | 36.59% |
April 30, 2022 | 36.59% |
March 31, 2022 | 36.59% |
Date | Value |
---|---|
February 28, 2022 | 36.59% |
January 31, 2022 | 36.59% |
December 31, 2021 | 36.59% |
November 30, 2021 | 36.59% |
October 31, 2021 | 36.59% |
September 30, 2021 | 36.59% |
August 31, 2021 | 36.59% |
July 31, 2021 | 36.59% |
June 30, 2021 | 36.59% |
May 31, 2021 | 36.59% |
April 30, 2021 | 36.59% |
March 31, 2021 | 36.59% |
February 28, 2021 | 36.59% |
January 31, 2021 | 36.59% |
December 31, 2020 | 36.59% |
November 30, 2020 | 36.59% |
October 31, 2020 | 36.59% |
September 30, 2020 | 36.59% |
August 31, 2020 | 36.59% |
July 31, 2020 | 36.59% |
June 30, 2020 | 36.59% |
May 31, 2020 | 36.59% |
April 30, 2020 | 36.59% |
March 31, 2020 | 36.59% |
February 29, 2020 | 13.17% |
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
13.17%
Minimum
Apr 2019
36.59%
Maximum
Mar 2020
32.30%
Average
36.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7204 |
Beta (5Y) | 0.9701 |
Alpha (vs YCharts Benchmark) (5Y) | 2.710 |
Beta (vs YCharts Benchmark) (5Y) | 0.9703 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.24% |
Historical Sharpe Ratio (5Y) | 0.428 |
Historical Sortino (5Y) | 0.4129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.36% |