Desjardins RI ActiveCanBdNet-ZrEmissions (DRCU.TO)
18.83
+0.02
(+0.11%)
CAD |
TSX |
Nov 14, 15:55
DRCU.TO Max Drawdown (5Y): 17.38% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 17.38% |
| August 31, 2024 | 17.38% |
| July 31, 2024 | 17.38% |
| June 30, 2024 | 17.38% |
| May 31, 2024 | 17.38% |
| April 30, 2024 | 17.38% |
| March 31, 2024 | 17.38% |
| February 29, 2024 | 17.38% |
| January 31, 2024 | 17.38% |
| December 31, 2023 | 17.38% |
| November 30, 2023 | 17.38% |
| October 31, 2023 | 17.38% |
| September 30, 2023 | 16.31% |
| August 31, 2023 | 16.08% |
| July 31, 2023 | 16.08% |
| June 30, 2023 | 16.08% |
| May 31, 2023 | 16.08% |
| April 30, 2023 | 16.08% |
| March 31, 2023 | 16.08% |
| February 28, 2023 | 16.08% |
| January 31, 2023 | 16.08% |
| December 31, 2022 | 16.08% |
| November 30, 2022 | 16.08% |
| October 31, 2022 | 16.08% |
| September 30, 2022 | 15.92% |
| Date | Value |
|---|---|
| August 31, 2022 | 15.92% |
| July 31, 2022 | 15.92% |
| June 30, 2022 | 15.92% |
| May 31, 2022 | 14.43% |
| April 30, 2022 | 13.45% |
| March 31, 2022 | 10.53% |
| February 28, 2022 | 8.26% |
| January 31, 2022 | 7.49% |
| December 31, 2021 | 7.49% |
| November 30, 2021 | 7.49% |
| October 31, 2021 | 7.49% |
| September 30, 2021 | 7.49% |
| August 31, 2021 | 7.49% |
| July 31, 2021 | 7.49% |
| June 30, 2021 | 7.49% |
| May 31, 2021 | 7.49% |
| April 30, 2021 | 7.49% |
| March 31, 2021 | 7.49% |
| February 28, 2021 | 7.49% |
| January 31, 2021 | 7.49% |
| December 31, 2020 | 7.49% |
| November 30, 2020 | 7.49% |
| October 31, 2020 | 7.49% |
| September 30, 2020 | 7.49% |
| August 31, 2020 | 7.49% |
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
2.89%
Minimum
Nov 2019
17.38%
Maximum
Oct 2023
11.80%
Average
13.45%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1614 |
| Beta (5Y) | 0.9539 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6297 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4507 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.68% |
| Historical Sharpe Ratio (5Y) | -0.2825 |
| Historical Sortino (5Y) | -0.5092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.83% |