Desjardins RI ActiveCanBdNet-ZrEmissions (DRCU.TO)
17.99
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
DRCU.TO Max Drawdown (5Y): 17.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 7.49% |
June 30, 2020 | 7.49% |
May 31, 2020 | 7.49% |
April 30, 2020 | 7.49% |
March 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
1.10%
Minimum
May 2019
17.38%
Maximum
Oct 2023
10.31%
Average
7.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3201 |
Beta (5Y) | 0.9486 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7723 |
Beta (vs YCharts Benchmark) (5Y) | 0.4412 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.58% |
Historical Sharpe Ratio (5Y) | -0.3346 |
Historical Sortino (5Y) | -0.5987 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.83% |