Evolve Active Global Fixed Income ETF (EARN.TO)
47.95
0.00 (0.00%)
CAD |
TSX |
Jul 02, 16:00
EARN.TO Max Drawdown (5Y): 15.52% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 15.52% |
| May 31, 2024 | 15.52% |
| April 30, 2024 | 15.52% |
| March 31, 2024 | 15.52% |
| February 29, 2024 | 15.52% |
| January 31, 2024 | 15.52% |
| December 31, 2023 | 15.52% |
| November 30, 2023 | 15.52% |
| October 31, 2023 | 15.52% |
| September 30, 2023 | 15.52% |
| August 31, 2023 | 15.52% |
| July 31, 2023 | 15.52% |
| June 30, 2023 | 15.52% |
| May 31, 2023 | 15.52% |
| April 30, 2023 | 15.52% |
| March 31, 2023 | 15.52% |
| February 28, 2023 | 15.52% |
| January 31, 2023 | 15.52% |
| December 31, 2022 | 15.52% |
| November 30, 2022 | 15.52% |
| October 31, 2022 | 15.52% |
| September 30, 2022 | 15.52% |
| August 31, 2022 | 15.52% |
| July 31, 2022 | 15.52% |
| June 30, 2022 | 15.52% |
| Date | Value |
|---|---|
| May 31, 2022 | 15.52% |
| April 30, 2022 | 15.52% |
| March 31, 2022 | 15.52% |
| February 28, 2022 | 15.52% |
| January 31, 2022 | 15.52% |
| December 31, 2021 | 15.52% |
| November 30, 2021 | 15.52% |
| October 31, 2021 | 15.52% |
| September 30, 2021 | 15.52% |
| August 31, 2021 | 15.52% |
| July 31, 2021 | 15.52% |
| June 30, 2021 | 15.52% |
| May 31, 2021 | 15.52% |
| April 30, 2021 | 15.52% |
| March 31, 2021 | 15.52% |
| February 28, 2021 | 15.52% |
| January 31, 2021 | 15.52% |
| December 31, 2020 | 15.52% |
| November 30, 2020 | 15.52% |
| October 31, 2020 | 15.52% |
| September 30, 2020 | 15.52% |
| August 31, 2020 | 15.52% |
| July 31, 2020 | 15.52% |
| June 30, 2020 | 15.52% |
| May 31, 2020 | 15.52% |
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
1.50%
Minimum
Jul 2019
15.52%
Maximum
Mar 2020
13.65%
Average
15.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7206 |
| Beta (5Y) | 0.422 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9639 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2894 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.46% |
| Historical Sharpe Ratio (5Y) | -0.0376 |
| Historical Sortino (5Y) | -0.0306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.97% |