Evolve Innovation ETF (EDGE.TO)
34.31
+0.51
(+1.51%)
CAD |
TSX |
May 02, 16:00
EDGE.TO Max Drawdown (5Y): 39.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.86% |
March 31, 2024 | 39.86% |
February 29, 2024 | 39.86% |
January 31, 2024 | 39.86% |
December 31, 2023 | 39.86% |
November 30, 2023 | 39.86% |
October 31, 2023 | 39.86% |
September 30, 2023 | 39.86% |
August 31, 2023 | 39.86% |
July 31, 2023 | 39.86% |
June 30, 2023 | 39.86% |
May 31, 2023 | 39.86% |
April 30, 2023 | 39.86% |
March 31, 2023 | 39.86% |
February 28, 2023 | 39.86% |
January 31, 2023 | 39.86% |
December 31, 2022 | 39.86% |
November 30, 2022 | 39.86% |
October 31, 2022 | 39.86% |
September 30, 2022 | 38.10% |
August 31, 2022 | 36.16% |
July 31, 2022 | 36.16% |
June 30, 2022 | 36.16% |
May 31, 2022 | 35.23% |
April 30, 2022 | 35.23% |
Date | Value |
---|---|
March 31, 2022 | 35.23% |
February 28, 2022 | 35.23% |
January 31, 2022 | 35.23% |
December 31, 2021 | 35.23% |
November 30, 2021 | 35.23% |
October 31, 2021 | 35.23% |
September 30, 2021 | 35.23% |
August 31, 2021 | 35.23% |
July 31, 2021 | 35.23% |
June 30, 2021 | 35.23% |
May 31, 2021 | 35.23% |
April 30, 2021 | 35.23% |
March 31, 2021 | 35.23% |
February 28, 2021 | 35.23% |
January 31, 2021 | 35.23% |
December 31, 2020 | 35.23% |
November 30, 2020 | 35.23% |
October 31, 2020 | 35.23% |
September 30, 2020 | 35.23% |
August 31, 2020 | 35.23% |
July 31, 2020 | 35.23% |
June 30, 2020 | 35.23% |
May 31, 2020 | 35.23% |
April 30, 2020 | 35.23% |
March 31, 2020 | 35.23% |
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
23.24%
Minimum
May 2019
39.86%
Maximum
Oct 2022
34.79%
Average
35.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4418 |
Beta (5Y) | 1.139 |
Alpha (vs YCharts Benchmark) (5Y) | 3.994 |
Beta (vs YCharts Benchmark) (5Y) | 1.001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.63% |
Historical Sharpe Ratio (5Y) | 0.3043 |
Historical Sortino (5Y) | 0.4201 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.27% |