Exemplar Growth and Income Ser ETF (EGIF.TO)
20.90
0.00 (0.00%)
CAD |
TSX |
May 06, 16:00
EGIF.TO Max Drawdown (5Y): 15.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 15.12% |
| March 31, 2024 | 15.12% |
| February 29, 2024 | 15.12% |
| January 31, 2024 | 15.12% |
| December 31, 2023 | 15.12% |
| November 30, 2023 | 15.12% |
| October 31, 2023 | 15.12% |
| September 30, 2023 | 15.12% |
| August 31, 2023 | 14.76% |
| July 31, 2023 | 14.76% |
| June 30, 2023 | 14.51% |
| May 31, 2023 | 12.39% |
| April 30, 2023 | 11.98% |
| March 31, 2023 | 11.98% |
| February 28, 2023 | 11.98% |
| January 31, 2023 | 11.98% |
| December 31, 2022 | 11.98% |
| November 30, 2022 | 11.98% |
| October 31, 2022 | 11.98% |
| September 30, 2022 | 10.01% |
| August 31, 2022 | 8.53% |
| July 31, 2022 | 8.53% |
| June 30, 2022 | 8.53% |
| May 31, 2022 | 8.53% |
| April 30, 2022 | 8.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 8.53% |
| February 28, 2022 | 8.53% |
| January 31, 2022 | 8.53% |
| December 31, 2021 | 8.53% |
| November 30, 2021 | 8.53% |
| October 31, 2021 | 8.53% |
| September 30, 2021 | 8.53% |
| August 31, 2021 | 8.53% |
| July 31, 2021 | 8.53% |
| June 30, 2021 | 8.53% |
| May 31, 2021 | 8.53% |
| April 30, 2021 | 8.53% |
| March 31, 2021 | 8.53% |
| February 28, 2021 | 8.53% |
| January 31, 2021 | 8.53% |
| December 31, 2020 | 8.53% |
| November 30, 2020 | 8.53% |
| October 31, 2020 | 8.53% |
| September 30, 2020 | 8.53% |
| August 31, 2020 | 8.53% |
| July 31, 2020 | 8.53% |
| June 30, 2020 | 8.53% |
| May 31, 2020 | 8.53% |
| April 30, 2020 | 8.53% |
| March 31, 2020 | 8.53% |
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
3.97%
Minimum
May 2019
15.12%
Maximum
Sep 2023
9.45%
Average
8.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4678 |
| Beta (5Y) | 0.2244 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1513 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1687 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.22% |
| Historical Sharpe Ratio (5Y) | 0.3267 |
| Historical Sortino (5Y) | 0.5118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.53% |