Canoe EIT Income Fund (EIT.UN.TO)
13.70
+0.03
(+0.22%)
CAD |
TSX |
May 01, 15:59
Canoe EIT Income Fund Max Drawdown (5Y): 50.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.35% |
| March 31, 2024 | 50.35% |
| February 29, 2024 | 50.35% |
| January 31, 2024 | 50.35% |
| December 31, 2023 | 50.35% |
| November 30, 2023 | 50.35% |
| October 31, 2023 | 50.35% |
| September 30, 2023 | 50.35% |
| August 31, 2023 | 50.35% |
| July 31, 2023 | 50.35% |
| June 30, 2023 | 50.35% |
| May 31, 2023 | 50.35% |
| April 30, 2023 | 50.35% |
| March 31, 2023 | 50.35% |
| February 28, 2023 | 50.35% |
| January 31, 2023 | 50.35% |
| December 31, 2022 | 50.35% |
| November 30, 2022 | 50.35% |
| October 31, 2022 | 50.35% |
| September 30, 2022 | 50.35% |
| August 31, 2022 | 50.35% |
| July 31, 2022 | 50.35% |
| June 30, 2022 | 50.35% |
| May 31, 2022 | 50.35% |
| April 30, 2022 | 50.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.35% |
| February 28, 2022 | 50.35% |
| January 31, 2022 | 50.35% |
| December 31, 2021 | 50.35% |
| November 30, 2021 | 50.35% |
| October 31, 2021 | 50.35% |
| September 30, 2021 | 50.35% |
| August 31, 2021 | 50.35% |
| July 31, 2021 | 50.35% |
| June 30, 2021 | 50.35% |
| May 31, 2021 | 50.35% |
| April 30, 2021 | 50.35% |
| March 31, 2021 | 50.35% |
| February 28, 2021 | 50.35% |
| January 31, 2021 | 50.35% |
| December 31, 2020 | 50.35% |
| November 30, 2020 | 50.35% |
| October 31, 2020 | 50.35% |
| September 30, 2020 | 50.35% |
| August 31, 2020 | 50.35% |
| July 31, 2020 | 50.35% |
| June 30, 2020 | 50.35% |
| May 31, 2020 | 50.35% |
| April 30, 2020 | 50.35% |
| March 31, 2020 | 50.35% |
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
20.23%
Minimum
May 2019
50.35%
Maximum
Mar 2020
45.33%
Average
50.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.034 |
| Beta (5Y) | 1.220 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.38% |
| Historical Sharpe Ratio (5Y) | 0.5789 |
| Historical Sortino (5Y) | 0.5212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |