Invesco S&P 500 Equal Weight ETF CAD (EQL.TO)
34.53
+0.07
(+0.20%)
CAD |
TSX |
May 10, 16:00
EQL.TO Max Drawdown (5Y): 33.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.08% |
March 31, 2024 | 33.08% |
February 29, 2024 | 33.08% |
January 31, 2024 | 33.08% |
December 31, 2023 | 33.08% |
November 30, 2023 | 33.08% |
October 31, 2023 | 33.08% |
September 30, 2023 | 33.08% |
August 31, 2023 | 33.08% |
July 31, 2023 | 33.08% |
June 30, 2023 | 33.08% |
May 31, 2023 | 33.08% |
April 30, 2023 | 33.08% |
March 31, 2023 | 33.08% |
February 28, 2023 | 33.08% |
January 31, 2023 | 33.08% |
December 31, 2022 | 33.08% |
November 30, 2022 | 33.08% |
October 31, 2022 | 33.08% |
September 30, 2022 | 33.08% |
August 31, 2022 | 33.08% |
July 31, 2022 | 33.08% |
June 30, 2022 | 33.08% |
May 31, 2022 | 33.08% |
April 30, 2022 | 33.08% |
Date | Value |
---|---|
March 31, 2022 | 33.08% |
February 28, 2022 | 33.08% |
January 31, 2022 | 33.08% |
December 31, 2021 | 33.08% |
November 30, 2021 | 33.08% |
October 31, 2021 | 33.08% |
September 30, 2021 | 33.08% |
August 31, 2021 | 33.08% |
July 31, 2021 | 33.08% |
June 30, 2021 | 33.08% |
May 31, 2021 | 33.08% |
April 30, 2021 | 33.08% |
March 31, 2021 | 33.08% |
February 28, 2021 | 33.08% |
January 31, 2021 | 33.08% |
December 31, 2020 | 33.08% |
November 30, 2020 | 33.08% |
October 31, 2020 | 33.08% |
September 30, 2020 | 33.08% |
August 31, 2020 | 33.08% |
July 31, 2020 | 33.08% |
June 30, 2020 | 33.08% |
May 31, 2020 | 33.08% |
April 30, 2020 | 33.08% |
March 31, 2020 | 33.08% |
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
15.37%
Minimum
May 2019
33.08%
Maximum
Mar 2020
30.13%
Average
33.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard US Total Market ETF CAD-H | 36.70% |
BMO NASDAQ 100 Equity ETF | 32.09% |
BMO MSCI USA High Quality ETF | 26.94% |
Global X NASDAQ-100 Index Corp Cl ETF | 35.25% |
iShares S&P/TSX Global Gold ETF | 44.64% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.676 |
Beta (5Y) | 0.9793 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4123 |
Beta (vs YCharts Benchmark) (5Y) | 0.7997 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.05% |
Historical Sharpe Ratio (5Y) | 0.4986 |
Historical Sortino (5Y) | 0.5291 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.94% |