CI Short Term GovtBd Idx ETF (FGB.TO)
18.33
0.00 (0.00%)
CAD |
TSX |
Nov 13, 16:00
FGB.TO Max Drawdown (5Y): 6.77% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 6.77% |
| August 31, 2024 | 6.77% |
| July 31, 2024 | 6.77% |
| June 30, 2024 | 6.77% |
| May 31, 2024 | 6.77% |
| April 30, 2024 | 6.77% |
| March 31, 2024 | 6.77% |
| February 29, 2024 | 6.77% |
| January 31, 2024 | 6.77% |
| December 31, 2023 | 6.77% |
| November 30, 2023 | 6.77% |
| October 31, 2023 | 6.77% |
| September 30, 2023 | 6.77% |
| August 31, 2023 | 6.77% |
| July 31, 2023 | 6.77% |
| June 30, 2023 | 6.77% |
| May 31, 2023 | 6.77% |
| April 30, 2023 | 6.77% |
| March 31, 2023 | 6.77% |
| February 28, 2023 | 6.77% |
| January 31, 2023 | 6.77% |
| December 31, 2022 | 6.77% |
| November 30, 2022 | 6.77% |
| October 31, 2022 | 6.77% |
| September 30, 2022 | 6.20% |
| Date | Value |
|---|---|
| August 31, 2022 | 6.04% |
| July 31, 2022 | 5.89% |
| June 30, 2022 | 5.32% |
| May 31, 2022 | 5.32% |
| April 30, 2022 | 5.32% |
| March 31, 2022 | 4.61% |
| February 28, 2022 | 2.72% |
| January 31, 2022 | 2.55% |
| December 31, 2021 | 2.55% |
| November 30, 2021 | 2.55% |
| October 31, 2021 | 2.55% |
| September 30, 2021 | 2.55% |
| August 31, 2021 | 2.55% |
| July 31, 2021 | 2.55% |
| June 30, 2021 | 2.55% |
| May 31, 2021 | 2.55% |
| April 30, 2021 | 2.55% |
| March 31, 2021 | 2.55% |
| February 28, 2021 | 2.55% |
| January 31, 2021 | 2.55% |
| December 31, 2020 | 2.55% |
| November 30, 2020 | 2.55% |
| October 31, 2020 | 2.55% |
| September 30, 2020 | 2.55% |
| August 31, 2020 | 2.55% |
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
2.55%
Minimum
Nov 2019
6.77%
Maximum
Oct 2022
4.62%
Average
5.32%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4407 |
| Beta (5Y) | 0.284 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4332 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2496 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.54% |
| Historical Sharpe Ratio (5Y) | -0.4142 |
| Historical Sortino (5Y) | -0.6306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.12% |