CI Enhanced Govt ETF (FGO.TO)
10.34
0.00 (0.00%)
CAD |
TSX |
Sep 20, 16:00
FGO.TO Max Drawdown (5Y): 14.84% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 14.84% |
| July 31, 2024 | 14.84% |
| June 30, 2024 | 14.84% |
| May 31, 2024 | 14.84% |
| April 30, 2024 | 14.84% |
| March 31, 2024 | 14.84% |
| February 29, 2024 | 14.84% |
| January 31, 2024 | 14.84% |
| December 31, 2023 | 14.84% |
| November 30, 2023 | 14.84% |
| October 31, 2023 | 14.84% |
| September 30, 2023 | 13.84% |
| August 31, 2023 | 13.84% |
| July 31, 2023 | 13.84% |
| June 30, 2023 | 13.84% |
| May 31, 2023 | 13.84% |
| April 30, 2023 | 13.84% |
| March 31, 2023 | 13.84% |
| February 28, 2023 | 13.84% |
| January 31, 2023 | 13.84% |
| December 31, 2022 | 13.84% |
| November 30, 2022 | 13.84% |
| October 31, 2022 | 13.84% |
| September 30, 2022 | 12.70% |
| August 31, 2022 | 12.70% |
| Date | Value |
|---|---|
| July 31, 2022 | 12.70% |
| June 30, 2022 | 12.70% |
| May 31, 2022 | 10.57% |
| April 30, 2022 | 9.86% |
| March 31, 2022 | 7.55% |
| February 28, 2022 | 5.38% |
| January 31, 2022 | 4.56% |
| December 31, 2021 | 4.56% |
| November 30, 2021 | 4.56% |
| October 31, 2021 | 4.56% |
| September 30, 2021 | 4.56% |
| August 31, 2021 | 4.56% |
| July 31, 2021 | 4.56% |
| June 30, 2021 | 4.56% |
| May 31, 2021 | 4.56% |
| April 30, 2021 | 4.56% |
| March 31, 2021 | 4.56% |
| February 28, 2021 | 3.94% |
| January 31, 2021 | 3.84% |
| December 31, 2020 | 3.84% |
| November 30, 2020 | 3.84% |
| October 31, 2020 | 3.84% |
| September 30, 2020 | 3.84% |
| August 31, 2020 | 3.84% |
| July 31, 2020 | 3.84% |
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
3.62%
Minimum
Sep 2019
14.84%
Maximum
Oct 2023
8.87%
Average
6.47%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1316 |
| Beta (5Y) | 1.028 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0966 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.61% |
| Historical Sharpe Ratio (5Y) | -0.4192 |
| Historical Sortino (5Y) | -0.7236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.62% |