iShares Canadian Financial Monthly Inc ETF-Com Cl (FIE.TO)

8.16 -0.08 (-0.97%) CAD  |  TSX  |  Jan 10, 12:54
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FIE.TO Max Drawdown (5Y): 42.23% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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BMO Canadian Dividend ETF 43.19%
Invesco Canadian Dividend Index ETF 41.93%
Purpose Monthly Income ETF 17.04%
Exemplar Growth and Income ETF 15.12%
iShares Canadian Fundamental Idx ETF 41.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.612
Beta (5Y) 1.013
Alpha (vs YCharts Benchmark) (5Y) 8.645
Beta (vs YCharts Benchmark) (5Y) 1.367
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.63%
Historical Sharpe Ratio (5Y) 0.3815
Historical Sortino (5Y) 0.3634
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.57%