Purpose Global Flexible Crdt ETF (FLX.TO)
6.98
-0.04
(-0.57%)
CAD |
TSX |
Jun 28, 12:59
FLX.TO Max Drawdown (5Y): 27.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 27.82% |
April 30, 2024 | 27.82% |
March 31, 2024 | 27.82% |
February 29, 2024 | 27.82% |
January 31, 2024 | 27.82% |
December 31, 2023 | 27.82% |
November 30, 2023 | 27.82% |
October 31, 2023 | 27.82% |
September 30, 2023 | 27.82% |
August 31, 2023 | 27.82% |
July 31, 2023 | 27.82% |
June 30, 2023 | 27.82% |
May 31, 2023 | 27.82% |
April 30, 2023 | 27.82% |
March 31, 2023 | 27.82% |
February 28, 2023 | 27.82% |
January 31, 2023 | 27.82% |
December 31, 2022 | 27.82% |
November 30, 2022 | 27.82% |
October 31, 2022 | 27.82% |
September 30, 2022 | 27.82% |
August 31, 2022 | 27.82% |
July 31, 2022 | 27.82% |
June 30, 2022 | 27.82% |
May 31, 2022 | 27.82% |
Date | Value |
---|---|
April 30, 2022 | 27.82% |
March 31, 2022 | 27.82% |
February 28, 2022 | 27.82% |
January 31, 2022 | 27.82% |
December 31, 2021 | 27.82% |
November 30, 2021 | 27.82% |
October 31, 2021 | 27.82% |
September 30, 2021 | 27.82% |
August 31, 2021 | 27.82% |
July 31, 2021 | 27.82% |
June 30, 2021 | 27.82% |
May 31, 2021 | 27.82% |
April 30, 2021 | 27.82% |
March 31, 2021 | 27.82% |
February 28, 2021 | 27.82% |
January 31, 2021 | 27.82% |
December 31, 2020 | 27.82% |
November 30, 2020 | 27.82% |
October 31, 2020 | 27.82% |
September 30, 2020 | 27.82% |
August 31, 2020 | 27.82% |
July 31, 2020 | 27.82% |
June 30, 2020 | 27.82% |
May 31, 2020 | 27.82% |
April 30, 2020 | 27.82% |
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
5.36%
Minimum
Jun 2019
27.82%
Maximum
Mar 2020
24.46%
Average
27.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7974 |
Beta (5Y) | 0.7827 |
Alpha (vs YCharts Benchmark) (5Y) | -1.856 |
Beta (vs YCharts Benchmark) (5Y) | -0.2742 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.80% |
Historical Sharpe Ratio (5Y) | -0.0638 |
Historical Sortino (5Y) | -0.0482 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.36% |