Invesco CurrencyShares® Canadian Dollar (FXC)
71.53
+0.07
(+0.10%)
USD |
NYSEARCA |
May 06, 16:00
71.57
+0.04
(+0.06%)
After-Hours: 20:00
FXC Max Drawdown (5Y): 16.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 16.68% |
| March 31, 2024 | 19.30% |
| February 29, 2024 | 20.96% |
| January 31, 2024 | 21.25% |
| December 31, 2023 | 21.25% |
| November 30, 2023 | 21.25% |
| October 31, 2023 | 21.96% |
| September 30, 2023 | 22.46% |
| August 31, 2023 | 22.46% |
| July 31, 2023 | 22.46% |
| June 30, 2023 | 22.46% |
| May 31, 2023 | 22.46% |
| April 30, 2023 | 22.87% |
| March 31, 2023 | 23.79% |
| February 28, 2023 | 23.79% |
| January 31, 2023 | 23.79% |
| December 31, 2022 | 23.79% |
| November 30, 2022 | 23.79% |
| October 31, 2022 | 23.79% |
| September 30, 2022 | 23.79% |
| August 31, 2022 | 23.79% |
| July 31, 2022 | 24.01% |
| June 30, 2022 | 24.01% |
| May 31, 2022 | 24.01% |
| April 30, 2022 | 25.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.55% |
| February 28, 2022 | 29.79% |
| January 31, 2022 | 29.79% |
| December 31, 2021 | 29.79% |
| November 30, 2021 | 29.79% |
| October 31, 2021 | 29.79% |
| September 30, 2021 | 29.79% |
| August 31, 2021 | 29.79% |
| July 31, 2021 | 29.79% |
| June 30, 2021 | 29.79% |
| May 31, 2021 | 29.79% |
| April 30, 2021 | 29.79% |
| March 31, 2021 | 29.79% |
| February 28, 2021 | 29.79% |
| January 31, 2021 | 29.79% |
| December 31, 2020 | 29.79% |
| November 30, 2020 | 32.51% |
| October 31, 2020 | 34.97% |
| September 30, 2020 | 34.97% |
| August 31, 2020 | 34.97% |
| July 31, 2020 | 34.97% |
| June 30, 2020 | 34.97% |
| May 31, 2020 | 34.97% |
| April 30, 2020 | 34.97% |
| March 31, 2020 | 34.97% |
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
16.68%
Minimum
Apr 2024
34.97%
Maximum
May 2019
28.39%
Average
29.79%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9622 |
| Beta (5Y) | 0.4586 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.181 |
| Beta (vs YCharts Benchmark) (5Y) | -0.6693 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.53% |
| Historical Sharpe Ratio (5Y) | -0.3019 |
| Historical Sortino (5Y) | -0.4241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.03% |