PIMCO Inv Grd Crdt Sr ETF (IGCF.TO)
16.56
0.00 (0.00%)
CAD |
TSX |
Nov 12, 16:00
IGCF.TO Max Drawdown (5Y): 22.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 22.91% |
| August 31, 2024 | 22.91% |
| July 31, 2024 | 22.91% |
| June 30, 2024 | 22.91% |
| May 31, 2024 | 22.91% |
| April 30, 2024 | 22.91% |
| March 31, 2024 | 22.91% |
| February 29, 2024 | 22.91% |
| January 31, 2024 | 22.91% |
| December 31, 2023 | 22.91% |
| November 30, 2023 | 22.91% |
| October 31, 2023 | 22.91% |
| September 30, 2023 | 22.91% |
| August 31, 2023 | 22.91% |
| July 31, 2023 | 22.91% |
| June 30, 2023 | 22.91% |
| May 31, 2023 | 22.91% |
| April 30, 2023 | 22.91% |
| March 31, 2023 | 22.91% |
| February 28, 2023 | 22.91% |
| January 31, 2023 | 22.91% |
| December 31, 2022 | 22.91% |
| November 30, 2022 | 22.91% |
| October 31, 2022 | 22.91% |
| September 30, 2022 | 22.91% |
| Date | Value |
|---|---|
| August 31, 2022 | 22.91% |
| July 31, 2022 | 22.91% |
| June 30, 2022 | 22.91% |
| May 31, 2022 | 22.91% |
| April 30, 2022 | 22.91% |
| March 31, 2022 | 22.91% |
| February 28, 2022 | 22.91% |
| January 31, 2022 | 22.91% |
| December 31, 2021 | 22.91% |
| November 30, 2021 | 22.91% |
| October 31, 2021 | 22.91% |
| September 30, 2021 | 22.91% |
| August 31, 2021 | 22.91% |
| July 31, 2021 | 22.91% |
| June 30, 2021 | 22.91% |
| May 31, 2021 | 22.91% |
| April 30, 2021 | 22.91% |
| March 31, 2021 | 22.91% |
| February 28, 2021 | 22.91% |
| January 31, 2021 | 22.91% |
| December 31, 2020 | 22.91% |
| November 30, 2020 | 22.91% |
| October 31, 2020 | 22.91% |
| September 30, 2020 | 22.91% |
| August 31, 2020 | 22.91% |
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
4.89%
Minimum
Nov 2019
22.91%
Maximum
Mar 2020
21.69%
Average
22.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8788 |
| Beta (5Y) | 1.488 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.151 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.48% |
| Historical Sharpe Ratio (5Y) | -0.2207 |
| Historical Sortino (5Y) | -0.2828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.36% |