NBI Canadian Family Business ETF (NFAM.TO)
28.39
0.00 (0.00%)
CAD |
TSX |
May 02, 16:00
NFAM.TO Max Drawdown (5Y): 39.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.74% |
March 31, 2024 | 39.74% |
February 29, 2024 | 39.74% |
January 31, 2024 | 39.74% |
December 31, 2023 | 39.74% |
November 30, 2023 | 39.74% |
October 31, 2023 | 39.74% |
September 30, 2023 | 39.74% |
August 31, 2023 | 39.74% |
July 31, 2023 | 39.74% |
June 30, 2023 | 39.74% |
May 31, 2023 | 39.74% |
April 30, 2023 | 39.74% |
March 31, 2023 | 39.74% |
February 28, 2023 | 39.74% |
January 31, 2023 | 39.74% |
December 31, 2022 | 39.74% |
November 30, 2022 | 39.74% |
October 31, 2022 | 39.74% |
September 30, 2022 | 39.74% |
August 31, 2022 | 39.74% |
July 31, 2022 | 39.74% |
June 30, 2022 | 39.74% |
May 31, 2022 | 39.74% |
April 30, 2022 | 39.74% |
Date | Value |
---|---|
March 31, 2022 | 39.74% |
February 28, 2022 | 39.74% |
January 31, 2022 | 39.74% |
December 31, 2021 | 39.74% |
November 30, 2021 | 39.74% |
October 31, 2021 | 39.74% |
September 30, 2021 | 39.74% |
August 31, 2021 | 39.74% |
July 31, 2021 | 39.74% |
June 30, 2021 | 39.74% |
May 31, 2021 | 39.74% |
April 30, 2021 | 39.74% |
March 31, 2021 | 39.74% |
February 28, 2021 | 39.74% |
January 31, 2021 | 39.74% |
December 31, 2020 | 39.74% |
November 30, 2020 | 39.74% |
October 31, 2020 | 39.74% |
September 30, 2020 | 39.74% |
August 31, 2020 | 39.74% |
July 31, 2020 | 39.74% |
June 30, 2020 | 39.74% |
May 31, 2020 | 39.74% |
April 30, 2020 | 39.74% |
March 31, 2020 | 39.74% |
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
5.54%
Minimum
May 2019
39.74%
Maximum
Mar 2020
34.22%
Average
39.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6426 |
Beta (5Y) | 0.9406 |
Alpha (vs YCharts Benchmark) (5Y) | 2.642 |
Beta (vs YCharts Benchmark) (5Y) | 0.9402 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.85% |
Historical Sharpe Ratio (5Y) | 0.2835 |
Historical Sortino (5Y) | 0.278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.70% |