Purpose Total Return Bond ETF (PBD.TO)
16.68
0.00 (0.00%)
CAD |
TSX |
Nov 13, 16:00
PBD.TO Max Drawdown (5Y): 17.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 17.68% |
September 30, 2024 | 17.68% |
August 31, 2024 | 17.68% |
July 31, 2024 | 17.68% |
June 30, 2024 | 17.68% |
May 31, 2024 | 17.68% |
April 30, 2024 | 17.68% |
March 31, 2024 | 17.68% |
February 29, 2024 | 17.68% |
January 31, 2024 | 17.68% |
December 31, 2023 | 17.68% |
November 30, 2023 | 17.68% |
October 31, 2023 | 17.68% |
September 30, 2023 | 17.68% |
August 31, 2023 | 17.68% |
July 31, 2023 | 17.68% |
June 30, 2023 | 17.68% |
May 31, 2023 | 17.68% |
April 30, 2023 | 17.68% |
March 31, 2023 | 17.68% |
February 28, 2023 | 17.68% |
January 31, 2023 | 17.68% |
December 31, 2022 | 17.68% |
November 30, 2022 | 17.68% |
October 31, 2022 | 17.68% |
Date | Value |
---|---|
September 30, 2022 | 17.68% |
August 31, 2022 | 17.68% |
July 31, 2022 | 17.68% |
June 30, 2022 | 17.68% |
May 31, 2022 | 17.68% |
April 30, 2022 | 17.68% |
March 31, 2022 | 17.68% |
February 28, 2022 | 17.68% |
January 31, 2022 | 17.68% |
December 31, 2021 | 17.68% |
November 30, 2021 | 17.68% |
October 31, 2021 | 17.68% |
September 30, 2021 | 17.68% |
August 31, 2021 | 17.68% |
July 31, 2021 | 17.68% |
June 30, 2021 | 17.68% |
May 31, 2021 | 17.68% |
April 30, 2021 | 17.68% |
March 31, 2021 | 17.68% |
February 28, 2021 | 17.68% |
January 31, 2021 | 17.68% |
December 31, 2020 | 17.68% |
November 30, 2020 | 17.68% |
October 31, 2020 | 17.68% |
September 30, 2020 | 17.68% |
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
9.63%
Minimum
Nov 2019
17.68%
Maximum
Mar 2020
17.15%
Average
17.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.771 |
Beta (5Y) | 0.8983 |
Alpha (vs YCharts Benchmark) (5Y) | -1.713 |
Beta (vs YCharts Benchmark) (5Y) | 0.5861 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.96% |
Historical Sharpe Ratio (5Y) | -0.0624 |
Historical Sortino (5Y) | -0.0662 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.01% |