PIMCO Monthly Income ETF (PMIF.TO)
17.98
0.00 (0.00%)
CAD |
TSX |
Jul 04, 16:00
PMIF.TO Max Drawdown (5Y): 18.29% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 18.29% |
May 31, 2024 | 18.29% |
April 30, 2024 | 18.29% |
March 31, 2024 | 18.29% |
February 29, 2024 | 18.29% |
January 31, 2024 | 18.29% |
December 31, 2023 | 18.29% |
November 30, 2023 | 18.29% |
October 31, 2023 | 18.29% |
September 30, 2023 | 18.29% |
August 31, 2023 | 18.29% |
July 31, 2023 | 18.29% |
June 30, 2023 | 18.29% |
May 31, 2023 | 18.29% |
April 30, 2023 | 18.29% |
March 31, 2023 | 18.29% |
February 28, 2023 | 18.29% |
January 31, 2023 | 18.29% |
December 31, 2022 | 18.29% |
November 30, 2022 | 18.29% |
October 31, 2022 | 18.29% |
September 30, 2022 | 18.29% |
August 31, 2022 | 18.29% |
July 31, 2022 | 18.29% |
June 30, 2022 | 18.29% |
Date | Value |
---|---|
May 31, 2022 | 18.29% |
April 30, 2022 | 18.29% |
March 31, 2022 | 18.29% |
February 28, 2022 | 18.29% |
January 31, 2022 | 18.29% |
December 31, 2021 | 18.29% |
November 30, 2021 | 18.29% |
October 31, 2021 | 18.29% |
September 30, 2021 | 18.29% |
August 31, 2021 | 18.29% |
July 31, 2021 | 18.29% |
June 30, 2021 | 18.29% |
May 31, 2021 | 18.29% |
April 30, 2021 | 18.29% |
March 31, 2021 | 18.29% |
February 28, 2021 | 18.29% |
January 31, 2021 | 18.29% |
December 31, 2020 | 18.29% |
November 30, 2020 | 18.29% |
October 31, 2020 | 18.29% |
September 30, 2020 | 18.29% |
August 31, 2020 | 18.29% |
July 31, 2020 | 18.29% |
June 30, 2020 | 18.29% |
May 31, 2020 | 18.29% |
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
1.18%
Minimum
Jul 2019
18.29%
Maximum
Mar 2020
16.05%
Average
18.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.883 |
Beta (5Y) | 0.8626 |
Alpha (vs YCharts Benchmark) (5Y) | 2.425 |
Beta (vs YCharts Benchmark) (5Y) | 0.6022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.34% |
Historical Sharpe Ratio (5Y) | -0.0118 |
Historical Sortino (5Y) | -0.0105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.59% |