Mackenzie Canadian Aggregate Bond ETF (QBB.TO)
93.50
+0.17
(+0.18%)
CAD |
TSX |
Nov 14, 15:05
QBB.TO Max Drawdown (5Y): 16.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 16.70% |
| September 30, 2024 | 16.70% |
| August 31, 2024 | 16.70% |
| July 31, 2024 | 16.70% |
| June 30, 2024 | 16.70% |
| May 31, 2024 | 16.70% |
| April 30, 2024 | 16.70% |
| March 31, 2024 | 16.70% |
| February 29, 2024 | 16.70% |
| January 31, 2024 | 16.70% |
| December 31, 2023 | 16.70% |
| November 30, 2023 | 16.70% |
| October 31, 2023 | 16.70% |
| September 30, 2023 | 16.70% |
| August 31, 2023 | 16.70% |
| July 31, 2023 | 16.70% |
| June 30, 2023 | 16.70% |
| May 31, 2023 | 16.70% |
| April 30, 2023 | 16.70% |
| March 31, 2023 | 16.70% |
| February 28, 2023 | 16.70% |
| January 31, 2023 | 16.70% |
| December 31, 2022 | 16.70% |
| November 30, 2022 | 16.70% |
| October 31, 2022 | 16.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 15.94% |
| August 31, 2022 | 15.94% |
| July 31, 2022 | 15.94% |
| June 30, 2022 | 15.94% |
| May 31, 2022 | 13.21% |
| April 30, 2022 | 12.10% |
| March 31, 2022 | 10.06% |
| February 28, 2022 | 10.03% |
| January 31, 2022 | 10.03% |
| December 31, 2021 | 10.03% |
| November 30, 2021 | 10.03% |
| October 31, 2021 | 10.03% |
| September 30, 2021 | 10.03% |
| August 31, 2021 | 10.03% |
| July 31, 2021 | 10.03% |
| June 30, 2021 | 10.03% |
| May 31, 2021 | 10.03% |
| April 30, 2021 | 10.03% |
| March 31, 2021 | 10.03% |
| February 28, 2021 | 10.03% |
| January 31, 2021 | 10.03% |
| December 31, 2020 | 10.03% |
| November 30, 2020 | 10.03% |
| October 31, 2020 | 10.03% |
| September 30, 2020 | 10.03% |
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
2.59%
Minimum
Nov 2019
16.70%
Maximum
Oct 2022
12.80%
Average
12.65%
Median
Max Drawdown (5Y) Benchmarks
| BMO Discount Bond ETF | 18.10% |
| CI Canadian Aggregate Bond Index ETF | 18.42% |
| Fidelity Systematic Canadian Bd ETF | 17.87% |
| BMO Aggregate Bond ETF | 18.04% |
| Vanguard Canadian Aggregate Bond ETF | 18.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8961 |
| Beta (5Y) | 1.125 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1878 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.82% |
| Historical Sharpe Ratio (5Y) | -0.2733 |
| Historical Sortino (5Y) | -0.4716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.06% |