AGF Systematic Global MultiSector Bd ETF (QGB.NO)
23.61
-0.03
(-0.13%)
CAD |
NEO |
Nov 13, 16:00
QGB.NO Max Drawdown (5Y): 17.77% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 17.77% |
| August 31, 2024 | 17.77% |
| July 31, 2024 | 17.77% |
| June 30, 2024 | 17.77% |
| May 31, 2024 | 17.77% |
| April 30, 2024 | 17.77% |
| March 31, 2024 | 17.77% |
| February 29, 2024 | 17.77% |
| January 31, 2024 | 17.77% |
| December 31, 2023 | 17.77% |
| November 30, 2023 | 17.77% |
| October 31, 2023 | 17.77% |
| September 30, 2023 | 17.77% |
| August 31, 2023 | 17.77% |
| July 31, 2023 | 17.77% |
| June 30, 2023 | 17.77% |
| May 31, 2023 | 17.77% |
| April 30, 2023 | 17.77% |
| March 31, 2023 | 17.77% |
| February 28, 2023 | 17.77% |
| January 31, 2023 | 17.77% |
| December 31, 2022 | 17.77% |
| November 30, 2022 | 17.77% |
| October 31, 2022 | 17.77% |
| September 30, 2022 | 16.06% |
| Date | Value |
|---|---|
| August 31, 2022 | 14.01% |
| July 31, 2022 | 14.01% |
| June 30, 2022 | 14.01% |
| May 31, 2022 | 12.47% |
| April 30, 2022 | 12.47% |
| March 31, 2022 | 12.47% |
| February 28, 2022 | 12.47% |
| January 31, 2022 | 12.47% |
| December 31, 2021 | 12.47% |
| November 30, 2021 | 12.47% |
| October 31, 2021 | 12.47% |
| September 30, 2021 | 12.47% |
| August 31, 2021 | 12.47% |
| July 31, 2021 | 12.47% |
| June 30, 2021 | 12.47% |
| May 31, 2021 | 12.47% |
| April 30, 2021 | 12.47% |
| March 31, 2021 | 12.47% |
| February 28, 2021 | 12.47% |
| January 31, 2021 | 12.47% |
| December 31, 2020 | 12.47% |
| November 30, 2020 | 12.47% |
| October 31, 2020 | 12.47% |
| September 30, 2020 | 12.47% |
| August 31, 2020 | 12.47% |
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
2.51%
Minimum
Nov 2019
17.77%
Maximum
Oct 2022
14.09%
Average
12.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9795 |
| Beta (5Y) | 1.261 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9685 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.12% |
| Historical Sharpe Ratio (5Y) | -0.2428 |
| Historical Sortino (5Y) | -0.3035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.01% |