AGF Systematic Global Infrastructure ETF (QIF.NO)
29.65
+0.02
(+0.07%)
CAD |
NEO |
Apr 26, 14:42
QIF.NO Max Drawdown (5Y): 30.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.71% |
February 29, 2024 | 30.71% |
January 31, 2024 | 30.71% |
December 31, 2023 | 30.71% |
November 30, 2023 | 30.71% |
October 31, 2023 | 30.71% |
September 30, 2023 | 30.71% |
August 31, 2023 | 30.71% |
July 31, 2023 | 30.71% |
June 30, 2023 | 30.71% |
May 31, 2023 | 30.71% |
April 30, 2023 | 30.71% |
March 31, 2023 | 30.71% |
February 28, 2023 | 30.71% |
January 31, 2023 | 30.71% |
December 31, 2022 | 30.71% |
November 30, 2022 | 30.71% |
October 31, 2022 | 30.71% |
September 30, 2022 | 30.71% |
August 31, 2022 | 30.71% |
July 31, 2022 | 30.71% |
June 30, 2022 | 30.71% |
May 31, 2022 | 30.71% |
April 30, 2022 | 30.71% |
March 31, 2022 | 30.71% |
Date | Value |
---|---|
February 28, 2022 | 30.71% |
January 31, 2022 | 30.71% |
December 31, 2021 | 30.71% |
November 30, 2021 | 30.71% |
October 31, 2021 | 30.71% |
September 30, 2021 | 30.71% |
August 31, 2021 | 30.71% |
July 31, 2021 | 30.71% |
June 30, 2021 | 30.71% |
May 31, 2021 | 30.71% |
April 30, 2021 | 30.71% |
March 31, 2021 | 30.71% |
February 28, 2021 | 30.71% |
January 31, 2021 | 30.71% |
December 31, 2020 | 30.71% |
November 30, 2020 | 30.71% |
October 31, 2020 | 30.71% |
September 30, 2020 | 30.71% |
August 31, 2020 | 30.71% |
July 31, 2020 | 30.71% |
June 30, 2020 | 30.71% |
May 31, 2020 | 30.71% |
April 30, 2020 | 30.71% |
March 31, 2020 | 30.71% |
February 29, 2020 | 10.22% |
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
5.94%
Minimum
Apr 2019
30.71%
Maximum
Mar 2020
26.24%
Average
30.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.489 |
Beta (5Y) | 0.6575 |
Alpha (vs YCharts Benchmark) (5Y) | 3.334 |
Beta (vs YCharts Benchmark) (5Y) | 0.7282 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.88% |
Historical Sharpe Ratio (5Y) | 0.1345 |
Historical Sortino (5Y) | 0.1489 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.39% |