Mackenzie Canadian Short-Term Bond ETF (QSB.TO)
96.10
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
QSB.TO Max Drawdown (5Y): 6.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 6.74% |
| March 31, 2024 | 6.74% |
| February 29, 2024 | 6.74% |
| January 31, 2024 | 6.74% |
| December 31, 2023 | 6.74% |
| November 30, 2023 | 6.74% |
| October 31, 2023 | 6.74% |
| September 30, 2023 | 6.74% |
| August 31, 2023 | 6.74% |
| July 31, 2023 | 6.74% |
| June 30, 2023 | 6.74% |
| May 31, 2023 | 6.74% |
| April 30, 2023 | 6.74% |
| March 31, 2023 | 6.74% |
| February 28, 2023 | 6.74% |
| January 31, 2023 | 6.74% |
| December 31, 2022 | 6.74% |
| November 30, 2022 | 6.74% |
| October 31, 2022 | 6.74% |
| September 30, 2022 | 5.81% |
| August 31, 2022 | 5.58% |
| July 31, 2022 | 5.58% |
| June 30, 2022 | 5.58% |
| May 31, 2022 | 4.88% |
| April 30, 2022 | 4.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 3.76% |
| February 28, 2022 | 3.07% |
| January 31, 2022 | 3.07% |
| December 31, 2021 | 3.07% |
| November 30, 2021 | 3.07% |
| October 31, 2021 | 3.07% |
| September 30, 2021 | 3.07% |
| August 31, 2021 | 3.07% |
| July 31, 2021 | 3.07% |
| June 30, 2021 | 3.07% |
| May 31, 2021 | 3.07% |
| April 30, 2021 | 3.07% |
| March 31, 2021 | 3.07% |
| February 28, 2021 | 3.07% |
| January 31, 2021 | 3.07% |
| December 31, 2020 | 3.07% |
| November 30, 2020 | 3.07% |
| October 31, 2020 | 3.07% |
| September 30, 2020 | 3.07% |
| August 31, 2020 | 3.07% |
| July 31, 2020 | 3.07% |
| June 30, 2020 | 3.07% |
| May 31, 2020 | 3.07% |
| April 30, 2020 | 3.07% |
| March 31, 2020 | 3.07% |
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
0.69%
Minimum
May 2019
6.74%
Maximum
Oct 2022
4.08%
Average
3.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2113 |
| Beta (5Y) | 0.3597 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3266 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1846 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.46% |
| Historical Sharpe Ratio (5Y) | -0.3761 |
| Historical Sortino (5Y) | -0.6319 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.03% |