CI Canadian REIT ETF (RIT.TO)
15.33
+0.13
(+0.86%)
CAD |
TSX |
May 03, 16:00
RIT.TO Max Drawdown (5Y): 40.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.90% |
March 31, 2024 | 40.90% |
February 29, 2024 | 40.90% |
January 31, 2024 | 40.90% |
December 31, 2023 | 40.90% |
November 30, 2023 | 40.90% |
October 31, 2023 | 40.90% |
September 30, 2023 | 40.90% |
August 31, 2023 | 40.90% |
July 31, 2023 | 40.90% |
June 30, 2023 | 40.90% |
May 31, 2023 | 40.90% |
April 30, 2023 | 40.90% |
March 31, 2023 | 40.90% |
February 28, 2023 | 40.90% |
January 31, 2023 | 40.90% |
December 31, 2022 | 40.90% |
November 30, 2022 | 40.90% |
October 31, 2022 | 40.90% |
September 30, 2022 | 40.90% |
August 31, 2022 | 40.90% |
July 31, 2022 | 40.90% |
June 30, 2022 | 40.90% |
May 31, 2022 | 40.90% |
April 30, 2022 | 40.90% |
Date | Value |
---|---|
March 31, 2022 | 40.90% |
February 28, 2022 | 40.90% |
January 31, 2022 | 40.90% |
December 31, 2021 | 40.90% |
November 30, 2021 | 40.90% |
October 31, 2021 | 40.90% |
September 30, 2021 | 40.90% |
August 31, 2021 | 40.90% |
July 31, 2021 | 40.90% |
June 30, 2021 | 40.90% |
May 31, 2021 | 40.90% |
April 30, 2021 | 40.90% |
March 31, 2021 | 40.90% |
February 28, 2021 | 40.90% |
January 31, 2021 | 40.90% |
December 31, 2020 | 40.90% |
November 30, 2020 | 40.90% |
October 31, 2020 | 40.90% |
September 30, 2020 | 40.90% |
August 31, 2020 | 40.90% |
July 31, 2020 | 40.90% |
June 30, 2020 | 40.90% |
May 31, 2020 | 40.90% |
April 30, 2020 | 40.90% |
March 31, 2020 | 40.90% |
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
10.10%
Minimum
May 2019
40.90%
Maximum
Mar 2020
35.77%
Average
40.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.072 |
Beta (5Y) | 1.112 |
Alpha (vs YCharts Benchmark) (5Y) | -0.69 |
Beta (vs YCharts Benchmark) (5Y) | 0.8276 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.41% |
Historical Sharpe Ratio (5Y) | -0.0157 |
Historical Sortino (5Y) | -0.0159 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.92% |