Purpose Strategic Yield ETF (SYLD.TO)
18.52
+0.02
(+0.11%)
CAD |
TSX |
Jun 25, 16:00
SYLD.TO Max Drawdown (5Y): 32.17% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 32.17% |
| April 30, 2024 | 32.17% |
| March 31, 2024 | 32.17% |
| February 29, 2024 | 32.17% |
| January 31, 2024 | 32.17% |
| December 31, 2023 | 32.17% |
| November 30, 2023 | 32.17% |
| October 31, 2023 | 32.17% |
| September 30, 2023 | 32.17% |
| August 31, 2023 | 32.17% |
| July 31, 2023 | 32.17% |
| June 30, 2023 | 32.17% |
| May 31, 2023 | 32.17% |
| April 30, 2023 | 32.17% |
| March 31, 2023 | 32.17% |
| February 28, 2023 | 32.17% |
| January 31, 2023 | 32.17% |
| December 31, 2022 | 32.17% |
| November 30, 2022 | 32.17% |
| October 31, 2022 | 32.17% |
| September 30, 2022 | 32.17% |
| August 31, 2022 | 32.17% |
| July 31, 2022 | 32.17% |
| June 30, 2022 | 32.17% |
| May 31, 2022 | 32.17% |
| Date | Value |
|---|---|
| April 30, 2022 | 32.17% |
| March 31, 2022 | 32.17% |
| February 28, 2022 | 32.17% |
| January 31, 2022 | 32.17% |
| December 31, 2021 | 32.17% |
| November 30, 2021 | 32.17% |
| October 31, 2021 | 32.17% |
| September 30, 2021 | 32.17% |
| August 31, 2021 | 32.17% |
| July 31, 2021 | 32.17% |
| June 30, 2021 | 32.17% |
| May 31, 2021 | 32.17% |
| April 30, 2021 | 32.17% |
| March 31, 2021 | 32.17% |
| February 28, 2021 | 32.17% |
| January 31, 2021 | 32.17% |
| December 31, 2020 | 32.17% |
| November 30, 2020 | 32.17% |
| October 31, 2020 | 32.17% |
| September 30, 2020 | 32.17% |
| August 31, 2020 | 32.17% |
| July 31, 2020 | 32.17% |
| June 30, 2020 | 32.17% |
| May 31, 2020 | 32.17% |
| April 30, 2020 | 32.17% |
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
5.97%
Minimum
Jun 2019
32.17%
Maximum
Mar 2020
28.24%
Average
32.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.009 |
| Beta (5Y) | 0.7986 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.699 |
| Beta (vs YCharts Benchmark) (5Y) | -0.4492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.36% |
| Historical Sharpe Ratio (5Y) | 0.2668 |
| Historical Sortino (5Y) | 0.2255 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.25% |