CI TecGntsCovCallETF Comm (TXF.TO)
20.39
+0.41
(+2.05%)
CAD |
TSX |
May 03, 16:00
TXF.TO Max Drawdown (5Y): 41.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.26% |
March 31, 2024 | 41.26% |
February 29, 2024 | 41.26% |
January 31, 2024 | 41.26% |
December 31, 2023 | 41.26% |
November 30, 2023 | 41.26% |
October 31, 2023 | 41.26% |
September 30, 2023 | 41.26% |
August 31, 2023 | 41.26% |
July 31, 2023 | 41.26% |
June 30, 2023 | 41.26% |
May 31, 2023 | 41.26% |
April 30, 2023 | 41.26% |
March 31, 2023 | 41.26% |
February 28, 2023 | 41.26% |
January 31, 2023 | 41.26% |
December 31, 2022 | 41.26% |
November 30, 2022 | 41.26% |
October 31, 2022 | 41.26% |
September 30, 2022 | 39.34% |
August 31, 2022 | 33.60% |
July 31, 2022 | 33.60% |
June 30, 2022 | 33.60% |
May 31, 2022 | 30.86% |
April 30, 2022 | 30.86% |
Date | Value |
---|---|
March 31, 2022 | 30.86% |
February 28, 2022 | 30.86% |
January 31, 2022 | 30.86% |
December 31, 2021 | 30.86% |
November 30, 2021 | 30.86% |
October 31, 2021 | 30.86% |
September 30, 2021 | 30.86% |
August 31, 2021 | 30.86% |
July 31, 2021 | 30.86% |
June 30, 2021 | 30.86% |
May 31, 2021 | 30.86% |
April 30, 2021 | 30.86% |
March 31, 2021 | 30.86% |
February 28, 2021 | 30.86% |
January 31, 2021 | 30.86% |
December 31, 2020 | 30.86% |
November 30, 2020 | 30.86% |
October 31, 2020 | 30.86% |
September 30, 2020 | 30.86% |
August 31, 2020 | 30.86% |
July 31, 2020 | 30.86% |
June 30, 2020 | 30.86% |
May 31, 2020 | 30.86% |
April 30, 2020 | 30.86% |
March 31, 2020 | 30.86% |
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
22.66%
Minimum
May 2019
41.26%
Maximum
Oct 2022
33.06%
Average
30.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.265 |
Beta (5Y) | 1.077 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2585 |
Beta (vs YCharts Benchmark) (5Y) | 1.079 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.44% |
Historical Sharpe Ratio (5Y) | 0.5245 |
Historical Sortino (5Y) | 0.6502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.59% |