iShares Core Canadian Universe Bond ETF (XBB.TO)
28.28
+0.06
(+0.21%)
CAD |
TSX |
Nov 14, 15:59
XBB.TO Max Drawdown (5Y): 18.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 18.16% |
| September 30, 2024 | 18.16% |
| August 31, 2024 | 18.16% |
| July 31, 2024 | 18.16% |
| June 30, 2024 | 18.16% |
| May 31, 2024 | 18.16% |
| April 30, 2024 | 18.16% |
| March 31, 2024 | 18.16% |
| February 29, 2024 | 18.16% |
| January 31, 2024 | 18.16% |
| December 31, 2023 | 18.16% |
| November 30, 2023 | 18.16% |
| October 31, 2023 | 18.16% |
| September 30, 2023 | 18.16% |
| August 31, 2023 | 18.16% |
| July 31, 2023 | 18.16% |
| June 30, 2023 | 18.16% |
| May 31, 2023 | 18.16% |
| April 30, 2023 | 18.16% |
| March 31, 2023 | 18.16% |
| February 28, 2023 | 18.16% |
| January 31, 2023 | 18.16% |
| December 31, 2022 | 18.16% |
| November 30, 2022 | 18.16% |
| October 31, 2022 | 18.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.64% |
| August 31, 2022 | 17.64% |
| July 31, 2022 | 17.64% |
| June 30, 2022 | 17.64% |
| May 31, 2022 | 14.68% |
| April 30, 2022 | 14.16% |
| March 31, 2022 | 14.16% |
| February 28, 2022 | 14.16% |
| January 31, 2022 | 14.16% |
| December 31, 2021 | 14.16% |
| November 30, 2021 | 14.16% |
| October 31, 2021 | 14.16% |
| September 30, 2021 | 14.16% |
| August 31, 2021 | 14.16% |
| July 31, 2021 | 14.16% |
| June 30, 2021 | 14.16% |
| May 31, 2021 | 14.16% |
| April 30, 2021 | 14.16% |
| March 31, 2021 | 14.16% |
| February 28, 2021 | 14.16% |
| January 31, 2021 | 14.16% |
| December 31, 2020 | 14.16% |
| November 30, 2020 | 14.16% |
| October 31, 2020 | 14.16% |
| September 30, 2020 | 14.16% |
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
4.73%
Minimum
Nov 2019
18.16%
Maximum
Oct 2022
15.44%
Average
14.42%
Median
Max Drawdown (5Y) Benchmarks
| BMO Aggregate Bond ETF | 18.04% |
| Vanguard Canadian Aggregate Bond ETF | 18.14% |
| BMO Mid Provincial Bond ETF | 16.53% |
| iShares High Quality CanadianBd ETF Comm | 16.57% |
| BMO Discount Bond ETF | 18.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.004 |
| Beta (5Y) | 1.228 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2786 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.33% |
| Historical Sharpe Ratio (5Y) | -0.2741 |
| Historical Sortino (5Y) | -0.4523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.25% |