iShares Core Canadian Universe Bond ETF (XBB.TO)
27.38
+0.13
(+0.48%)
CAD |
TSX |
May 06, 15:59
27.38
0.00 (0.00%)
After-Hours: 16:17
XBB.TO Max Drawdown (5Y): 18.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 14.16% |
July 31, 2020 | 14.16% |
June 30, 2020 | 14.16% |
May 31, 2020 | 14.16% |
April 30, 2020 | 14.16% |
March 31, 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
May 2019
18.16%
Maximum
Oct 2022
14.10%
Average
14.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.163 |
Beta (5Y) | 1.213 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3026 |
Beta (vs YCharts Benchmark) (5Y) | 0.5988 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.24% |
Historical Sharpe Ratio (5Y) | -0.3099 |
Historical Sortino (5Y) | -0.5078 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.25% |