iShares Core MSCI Emer Mkts IMI ETF (XEC.TO)
29.12
-0.15
(-0.51%)
CAD |
TSX |
Nov 14, 16:00
XEC.TO Max Drawdown (5Y): 32.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 32.56% |
| August 31, 2024 | 32.56% |
| July 31, 2024 | 32.56% |
| June 30, 2024 | 32.56% |
| May 31, 2024 | 32.56% |
| April 30, 2024 | 32.56% |
| March 31, 2024 | 32.56% |
| February 29, 2024 | 32.56% |
| January 31, 2024 | 32.56% |
| December 31, 2023 | 32.56% |
| November 30, 2023 | 32.56% |
| October 31, 2023 | 32.56% |
| September 30, 2023 | 32.56% |
| August 31, 2023 | 32.56% |
| July 31, 2023 | 32.56% |
| June 30, 2023 | 32.56% |
| May 31, 2023 | 32.56% |
| April 30, 2023 | 32.56% |
| March 31, 2023 | 32.56% |
| February 28, 2023 | 32.56% |
| January 31, 2023 | 32.56% |
| December 31, 2022 | 32.56% |
| November 30, 2022 | 32.56% |
| October 31, 2022 | 32.56% |
| September 30, 2022 | 30.70% |
| Date | Value |
|---|---|
| August 31, 2022 | 28.84% |
| July 31, 2022 | 28.84% |
| June 30, 2022 | 28.84% |
| May 31, 2022 | 28.84% |
| April 30, 2022 | 28.84% |
| March 31, 2022 | 28.84% |
| February 28, 2022 | 28.84% |
| January 31, 2022 | 28.84% |
| December 31, 2021 | 28.84% |
| November 30, 2021 | 28.84% |
| October 31, 2021 | 28.84% |
| September 30, 2021 | 28.84% |
| August 31, 2021 | 28.84% |
| July 31, 2021 | 28.84% |
| June 30, 2021 | 28.84% |
| May 31, 2021 | 28.84% |
| April 30, 2021 | 28.84% |
| March 31, 2021 | 28.84% |
| February 28, 2021 | 28.84% |
| January 31, 2021 | 28.84% |
| December 31, 2020 | 28.84% |
| November 30, 2020 | 28.84% |
| October 31, 2020 | 28.84% |
| September 30, 2020 | 28.84% |
| August 31, 2020 | 28.84% |
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
22.57%
Minimum
Nov 2019
32.56%
Maximum
Oct 2022
29.96%
Average
28.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.497 |
| Beta (5Y) | 0.5865 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.339 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.75% |
| Historical Sharpe Ratio (5Y) | 0.2341 |
| Historical Sortino (5Y) | 0.3029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.23% |