iShares Core MSCI Emer Mkts IMI ETF (XEC.TO)
28.76
+0.13
(+0.45%)
CAD |
TSX |
May 17, 16:00
28.76
0.00 (0.00%)
After-Hours: 16:18
XEC.TO Max Drawdown (5Y): 32.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 28.84% |
June 30, 2020 | 28.84% |
May 31, 2020 | 28.84% |
April 30, 2020 | 28.84% |
March 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
May 2019
32.56%
Maximum
Oct 2022
29.00%
Average
28.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.877 |
Beta (5Y) | 0.6192 |
Alpha (vs YCharts Benchmark) (5Y) | 0.272 |
Beta (vs YCharts Benchmark) (5Y) | 0.7242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.96% |
Historical Sharpe Ratio (5Y) | 0.0274 |
Historical Sortino (5Y) | 0.0357 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |