iShares Core MSCI EAFE IMI ETF (XEF.TO)
39.32
-0.13
(-0.33%)
CAD |
TSX |
Sep 27, 16:00
XEF.TO Max Drawdown (5Y): 28.51% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 28.51% |
| July 31, 2024 | 28.51% |
| June 30, 2024 | 28.51% |
| May 31, 2024 | 28.51% |
| April 30, 2024 | 28.51% |
| March 31, 2024 | 28.51% |
| February 29, 2024 | 28.51% |
| January 31, 2024 | 28.51% |
| December 31, 2023 | 28.51% |
| November 30, 2023 | 28.51% |
| October 31, 2023 | 28.51% |
| September 30, 2023 | 28.51% |
| August 31, 2023 | 28.51% |
| July 31, 2023 | 28.51% |
| June 30, 2023 | 28.51% |
| May 31, 2023 | 28.51% |
| April 30, 2023 | 28.51% |
| March 31, 2023 | 28.51% |
| February 28, 2023 | 28.51% |
| January 31, 2023 | 28.51% |
| December 31, 2022 | 28.51% |
| November 30, 2022 | 28.51% |
| October 31, 2022 | 28.51% |
| September 30, 2022 | 28.51% |
| August 31, 2022 | 28.51% |
| Date | Value |
|---|---|
| July 31, 2022 | 28.51% |
| June 30, 2022 | 28.51% |
| May 31, 2022 | 28.51% |
| April 30, 2022 | 28.51% |
| March 31, 2022 | 28.51% |
| February 28, 2022 | 28.51% |
| January 31, 2022 | 28.51% |
| December 31, 2021 | 28.51% |
| November 30, 2021 | 28.51% |
| October 31, 2021 | 28.51% |
| September 30, 2021 | 28.51% |
| August 31, 2021 | 28.51% |
| July 31, 2021 | 28.51% |
| June 30, 2021 | 28.51% |
| May 31, 2021 | 28.51% |
| April 30, 2021 | 28.51% |
| March 31, 2021 | 28.51% |
| February 28, 2021 | 28.51% |
| January 31, 2021 | 28.51% |
| December 31, 2020 | 28.51% |
| November 30, 2020 | 28.51% |
| October 31, 2020 | 28.51% |
| September 30, 2020 | 28.51% |
| August 31, 2020 | 28.51% |
| July 31, 2020 | 28.51% |
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
16.63%
Minimum
Sep 2019
28.51%
Maximum
Mar 2020
27.32%
Average
28.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BMO MSCI EAFE ETF | 27.80% |
| iShares MSCI EAFE ETF (CAD-Hedged) | 33.67% |
| iShares Core MSCI EAFE IMI ETF CADH | 33.85% |
| Vanguard FTSE Dev AC ex Nrth Amer ETF | 29.15% |
| TD International Equity Index ETF | 27.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3855 |
| Beta (5Y) | 0.7657 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.011 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.62% |
| Historical Sharpe Ratio (5Y) | 0.3995 |
| Historical Sortino (5Y) | 0.4521 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.00% |