iShares MSCI Europe IMI ETF (CAD-Hedged) (XEH.TO)
32.90
+0.13
(+0.40%)
CAD |
TSX |
May 06, 10:03
XEH.TO Max Drawdown (5Y): 35.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.81% |
March 31, 2024 | 35.81% |
February 29, 2024 | 35.81% |
January 31, 2024 | 35.81% |
December 31, 2023 | 35.81% |
November 30, 2023 | 35.81% |
October 31, 2023 | 35.81% |
September 30, 2023 | 35.81% |
August 31, 2023 | 35.81% |
July 31, 2023 | 35.81% |
June 30, 2023 | 35.81% |
May 31, 2023 | 35.81% |
April 30, 2023 | 35.81% |
March 31, 2023 | 35.81% |
February 28, 2023 | 35.81% |
January 31, 2023 | 35.81% |
December 31, 2022 | 35.81% |
November 30, 2022 | 35.81% |
October 31, 2022 | 35.81% |
September 30, 2022 | 35.81% |
August 31, 2022 | 35.81% |
July 31, 2022 | 35.81% |
June 30, 2022 | 35.81% |
May 31, 2022 | 35.81% |
April 30, 2022 | 35.81% |
Date | Value |
---|---|
March 31, 2022 | 35.81% |
February 28, 2022 | 35.81% |
January 31, 2022 | 35.81% |
December 31, 2021 | 35.81% |
November 30, 2021 | 35.81% |
October 31, 2021 | 35.81% |
September 30, 2021 | 35.81% |
August 31, 2021 | 35.81% |
July 31, 2021 | 35.81% |
June 30, 2021 | 35.81% |
May 31, 2021 | 35.81% |
April 30, 2021 | 35.81% |
March 31, 2021 | 35.81% |
February 28, 2021 | 35.81% |
January 31, 2021 | 35.81% |
December 31, 2020 | 35.81% |
November 30, 2020 | 35.81% |
October 31, 2020 | 35.81% |
September 30, 2020 | 35.81% |
August 31, 2020 | 35.81% |
July 31, 2020 | 35.81% |
June 30, 2020 | 35.81% |
May 31, 2020 | 35.81% |
April 30, 2020 | 35.81% |
March 31, 2020 | 35.81% |
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
22.34%
Minimum
May 2019
35.81%
Maximum
Mar 2020
33.57%
Average
35.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.861 |
Beta (5Y) | 0.9915 |
Alpha (vs YCharts Benchmark) (5Y) | 1.798 |
Beta (vs YCharts Benchmark) (5Y) | 0.7875 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.92% |
Historical Sharpe Ratio (5Y) | 0.3375 |
Historical Sortino (5Y) | 0.3346 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.14% |