iShares S&P/TSX Composite High Div ETF (XEI.TO)
24.99
-0.15 (-0.60%)
CAD |
TSX |
Jul 06, 15:57
XEI.TO Max Drawdown (5Y): 45.51% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 45.51% |
May 31, 2022 | 45.51% |
April 30, 2022 | 45.51% |
March 31, 2022 | 45.51% |
February 28, 2022 | 45.51% |
January 31, 2022 | 45.51% |
December 31, 2021 | 45.51% |
November 30, 2021 | 45.51% |
October 31, 2021 | 45.51% |
September 30, 2021 | 45.51% |
August 31, 2021 | 45.51% |
July 31, 2021 | 45.51% |
June 30, 2021 | 45.51% |
May 31, 2021 | 45.51% |
April 30, 2021 | 45.51% |
March 31, 2021 | 45.51% |
February 28, 2021 | 45.51% |
January 31, 2021 | 45.51% |
December 31, 2020 | 45.51% |
November 30, 2020 | 45.51% |
October 31, 2020 | 45.51% |
September 30, 2020 | 45.51% |
August 31, 2020 | 45.51% |
July 31, 2020 | 45.51% |
June 30, 2020 | 45.51% |
Date | Value |
---|---|
May 31, 2020 | 45.51% |
April 30, 2020 | 45.51% |
March 31, 2020 | 45.51% |
February 29, 2020 | 28.14% |
January 31, 2020 | 28.14% |
December 31, 2019 | 28.14% |
November 30, 2019 | 28.14% |
October 31, 2019 | 28.14% |
September 30, 2019 | 28.14% |
August 31, 2019 | 28.14% |
July 31, 2019 | 28.14% |
June 30, 2019 | 28.14% |
May 31, 2019 | 28.14% |
April 30, 2019 | 28.14% |
March 31, 2019 | 28.14% |
February 28, 2019 | 28.14% |
January 31, 2019 | 28.14% |
December 31, 2018 | 28.14% |
November 30, 2018 | 28.14% |
October 31, 2018 | 28.14% |
September 30, 2018 | 28.14% |
August 31, 2018 | 28.14% |
July 31, 2018 | 28.14% |
June 30, 2018 | 28.14% |
May 31, 2018 | 28.14% |
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
28.14%
Minimum
Jul 2017
45.51%
Maximum
Mar 2020
36.24%
Average
28.14%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9388 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.96% |
Historical Sharpe Ratio (5Y) | 0.4596 |
Historical Sortino (5Y) | 0.381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.73% |