iShares Core Canadian Government Bd ETF (XGB.TO)
19.39
+0.05
(+0.26%)
CAD |
TSX |
Nov 14, 15:50
XGB.TO Max Drawdown (5Y): 19.52% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 19.52% |
| August 31, 2024 | 19.52% |
| July 31, 2024 | 19.52% |
| June 30, 2024 | 19.52% |
| May 31, 2024 | 19.52% |
| April 30, 2024 | 19.52% |
| March 31, 2024 | 19.52% |
| February 29, 2024 | 19.52% |
| January 31, 2024 | 19.52% |
| December 31, 2023 | 19.52% |
| November 30, 2023 | 19.52% |
| October 31, 2023 | 19.52% |
| September 30, 2023 | 19.52% |
| August 31, 2023 | 19.52% |
| July 31, 2023 | 19.52% |
| June 30, 2023 | 19.52% |
| May 31, 2023 | 19.52% |
| April 30, 2023 | 19.52% |
| March 31, 2023 | 19.52% |
| February 28, 2023 | 19.52% |
| January 31, 2023 | 19.52% |
| December 31, 2022 | 19.52% |
| November 30, 2022 | 19.52% |
| October 31, 2022 | 19.52% |
| September 30, 2022 | 18.81% |
| Date | Value |
|---|---|
| August 31, 2022 | 18.81% |
| July 31, 2022 | 18.81% |
| June 30, 2022 | 18.81% |
| May 31, 2022 | 15.94% |
| April 30, 2022 | 14.59% |
| March 31, 2022 | 12.59% |
| February 28, 2022 | 9.55% |
| January 31, 2022 | 7.99% |
| December 31, 2021 | 7.61% |
| November 30, 2021 | 7.61% |
| October 31, 2021 | 7.53% |
| September 30, 2021 | 7.53% |
| August 31, 2021 | 7.53% |
| July 31, 2021 | 7.53% |
| June 30, 2021 | 7.53% |
| May 31, 2021 | 7.53% |
| April 30, 2021 | 7.53% |
| March 31, 2021 | 7.53% |
| February 28, 2021 | 6.66% |
| January 31, 2021 | 6.66% |
| December 31, 2020 | 6.66% |
| November 30, 2020 | 6.66% |
| October 31, 2020 | 6.66% |
| September 30, 2020 | 6.66% |
| August 31, 2020 | 6.66% |
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
5.28%
Minimum
Nov 2019
19.52%
Maximum
Oct 2022
13.24%
Average
14.59%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1377 |
| Beta (5Y) | 1.183 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6789 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6903 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.05% |
| Historical Sharpe Ratio (5Y) | -0.3408 |
| Historical Sortino (5Y) | -0.596 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.25% |