iShares Core Canadian Government Bd ETF (XGB.TO)
18.56
+0.08
(+0.46%)
CAD |
TSX |
May 01, 15:53
XGB.TO Max Drawdown (5Y): 19.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 6.66% |
June 30, 2020 | 6.66% |
May 31, 2020 | 6.66% |
April 30, 2020 | 6.66% |
March 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
May 2019
19.52%
Maximum
Oct 2022
11.92%
Average
7.57%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6005 |
Beta (5Y) | 1.163 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6769 |
Beta (vs YCharts Benchmark) (5Y) | 0.6884 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.97% |
Historical Sharpe Ratio (5Y) | -0.4175 |
Historical Sortino (5Y) | -0.7313 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.25% |