iShares Core Canadian Government Bd ETF (XGB.TO)
19.63
+0.08 (+0.41%)
CAD |
TSX |
May 20, 16:00
XGB.TO Max Drawdown (5Y): 14.59% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 6.66% |
| June 30, 2020 | 6.66% |
| May 31, 2020 | 6.66% |
| April 30, 2020 | 6.66% |
| Date | Value |
|---|---|
| March 31, 2020 | 6.66% |
| February 29, 2020 | 5.28% |
| January 31, 2020 | 5.28% |
| December 31, 2019 | 5.28% |
| November 30, 2019 | 5.28% |
| October 31, 2019 | 5.28% |
| September 30, 2019 | 5.28% |
| August 31, 2019 | 5.28% |
| July 31, 2019 | 5.28% |
| June 30, 2019 | 5.28% |
| May 31, 2019 | 5.28% |
| April 30, 2019 | 5.28% |
| March 31, 2019 | 5.28% |
| February 28, 2019 | 5.28% |
| January 31, 2019 | 5.28% |
| December 31, 2018 | 5.28% |
| November 30, 2018 | 5.28% |
| October 31, 2018 | 5.28% |
| September 30, 2018 | 5.28% |
| August 31, 2018 | 5.28% |
| July 31, 2018 | 5.28% |
| June 30, 2018 | 5.87% |
| May 31, 2018 | 5.87% |
| April 30, 2018 | 5.87% |
| March 31, 2018 | 5.87% |
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
Jul 2018
14.59%
Maximum
Apr 2022
6.47%
Average
5.87%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.146 |
| Beta (5Y) | 1.351 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.22% |
| Historical Sharpe Ratio (5Y) | -0.1616 |
| Historical Sortino (5Y) | -0.2391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.72% |