iShares S&P/TSX Global Gold ETF (XGD.TO)
19.52
-0.05
(-0.26%)
CAD |
TSX |
May 03, 16:00
XGD.TO Max Drawdown (5Y): 44.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.64% |
| March 31, 2024 | 44.64% |
| February 29, 2024 | 44.64% |
| January 31, 2024 | 44.64% |
| December 31, 2023 | 44.64% |
| November 30, 2023 | 44.64% |
| October 31, 2023 | 44.64% |
| September 30, 2023 | 44.64% |
| August 31, 2023 | 44.64% |
| July 31, 2023 | 44.80% |
| June 30, 2023 | 46.96% |
| May 31, 2023 | 46.96% |
| April 30, 2023 | 46.96% |
| March 31, 2023 | 46.96% |
| February 28, 2023 | 46.96% |
| January 31, 2023 | 46.96% |
| December 31, 2022 | 46.96% |
| November 30, 2022 | 46.96% |
| October 31, 2022 | 46.96% |
| September 30, 2022 | 46.96% |
| August 31, 2022 | 46.96% |
| July 31, 2022 | 46.96% |
| June 30, 2022 | 46.96% |
| May 31, 2022 | 46.96% |
| April 30, 2022 | 46.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 46.96% |
| February 28, 2022 | 46.96% |
| January 31, 2022 | 46.96% |
| December 31, 2021 | 46.96% |
| November 30, 2021 | 46.96% |
| October 31, 2021 | 46.96% |
| September 30, 2021 | 53.81% |
| August 31, 2021 | 53.81% |
| July 31, 2021 | 53.81% |
| June 30, 2021 | 53.81% |
| May 31, 2021 | 53.81% |
| April 30, 2021 | 53.81% |
| March 31, 2021 | 53.81% |
| February 28, 2021 | 53.81% |
| January 31, 2021 | 58.46% |
| December 31, 2020 | 59.08% |
| November 30, 2020 | 67.40% |
| October 31, 2020 | 71.16% |
| September 30, 2020 | 71.16% |
| August 31, 2020 | 72.60% |
| July 31, 2020 | 72.60% |
| June 30, 2020 | 72.78% |
| May 31, 2020 | 72.82% |
| April 30, 2020 | 72.82% |
| March 31, 2020 | 72.82% |
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
44.64%
Minimum
Aug 2023
72.82%
Maximum
May 2019
55.92%
Average
46.96%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.146 |
| Beta (5Y) | 0.7608 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.879 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.00% |
| Historical Sharpe Ratio (5Y) | 0.2985 |
| Historical Sortino (5Y) | 0.6791 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |