Ishares Global Gvmt Bd Idx CAD H (XGGB.NO)
18.16
+0.02
(+0.11%)
CAD |
NEO |
Jul 05, 16:00
XGGB.NO Max Drawdown (5Y): 16.79% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 16.79% |
| May 31, 2024 | 16.79% |
| April 30, 2024 | 16.79% |
| March 31, 2024 | 16.79% |
| February 29, 2024 | 16.79% |
| January 31, 2024 | 16.79% |
| December 31, 2023 | 16.79% |
| November 30, 2023 | 16.79% |
| October 31, 2023 | 16.79% |
| September 30, 2023 | 16.68% |
| August 31, 2023 | 16.68% |
| July 31, 2023 | 16.68% |
| June 30, 2023 | 16.68% |
| May 31, 2023 | 16.68% |
| April 30, 2023 | 16.68% |
| March 31, 2023 | 16.68% |
| February 28, 2023 | 16.68% |
| January 31, 2023 | 16.68% |
| December 31, 2022 | 16.68% |
| November 30, 2022 | 16.68% |
| October 31, 2022 | 16.68% |
| September 30, 2022 | 15.66% |
| August 31, 2022 | 14.20% |
| July 31, 2022 | 14.20% |
| June 30, 2022 | 14.20% |
| Date | Value |
|---|---|
| May 31, 2022 | 10.84% |
| April 30, 2022 | 10.33% |
| March 31, 2022 | 8.25% |
| February 28, 2022 | 8.25% |
| January 31, 2022 | 8.25% |
| December 31, 2021 | 8.25% |
| November 30, 2021 | 8.25% |
| October 31, 2021 | 8.25% |
| September 30, 2021 | 8.25% |
| August 31, 2021 | 8.25% |
| July 31, 2021 | 8.25% |
| June 30, 2021 | 8.25% |
| May 31, 2021 | 8.25% |
| April 30, 2021 | 8.25% |
| March 31, 2021 | 8.25% |
| February 28, 2021 | 8.25% |
| January 31, 2021 | 8.25% |
| December 31, 2020 | 8.25% |
| November 30, 2020 | 8.25% |
| October 31, 2020 | 8.25% |
| September 30, 2020 | 8.25% |
| August 31, 2020 | 8.25% |
| July 31, 2020 | 8.25% |
| June 30, 2020 | 8.25% |
| May 31, 2020 | 8.25% |
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
2.45%
Minimum
Jul 2019
16.79%
Maximum
Oct 2023
10.98%
Average
8.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9436 |
| Beta (5Y) | 1.015 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7523 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.36% |
| Historical Sharpe Ratio (5Y) | -0.6079 |
| Historical Sortino (5Y) | -0.9288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.84% |