iShares S&P Global Industrials ETF CADH (XGI.TO)
50.40
-0.79
(-1.54%)
CAD |
TSX |
Apr 25, 14:04
XGI.TO Max Drawdown (5Y): 41.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.43% |
February 29, 2024 | 41.43% |
January 31, 2024 | 41.43% |
December 31, 2023 | 41.43% |
November 30, 2023 | 41.43% |
October 31, 2023 | 41.43% |
September 30, 2023 | 41.43% |
August 31, 2023 | 41.43% |
July 31, 2023 | 41.43% |
June 30, 2023 | 41.43% |
May 31, 2023 | 41.43% |
April 30, 2023 | 41.43% |
March 31, 2023 | 41.43% |
February 28, 2023 | 41.43% |
January 31, 2023 | 41.43% |
December 31, 2022 | 41.43% |
November 30, 2022 | 41.43% |
October 31, 2022 | 41.43% |
September 30, 2022 | 41.43% |
August 31, 2022 | 41.43% |
July 31, 2022 | 41.43% |
June 30, 2022 | 41.43% |
May 31, 2022 | 41.43% |
April 30, 2022 | 41.43% |
March 31, 2022 | 41.43% |
Date | Value |
---|---|
February 28, 2022 | 41.43% |
January 31, 2022 | 41.43% |
December 31, 2021 | 41.43% |
November 30, 2021 | 41.43% |
October 31, 2021 | 41.43% |
September 30, 2021 | 41.43% |
August 31, 2021 | 41.43% |
July 31, 2021 | 41.43% |
June 30, 2021 | 41.43% |
May 31, 2021 | 41.43% |
April 30, 2021 | 41.43% |
March 31, 2021 | 41.43% |
February 28, 2021 | 41.43% |
January 31, 2021 | 41.43% |
December 31, 2020 | 41.43% |
November 30, 2020 | 41.43% |
October 31, 2020 | 41.43% |
September 30, 2020 | 41.43% |
August 31, 2020 | 41.43% |
July 31, 2020 | 41.43% |
June 30, 2020 | 41.43% |
May 31, 2020 | 41.43% |
April 30, 2020 | 41.43% |
March 31, 2020 | 41.43% |
February 29, 2020 | 22.67% |
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
22.67%
Minimum
Apr 2019
41.43%
Maximum
Mar 2020
37.99%
Average
41.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9495 |
Beta (5Y) | 1.085 |
Alpha (vs YCharts Benchmark) (5Y) | -1.934 |
Beta (vs YCharts Benchmark) (5Y) | 0.9146 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.86% |
Historical Sharpe Ratio (5Y) | 0.4797 |
Historical Sortino (5Y) | 0.4918 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.95% |