iShares Global Healthcare ETF CADH (XHC.TO)
74.25
+0.42
(+0.57%)
CAD |
TSX |
Jul 26, 15:55
XHC.TO Max Drawdown (5Y): 27.28% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 27.28% |
May 31, 2024 | 27.28% |
April 30, 2024 | 27.28% |
March 31, 2024 | 27.28% |
February 29, 2024 | 27.28% |
January 31, 2024 | 27.28% |
December 31, 2023 | 27.28% |
November 30, 2023 | 27.28% |
October 31, 2023 | 27.28% |
September 30, 2023 | 27.28% |
August 31, 2023 | 27.28% |
July 31, 2023 | 27.28% |
June 30, 2023 | 27.28% |
May 31, 2023 | 27.28% |
April 30, 2023 | 27.28% |
March 31, 2023 | 27.28% |
February 28, 2023 | 27.28% |
January 31, 2023 | 27.28% |
December 31, 2022 | 27.28% |
November 30, 2022 | 27.28% |
October 31, 2022 | 27.28% |
September 30, 2022 | 27.28% |
August 31, 2022 | 27.28% |
July 31, 2022 | 27.28% |
June 30, 2022 | 27.28% |
Date | Value |
---|---|
May 31, 2022 | 27.28% |
April 30, 2022 | 27.28% |
March 31, 2022 | 27.28% |
February 28, 2022 | 27.28% |
January 31, 2022 | 27.28% |
December 31, 2021 | 27.28% |
November 30, 2021 | 27.28% |
October 31, 2021 | 27.28% |
September 30, 2021 | 27.28% |
August 31, 2021 | 27.28% |
July 31, 2021 | 27.28% |
June 30, 2021 | 27.28% |
May 31, 2021 | 27.28% |
April 30, 2021 | 27.28% |
March 31, 2021 | 27.28% |
February 28, 2021 | 27.28% |
January 31, 2021 | 27.28% |
December 31, 2020 | 27.28% |
November 30, 2020 | 27.28% |
October 31, 2020 | 27.28% |
September 30, 2020 | 27.28% |
August 31, 2020 | 27.28% |
July 31, 2020 | 27.28% |
June 30, 2020 | 27.28% |
May 31, 2020 | 27.28% |
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
19.82%
Minimum
Jul 2019
27.28%
Maximum
Mar 2020
26.29%
Average
27.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.974 |
Beta (5Y) | 0.6375 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2116 |
Beta (vs YCharts Benchmark) (5Y) | 0.6056 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.62% |
Historical Sharpe Ratio (5Y) | 0.4865 |
Historical Sortino (5Y) | 0.6594 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.39% |