iShares US High Dividend Equity ETF (XHU.TO)
26.87
+0.23 (+0.86%)
CAD |
TSX |
Jun 24, 16:00
XHU.TO Max Drawdown (5Y): 29.88% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 29.88% |
| April 30, 2022 | 29.88% |
| March 31, 2022 | 29.88% |
| February 28, 2022 | 29.88% |
| January 31, 2022 | 29.88% |
| December 31, 2021 | 29.88% |
| November 30, 2021 | 29.88% |
| October 31, 2021 | 29.88% |
| September 30, 2021 | 29.88% |
| August 31, 2021 | 29.88% |
| July 31, 2021 | 29.88% |
| June 30, 2021 | 29.88% |
| May 31, 2021 | 29.88% |
| April 30, 2021 | 29.88% |
| March 31, 2021 | 29.88% |
| February 28, 2021 | 29.88% |
| January 31, 2021 | 29.88% |
| December 31, 2020 | 29.88% |
| November 30, 2020 | 29.88% |
| October 31, 2020 | 29.88% |
| September 30, 2020 | 29.88% |
| August 31, 2020 | 29.88% |
| July 31, 2020 | 29.88% |
| June 30, 2020 | 29.88% |
| May 31, 2020 | 29.88% |
| Date | Value |
|---|---|
| April 30, 2020 | 29.88% |
| March 31, 2020 | 29.88% |
| February 29, 2020 | 12.53% |
| January 31, 2020 | 10.58% |
| December 31, 2019 | 10.58% |
| November 30, 2019 | 10.58% |
| October 31, 2019 | 10.58% |
| September 30, 2019 | 10.58% |
| August 31, 2019 | 10.58% |
| July 31, 2019 | 10.58% |
| June 30, 2019 | 10.58% |
| May 31, 2019 | 10.58% |
| April 30, 2019 | 10.58% |
| March 31, 2019 | 10.58% |
| February 28, 2019 | 10.58% |
| January 31, 2019 | 10.58% |
| December 31, 2018 | 10.58% |
| November 30, 2018 | 10.58% |
| October 31, 2018 | 10.58% |
| September 30, 2018 | 10.58% |
| August 31, 2018 | 10.58% |
| July 31, 2018 | 10.58% |
| June 30, 2018 | 10.58% |
| May 31, 2018 | 10.58% |
| April 30, 2018 | 10.58% |
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
7.24%
Minimum
Jun 2017
29.88%
Maximum
Mar 2020
19.18%
Average
10.58%
Median
Sep 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5813 |
| Beta (5Y) | 0.7165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.70% |
| Historical Sharpe Ratio (5Y) | 0.4936 |
| Historical Sortino (5Y) | 0.5093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.68% |