iShares India ETF (XID.TO)
52.97
-0.01
(-0.02%)
CAD |
TSX |
Apr 30, 15:32
XID.TO Max Drawdown (5Y): 39.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.46% |
February 29, 2024 | 39.46% |
January 31, 2024 | 39.46% |
December 31, 2023 | 39.46% |
November 30, 2023 | 39.46% |
October 31, 2023 | 39.46% |
September 30, 2023 | 39.46% |
August 31, 2023 | 39.46% |
July 31, 2023 | 39.46% |
June 30, 2023 | 39.46% |
May 31, 2023 | 39.46% |
April 30, 2023 | 39.46% |
March 31, 2023 | 39.46% |
February 28, 2023 | 39.46% |
January 31, 2023 | 39.46% |
December 31, 2022 | 39.46% |
November 30, 2022 | 39.46% |
October 31, 2022 | 39.46% |
September 30, 2022 | 39.46% |
August 31, 2022 | 39.46% |
July 31, 2022 | 39.46% |
June 30, 2022 | 39.46% |
May 31, 2022 | 39.46% |
April 30, 2022 | 39.46% |
March 31, 2022 | 39.46% |
Date | Value |
---|---|
February 28, 2022 | 39.46% |
January 31, 2022 | 39.46% |
December 31, 2021 | 39.46% |
November 30, 2021 | 39.46% |
October 31, 2021 | 39.46% |
September 30, 2021 | 39.46% |
August 31, 2021 | 39.46% |
July 31, 2021 | 39.46% |
June 30, 2021 | 39.46% |
May 31, 2021 | 39.46% |
April 30, 2021 | 39.46% |
March 31, 2021 | 39.46% |
February 28, 2021 | 39.46% |
January 31, 2021 | 39.46% |
December 31, 2020 | 39.46% |
November 30, 2020 | 39.46% |
October 31, 2020 | 39.46% |
September 30, 2020 | 39.46% |
August 31, 2020 | 39.46% |
July 31, 2020 | 39.46% |
June 30, 2020 | 39.46% |
May 31, 2020 | 39.46% |
April 30, 2020 | 39.46% |
March 31, 2020 | 39.46% |
February 29, 2020 | 24.94% |
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
24.94%
Minimum
May 2019
39.46%
Maximum
Mar 2020
37.00%
Average
39.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4441 |
Beta (5Y) | 0.7177 |
Alpha (vs YCharts Benchmark) (5Y) | 0.044 |
Beta (vs YCharts Benchmark) (5Y) | 0.7626 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.52% |
Historical Sharpe Ratio (5Y) | 0.3476 |
Historical Sortino (5Y) | 0.3469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.61% |