iShares Core Canadian Long Term Bond ETF (XLB.TO)
18.37
+0.14
(+0.77%)
CAD |
TSX |
May 01, 15:44
XLB.TO Max Drawdown (5Y): 32.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.96% |
March 31, 2024 | 32.96% |
February 29, 2024 | 32.96% |
January 31, 2024 | 32.96% |
December 31, 2023 | 32.96% |
November 30, 2023 | 32.96% |
October 31, 2023 | 32.96% |
September 30, 2023 | 32.96% |
August 31, 2023 | 32.96% |
July 31, 2023 | 32.96% |
June 30, 2023 | 32.96% |
May 31, 2023 | 32.96% |
April 30, 2023 | 32.96% |
March 31, 2023 | 32.96% |
February 28, 2023 | 32.96% |
January 31, 2023 | 32.96% |
December 31, 2022 | 32.96% |
November 30, 2022 | 32.96% |
October 31, 2022 | 32.96% |
September 30, 2022 | 30.77% |
August 31, 2022 | 30.77% |
July 31, 2022 | 30.77% |
June 30, 2022 | 30.77% |
May 31, 2022 | 26.96% |
April 30, 2022 | 24.05% |
Date | Value |
---|---|
March 31, 2022 | 23.34% |
February 28, 2022 | 23.34% |
January 31, 2022 | 23.34% |
December 31, 2021 | 23.34% |
November 30, 2021 | 23.34% |
October 31, 2021 | 23.34% |
September 30, 2021 | 23.34% |
August 31, 2021 | 23.34% |
July 31, 2021 | 23.34% |
June 30, 2021 | 23.34% |
May 31, 2021 | 23.34% |
April 30, 2021 | 23.34% |
March 31, 2021 | 23.34% |
February 28, 2021 | 23.34% |
January 31, 2021 | 23.34% |
December 31, 2020 | 23.34% |
November 30, 2020 | 23.34% |
October 31, 2020 | 23.34% |
September 30, 2020 | 23.34% |
August 31, 2020 | 23.34% |
July 31, 2020 | 23.34% |
June 30, 2020 | 23.34% |
May 31, 2020 | 23.34% |
April 30, 2020 | 23.34% |
March 31, 2020 | 23.34% |
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
9.93%
Minimum
May 2019
32.96%
Maximum
Oct 2022
24.72%
Average
23.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BMO Long Corporate Bond ETF | 28.61% |
BMO Long Provincial Bond ETF | 33.97% |
Vanguard Canadian Long-Term Bond ETF | 33.34% |
BMO Discount Bond ETF | 18.10% |
Vanguard Global ex-US Aggt Bd ETF CAD-H | 17.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0275 |
Beta (5Y) | 2.228 |
Alpha (vs YCharts Benchmark) (5Y) | -1.028 |
Beta (vs YCharts Benchmark) (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.73% |
Historical Sharpe Ratio (5Y) | -0.324 |
Historical Sortino (5Y) | -0.5339 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.10% |