iShares Core Canadian Long Term Bond ETF (XLB.TO)
19.56
+0.05
(+0.26%)
CAD |
TSX |
Nov 14, 16:00
XLB.TO Max Drawdown (5Y): 32.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.96% |
| September 30, 2024 | 32.96% |
| August 31, 2024 | 32.96% |
| July 31, 2024 | 32.96% |
| June 30, 2024 | 32.96% |
| May 31, 2024 | 32.96% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
32.96%
Maximum
Oct 2022
27.02%
Average
25.51%
Median
Max Drawdown (5Y) Benchmarks
| BMO Long Corporate Bond ETF | 28.61% |
| BMO Long Provincial Bond ETF | 33.97% |
| BMO Discount Bond ETF | 18.10% |
| CI Canadian Aggregate Bond Index ETF | 18.42% |
| Mackenzie Canadian Aggregate Bond ETF | 16.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9699 |
| Beta (5Y) | 2.216 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.469 |
| Beta (vs YCharts Benchmark) (5Y) | 1.058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.80% |
| Historical Sharpe Ratio (5Y) | -0.324 |
| Historical Sortino (5Y) | -0.5389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.10% |