iShares S&P/TSX Capped Materials ETF (XMA.TO)
20.74
-0.01
(-0.05%)
CAD |
TSX |
May 10, 15:59
XMA.TO Max Drawdown (5Y): 33.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 33.07% |
| March 31, 2024 | 33.07% |
| February 29, 2024 | 33.07% |
| January 31, 2024 | 33.07% |
| December 31, 2023 | 33.07% |
| November 30, 2023 | 33.07% |
| October 31, 2023 | 33.07% |
| September 30, 2023 | 33.07% |
| August 31, 2023 | 33.07% |
| July 31, 2023 | 33.07% |
| June 30, 2023 | 33.07% |
| May 31, 2023 | 33.07% |
| April 30, 2023 | 33.07% |
| March 31, 2023 | 33.07% |
| February 28, 2023 | 33.07% |
| January 31, 2023 | 33.07% |
| December 31, 2022 | 33.07% |
| November 30, 2022 | 33.07% |
| October 31, 2022 | 33.07% |
| September 30, 2022 | 33.07% |
| August 31, 2022 | 33.07% |
| July 31, 2022 | 33.07% |
| June 30, 2022 | 30.00% |
| May 31, 2022 | 30.20% |
| April 30, 2022 | 34.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.25% |
| February 28, 2022 | 34.25% |
| January 31, 2022 | 34.25% |
| December 31, 2021 | 34.25% |
| November 30, 2021 | 34.25% |
| October 31, 2021 | 34.25% |
| September 30, 2021 | 40.26% |
| August 31, 2021 | 40.26% |
| July 31, 2021 | 40.26% |
| June 30, 2021 | 40.26% |
| May 31, 2021 | 40.26% |
| April 30, 2021 | 40.26% |
| March 31, 2021 | 46.73% |
| February 28, 2021 | 47.94% |
| January 31, 2021 | 53.66% |
| December 31, 2020 | 53.66% |
| November 30, 2020 | 63.08% |
| October 31, 2020 | 64.44% |
| September 30, 2020 | 64.44% |
| August 31, 2020 | 64.44% |
| July 31, 2020 | 64.44% |
| June 30, 2020 | 64.44% |
| May 31, 2020 | 64.44% |
| April 30, 2020 | 64.44% |
| March 31, 2020 | 64.44% |
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
30.00%
Minimum
Jun 2022
64.44%
Maximum
May 2019
44.90%
Average
34.25%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.134 |
| Beta (5Y) | 0.9908 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1691 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.28% |
| Historical Sharpe Ratio (5Y) | 0.2842 |
| Historical Sortino (5Y) | 0.5398 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.63% |