iShares MSCI Min Vol EAFE ETF CADH (XML.TO)
27.93
0.00 (0.00%)
CAD |
TSX |
Nov 08, 16:00
XML.TO Max Drawdown (5Y): 28.62% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 28.62% |
| August 31, 2024 | 28.62% |
| July 31, 2024 | 28.62% |
| June 30, 2024 | 28.62% |
| May 31, 2024 | 28.62% |
| April 30, 2024 | 28.62% |
| March 31, 2024 | 28.62% |
| February 29, 2024 | 28.62% |
| January 31, 2024 | 28.62% |
| December 31, 2023 | 28.62% |
| November 30, 2023 | 28.62% |
| October 31, 2023 | 28.62% |
| September 30, 2023 | 28.62% |
| August 31, 2023 | 28.62% |
| July 31, 2023 | 28.62% |
| June 30, 2023 | 28.62% |
| May 31, 2023 | 28.62% |
| April 30, 2023 | 28.62% |
| March 31, 2023 | 28.62% |
| February 28, 2023 | 28.62% |
| January 31, 2023 | 28.62% |
| December 31, 2022 | 28.62% |
| November 30, 2022 | 28.62% |
| October 31, 2022 | 28.62% |
| September 30, 2022 | 28.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 28.62% |
| July 31, 2022 | 28.62% |
| June 30, 2022 | 28.62% |
| May 31, 2022 | 28.62% |
| April 30, 2022 | 28.62% |
| March 31, 2022 | 28.62% |
| February 28, 2022 | 28.62% |
| January 31, 2022 | 28.62% |
| December 31, 2021 | 28.62% |
| November 30, 2021 | 28.62% |
| October 31, 2021 | 28.62% |
| September 30, 2021 | 28.62% |
| August 31, 2021 | 28.62% |
| July 31, 2021 | 28.62% |
| June 30, 2021 | 28.62% |
| May 31, 2021 | 28.62% |
| April 30, 2021 | 28.62% |
| March 31, 2021 | 28.62% |
| February 28, 2021 | 28.62% |
| January 31, 2021 | 28.62% |
| December 31, 2020 | 28.62% |
| November 30, 2020 | 28.62% |
| October 31, 2020 | 28.62% |
| September 30, 2020 | 28.62% |
| August 31, 2020 | 28.62% |
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
9.20%
Minimum
Nov 2019
28.62%
Maximum
Mar 2020
27.32%
Average
28.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.336 |
| Beta (5Y) | 0.4686 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.521 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.59% |
| Historical Sharpe Ratio (5Y) | 0.2229 |
| Historical Sortino (5Y) | 0.2137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.47% |