iShares MSCI Min Vol EAFE ETF CADH (XML.TO)
27.75
-0.22
(-0.79%)
CAD |
TSX |
Sep 27, 16:00
XML.TO Max Drawdown (5Y): 28.62% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2022 | 28.62% |
Date | Value |
---|---|
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% |
July 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
Sep 2019
28.62%
Maximum
Mar 2020
26.69%
Average
28.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5021 |
Beta (5Y) | 0.4744 |
Alpha (vs YCharts Benchmark) (5Y) | 1.188 |
Beta (vs YCharts Benchmark) (5Y) | 0.4153 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.54% |
Historical Sharpe Ratio (5Y) | 0.2871 |
Historical Sortino (5Y) | 0.2742 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.47% |