iShares MSCI Min Vol Canada ETF (XMV.TO)
37.89
+0.38 (+1.01%)
CAD |
TSX |
May 17, 16:00
XMV.TO Max Drawdown (5Y): 35.58% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 35.58% |
March 31, 2022 | 35.58% |
February 28, 2022 | 35.58% |
January 31, 2022 | 35.58% |
December 31, 2021 | 35.58% |
November 30, 2021 | 35.58% |
October 31, 2021 | 35.58% |
September 30, 2021 | 35.58% |
August 31, 2021 | 35.58% |
July 31, 2021 | 35.58% |
June 30, 2021 | 35.58% |
May 31, 2021 | 35.58% |
April 30, 2021 | 35.58% |
March 31, 2021 | 35.58% |
February 28, 2021 | 35.58% |
January 31, 2021 | 35.58% |
December 31, 2020 | 35.58% |
November 30, 2020 | 35.58% |
October 31, 2020 | 35.58% |
September 30, 2020 | 35.58% |
August 31, 2020 | 35.58% |
July 31, 2020 | 35.58% |
June 30, 2020 | 35.58% |
May 31, 2020 | 35.58% |
April 30, 2020 | 35.58% |
Date | Value |
---|---|
March 31, 2020 | 35.58% |
February 29, 2020 | 14.87% |
January 31, 2020 | 14.87% |
December 31, 2019 | 14.87% |
November 30, 2019 | 14.87% |
October 31, 2019 | 14.87% |
September 30, 2019 | 14.87% |
August 31, 2019 | 14.87% |
July 31, 2019 | 14.87% |
June 30, 2019 | 14.87% |
May 31, 2019 | 14.87% |
April 30, 2019 | 14.87% |
March 31, 2019 | 14.87% |
February 28, 2019 | 14.87% |
January 31, 2019 | 14.87% |
December 31, 2018 | 14.87% |
November 30, 2018 | 14.87% |
October 31, 2018 | 14.87% |
September 30, 2018 | 14.87% |
August 31, 2018 | 14.87% |
July 31, 2018 | 14.87% |
June 30, 2018 | 14.87% |
May 31, 2018 | 14.87% |
April 30, 2018 | 14.87% |
March 31, 2018 | 14.87% |
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
14.87%
Minimum
May 2017
35.58%
Maximum
Mar 2020
23.85%
Average
14.87%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4664 |
Beta (5Y) | 0.9024 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.70% |
Historical Sharpe Ratio (5Y) | 0.5688 |
Historical Sortino (5Y) | 0.4703 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.90% |