iShares High Quality CanadianBd ETF Comm (XQB.TO)
18.12
-0.13
(-0.71%)
CAD |
TSX |
Apr 25, 16:00
XQB.TO Max Drawdown (5Y): 16.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 16.57% |
| February 29, 2024 | 16.57% |
| January 31, 2024 | 16.57% |
| December 31, 2023 | 16.57% |
| November 30, 2023 | 16.57% |
| October 31, 2023 | 16.57% |
| September 30, 2023 | 16.57% |
| August 31, 2023 | 16.57% |
| July 31, 2023 | 16.57% |
| June 30, 2023 | 16.57% |
| May 31, 2023 | 16.57% |
| April 30, 2023 | 16.57% |
| March 31, 2023 | 16.57% |
| February 28, 2023 | 16.57% |
| January 31, 2023 | 16.57% |
| December 31, 2022 | 16.57% |
| November 30, 2022 | 16.57% |
| October 31, 2022 | 16.57% |
| September 30, 2022 | 16.14% |
| August 31, 2022 | 16.14% |
| July 31, 2022 | 16.14% |
| June 30, 2022 | 16.14% |
| May 31, 2022 | 13.43% |
| April 30, 2022 | 12.36% |
| March 31, 2022 | 11.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 11.47% |
| January 31, 2022 | 11.47% |
| December 31, 2021 | 11.47% |
| November 30, 2021 | 11.47% |
| October 31, 2021 | 11.47% |
| September 30, 2021 | 11.47% |
| August 31, 2021 | 11.47% |
| July 31, 2021 | 11.47% |
| June 30, 2021 | 11.47% |
| May 31, 2021 | 11.47% |
| April 30, 2021 | 11.47% |
| March 31, 2021 | 11.47% |
| February 28, 2021 | 11.47% |
| January 31, 2021 | 11.47% |
| December 31, 2020 | 11.47% |
| November 30, 2020 | 11.47% |
| October 31, 2020 | 11.47% |
| September 30, 2020 | 11.47% |
| August 31, 2020 | 11.47% |
| July 31, 2020 | 11.47% |
| June 30, 2020 | 11.47% |
| May 31, 2020 | 11.47% |
| April 30, 2020 | 11.47% |
| March 31, 2020 | 11.47% |
| February 29, 2020 | 4.11% |
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
4.11%
Minimum
Apr 2019
16.57%
Maximum
Oct 2022
12.01%
Average
11.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0492 |
| Beta (5Y) | 1.083 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1348 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5314 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.91% |
| Historical Sharpe Ratio (5Y) | -0.2431 |
| Historical Sortino (5Y) | -0.389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.95% |