iShares Canadian Real Return Bond ETF (XRB.TO)
21.93
-0.18
(-0.81%)
CAD |
TSX |
May 17, 16:00
21.93
0.00 (0.00%)
After-Hours: 16:18
XRB.TO Max Drawdown (5Y): 24.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 24.54% |
| March 31, 2024 | 24.54% |
| February 29, 2024 | 24.54% |
| January 31, 2024 | 24.54% |
| December 31, 2023 | 24.54% |
| November 30, 2023 | 24.54% |
| October 31, 2023 | 24.54% |
| September 30, 2023 | 23.66% |
| August 31, 2023 | 23.66% |
| July 31, 2023 | 23.66% |
| June 30, 2023 | 23.66% |
| May 31, 2023 | 23.66% |
| April 30, 2023 | 23.66% |
| March 31, 2023 | 23.66% |
| February 28, 2023 | 23.66% |
| January 31, 2023 | 23.66% |
| December 31, 2022 | 23.66% |
| November 30, 2022 | 23.66% |
| October 31, 2022 | 23.66% |
| September 30, 2022 | 23.66% |
| August 31, 2022 | 23.66% |
| July 31, 2022 | 23.66% |
| June 30, 2022 | 23.66% |
| May 31, 2022 | 23.66% |
| April 30, 2022 | 23.66% |
| Date | Value |
|---|---|
| March 31, 2022 | 23.66% |
| February 28, 2022 | 23.66% |
| January 31, 2022 | 23.66% |
| December 31, 2021 | 23.66% |
| November 30, 2021 | 23.66% |
| October 31, 2021 | 23.66% |
| September 30, 2021 | 23.66% |
| August 31, 2021 | 23.66% |
| July 31, 2021 | 23.66% |
| June 30, 2021 | 23.66% |
| May 31, 2021 | 23.66% |
| April 30, 2021 | 23.66% |
| March 31, 2021 | 23.66% |
| February 28, 2021 | 23.66% |
| January 31, 2021 | 23.66% |
| December 31, 2020 | 23.66% |
| November 30, 2020 | 23.66% |
| October 31, 2020 | 23.66% |
| September 30, 2020 | 23.66% |
| August 31, 2020 | 23.66% |
| July 31, 2020 | 23.66% |
| June 30, 2020 | 23.66% |
| May 31, 2020 | 23.66% |
| April 30, 2020 | 23.66% |
| March 31, 2020 | 23.66% |
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
10.48%
Minimum
May 2019
24.54%
Maximum
Oct 2023
21.56%
Average
23.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BMO Real Return Bond ETF | 24.17% |
| BMO Mid Federal Bond ETF | 19.06% |
| Desjardins Canadian Universe Bond ETF | 17.83% |
| BMO Long-Term US Treasury Bond ETF | 49.54% |
| Mackenzie US TIPS ETF (CAD-Hedged) | 15.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.312 |
| Beta (5Y) | 1.617 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6547 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.21% |
| Historical Sharpe Ratio (5Y) | -0.2373 |
| Historical Sortino (5Y) | -0.329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.22% |