iShares Canadian Real Return Bond ETF (XRB.TO)
22.85
+0.07
(+0.31%)
CAD |
TSX |
Nov 14, 15:12
XRB.TO Max Drawdown (5Y): 24.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 24.54% |
| September 30, 2024 | 24.54% |
| August 31, 2024 | 24.54% |
| July 31, 2024 | 24.54% |
| June 30, 2024 | 24.54% |
| May 31, 2024 | 24.54% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
24.54%
Maximum
Oct 2023
22.97%
Average
23.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.728 |
| Beta (5Y) | 1.639 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.513 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.29% |
| Historical Sharpe Ratio (5Y) | -0.1866 |
| Historical Sortino (5Y) | -0.2577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.22% |