iShares ESG Aware Canadian Aggt Bd ETF (XSAB.TO)
18.17
+0.03
(+0.17%)
CAD |
TSX |
Nov 14, 15:59
XSAB.TO Max Drawdown (5Y): 17.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 17.96% |
| August 31, 2024 | 17.96% |
| July 31, 2024 | 17.96% |
| June 30, 2024 | 17.96% |
| May 31, 2024 | 17.96% |
| April 30, 2024 | 17.96% |
| March 31, 2024 | 17.96% |
| February 29, 2024 | 17.96% |
| January 31, 2024 | 17.96% |
| December 31, 2023 | 17.96% |
| November 30, 2023 | 17.96% |
| October 31, 2023 | 17.96% |
| September 30, 2023 | 17.96% |
| August 31, 2023 | 17.96% |
| July 31, 2023 | 17.96% |
| June 30, 2023 | 17.96% |
| May 31, 2023 | 17.96% |
| April 30, 2023 | 17.96% |
| March 31, 2023 | 17.96% |
| February 28, 2023 | 17.96% |
| January 31, 2023 | 17.96% |
| December 31, 2022 | 17.96% |
| November 30, 2022 | 17.96% |
| October 31, 2022 | 17.96% |
| September 30, 2022 | 17.16% |
| Date | Value |
|---|---|
| August 31, 2022 | 17.16% |
| July 31, 2022 | 17.16% |
| June 30, 2022 | 17.16% |
| May 31, 2022 | 14.18% |
| April 30, 2022 | 13.22% |
| March 31, 2022 | 10.86% |
| February 28, 2022 | 10.86% |
| January 31, 2022 | 10.86% |
| December 31, 2021 | 10.86% |
| November 30, 2021 | 10.86% |
| October 31, 2021 | 10.86% |
| September 30, 2021 | 10.86% |
| August 31, 2021 | 10.86% |
| July 31, 2021 | 10.86% |
| June 30, 2021 | 10.86% |
| May 31, 2021 | 10.86% |
| April 30, 2021 | 10.86% |
| March 31, 2021 | 10.86% |
| February 28, 2021 | 10.86% |
| January 31, 2021 | 10.86% |
| December 31, 2020 | 10.86% |
| November 30, 2020 | 10.86% |
| October 31, 2020 | 10.86% |
| September 30, 2020 | 10.86% |
| August 31, 2020 | 10.86% |
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
2.76%
Minimum
Nov 2019
17.96%
Maximum
Oct 2022
13.72%
Average
13.22%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6696 |
| Beta (5Y) | 1.174 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3633 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.80% |
| Historical Sharpe Ratio (5Y) | -0.2723 |
| Historical Sortino (5Y) | -0.4634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |