iShares Core Canadian Short Term Bd ETF (XSB.TO)
26.68
0.00 (0.00%)
CAD |
TSX |
Nov 14, 15:53
XSB.TO Max Drawdown (5Y): 8.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 8.65% |
September 30, 2024 | 8.65% |
August 31, 2024 | 8.65% |
July 31, 2024 | 8.65% |
June 30, 2024 | 8.65% |
May 31, 2024 | 8.65% |
April 30, 2024 | 8.65% |
March 31, 2024 | 8.65% |
February 29, 2024 | 8.65% |
January 31, 2024 | 8.65% |
December 31, 2023 | 8.65% |
November 30, 2023 | 8.65% |
October 31, 2023 | 8.65% |
September 30, 2023 | 8.65% |
August 31, 2023 | 8.65% |
July 31, 2023 | 8.65% |
June 30, 2023 | 8.65% |
May 31, 2023 | 8.65% |
April 30, 2023 | 8.65% |
March 31, 2023 | 8.65% |
February 28, 2023 | 8.65% |
January 31, 2023 | 8.65% |
December 31, 2022 | 8.65% |
November 30, 2022 | 8.65% |
October 31, 2022 | 8.65% |
Date | Value |
---|---|
September 30, 2022 | 8.65% |
August 31, 2022 | 8.65% |
July 31, 2022 | 8.65% |
June 30, 2022 | 8.65% |
May 31, 2022 | 8.65% |
April 30, 2022 | 8.65% |
March 31, 2022 | 8.65% |
February 28, 2022 | 8.65% |
January 31, 2022 | 8.65% |
December 31, 2021 | 8.65% |
November 30, 2021 | 8.65% |
October 31, 2021 | 8.65% |
September 30, 2021 | 8.65% |
August 31, 2021 | 8.65% |
July 31, 2021 | 8.65% |
June 30, 2021 | 8.65% |
May 31, 2021 | 8.65% |
April 30, 2021 | 8.65% |
March 31, 2021 | 8.65% |
February 28, 2021 | 8.65% |
January 31, 2021 | 8.65% |
December 31, 2020 | 8.65% |
November 30, 2020 | 8.65% |
October 31, 2020 | 8.65% |
September 30, 2020 | 8.65% |
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
1.90%
Minimum
Nov 2019
8.65%
Maximum
Mar 2020
8.20%
Average
8.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5366 |
Beta (5Y) | 0.439 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2271 |
Beta (vs YCharts Benchmark) (5Y) | 0.2708 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.25% |
Historical Sharpe Ratio (5Y) | -0.1667 |
Historical Sortino (5Y) | -0.2403 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.21% |