iShares Conservative ST Strategic FI ETF (XSC.TO)
17.94
-0.04
(-0.25%)
CAD |
TSX |
Nov 13, 16:00
XSC.TO Max Drawdown (5Y): 13.52% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 13.52% |
August 31, 2024 | 13.52% |
July 31, 2024 | 13.52% |
June 30, 2024 | 13.52% |
May 31, 2024 | 13.52% |
April 30, 2024 | 13.52% |
March 31, 2024 | 13.52% |
February 29, 2024 | 13.52% |
January 31, 2024 | 13.52% |
December 31, 2023 | 13.52% |
November 30, 2023 | 13.52% |
October 31, 2023 | 13.52% |
September 30, 2023 | 13.52% |
August 31, 2023 | 13.52% |
July 31, 2023 | 13.52% |
June 30, 2023 | 13.52% |
May 31, 2023 | 13.52% |
April 30, 2023 | 13.52% |
March 31, 2023 | 13.52% |
February 28, 2023 | 13.52% |
January 31, 2023 | 13.52% |
December 31, 2022 | 13.52% |
November 30, 2022 | 13.52% |
October 31, 2022 | 13.52% |
September 30, 2022 | 13.52% |
Date | Value |
---|---|
August 31, 2022 | 13.52% |
July 31, 2022 | 13.52% |
June 30, 2022 | 13.52% |
May 31, 2022 | 13.52% |
April 30, 2022 | 13.52% |
March 31, 2022 | 13.52% |
February 28, 2022 | 13.52% |
January 31, 2022 | 13.52% |
December 31, 2021 | 13.52% |
November 30, 2021 | 13.52% |
October 31, 2021 | 13.52% |
September 30, 2021 | 13.52% |
August 31, 2021 | 13.52% |
July 31, 2021 | 13.52% |
June 30, 2021 | 13.52% |
May 31, 2021 | 13.52% |
April 30, 2021 | 13.52% |
March 31, 2021 | 13.52% |
February 28, 2021 | 13.52% |
January 31, 2021 | 13.52% |
December 31, 2020 | 13.52% |
November 30, 2020 | 13.52% |
October 31, 2020 | 13.52% |
September 30, 2020 | 13.52% |
August 31, 2020 | 13.52% |
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
3.09%
Minimum
Nov 2019
13.52%
Maximum
Mar 2020
12.81%
Average
13.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9042 |
Beta (5Y) | 0.8341 |
Alpha (vs YCharts Benchmark) (5Y) | -2.375 |
Beta (vs YCharts Benchmark) (5Y) | 0.5644 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.30% |
Historical Sharpe Ratio (5Y) | -0.1406 |
Historical Sortino (5Y) | -0.1378 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.89% |