iShares Conservative Strategic FI ETF (XSE.TO)
18.06
-0.03
(-0.17%)
CAD |
TSX |
Nov 13, 16:00
XSE.TO Max Drawdown (5Y): 22.43% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 22.43% |
| August 31, 2024 | 22.43% |
| July 31, 2024 | 22.43% |
| June 30, 2024 | 22.43% |
| May 31, 2024 | 22.43% |
| April 30, 2024 | 22.43% |
| March 31, 2024 | 22.43% |
| February 29, 2024 | 22.43% |
| January 31, 2024 | 22.43% |
| December 31, 2023 | 22.43% |
| November 30, 2023 | 22.43% |
| October 31, 2023 | 22.43% |
| September 30, 2023 | 22.43% |
| August 31, 2023 | 22.43% |
| July 31, 2023 | 22.43% |
| June 30, 2023 | 22.43% |
| May 31, 2023 | 22.43% |
| April 30, 2023 | 22.43% |
| March 31, 2023 | 22.43% |
| February 28, 2023 | 22.43% |
| January 31, 2023 | 22.43% |
| December 31, 2022 | 22.43% |
| November 30, 2022 | 22.43% |
| October 31, 2022 | 22.43% |
| September 30, 2022 | 22.43% |
| Date | Value |
|---|---|
| August 31, 2022 | 22.43% |
| July 31, 2022 | 22.43% |
| June 30, 2022 | 22.43% |
| May 31, 2022 | 22.43% |
| April 30, 2022 | 22.43% |
| March 31, 2022 | 22.43% |
| February 28, 2022 | 22.43% |
| January 31, 2022 | 22.43% |
| December 31, 2021 | 22.43% |
| November 30, 2021 | 22.43% |
| October 31, 2021 | 22.43% |
| September 30, 2021 | 22.43% |
| August 31, 2021 | 22.43% |
| July 31, 2021 | 22.43% |
| June 30, 2021 | 22.43% |
| May 31, 2021 | 22.43% |
| April 30, 2021 | 22.43% |
| March 31, 2021 | 22.43% |
| February 28, 2021 | 22.43% |
| January 31, 2021 | 22.43% |
| December 31, 2020 | 22.43% |
| November 30, 2020 | 22.43% |
| October 31, 2020 | 22.43% |
| September 30, 2020 | 22.43% |
| August 31, 2020 | 22.43% |
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
3.69%
Minimum
Nov 2019
22.43%
Maximum
Mar 2020
21.16%
Average
22.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.011 |
| Beta (5Y) | 1.343 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.743 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.47% |
| Historical Sharpe Ratio (5Y) | -0.2209 |
| Historical Sortino (5Y) | -0.2794 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.93% |