iShares ESG Aware MSCI Emerging Mkts ETF (XSEM.TO)
21.06
+0.05
(+0.24%)
CAD |
TSX |
Nov 14, 16:00
XSEM.TO Max Drawdown (5Y): 37.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.05% |
| September 30, 2024 | 37.05% |
| August 31, 2024 | 37.05% |
| July 31, 2024 | 37.05% |
| June 30, 2024 | 37.05% |
| May 31, 2024 | 37.05% |
| April 30, 2024 | 37.05% |
| March 31, 2024 | 37.05% |
| February 29, 2024 | 37.05% |
| January 31, 2024 | 37.05% |
| December 31, 2023 | 37.05% |
| November 30, 2023 | 37.05% |
| October 31, 2023 | 37.05% |
| September 30, 2023 | 37.05% |
| August 31, 2023 | 37.05% |
| July 31, 2023 | 37.05% |
| June 30, 2023 | 37.05% |
| May 31, 2023 | 37.05% |
| April 30, 2023 | 37.05% |
| March 31, 2023 | 37.05% |
| February 28, 2023 | 37.05% |
| January 31, 2023 | 37.05% |
| December 31, 2022 | 37.05% |
| November 30, 2022 | 37.05% |
| October 31, 2022 | 37.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.60% |
| August 31, 2022 | 30.52% |
| July 31, 2022 | 30.52% |
| June 30, 2022 | 29.18% |
| May 31, 2022 | 28.91% |
| April 30, 2022 | 26.90% |
| March 31, 2022 | 26.82% |
| February 28, 2022 | 25.46% |
| January 31, 2022 | 25.46% |
| December 31, 2021 | 25.46% |
| November 30, 2021 | 25.46% |
| October 31, 2021 | 25.46% |
| September 30, 2021 | 25.46% |
| August 31, 2021 | 25.46% |
| July 31, 2021 | 25.46% |
| June 30, 2021 | 25.46% |
| May 31, 2021 | 25.46% |
| April 30, 2021 | 25.46% |
| March 31, 2021 | 25.46% |
| February 28, 2021 | 25.46% |
| January 31, 2021 | 25.46% |
| December 31, 2020 | 25.46% |
| November 30, 2020 | 25.46% |
| October 31, 2020 | 25.46% |
| September 30, 2020 | 25.46% |
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
11.43%
Minimum
Nov 2019
37.05%
Maximum
Oct 2022
29.84%
Average
27.91%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.815 |
| Beta (5Y) | 0.6024 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1933 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.56% |
| Historical Sharpe Ratio (5Y) | 0.1024 |
| Historical Sortino (5Y) | 0.139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.67% |