iShares S&P/TSX Capped Utilities ETF (XUT.TO)
24.24
+0.19
(+0.79%)
CAD |
TSX |
Apr 22, 16:00
XUT.TO Max Drawdown (5Y): 37.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.65% |
February 29, 2024 | 37.65% |
January 31, 2024 | 37.65% |
December 31, 2023 | 37.65% |
November 30, 2023 | 37.65% |
October 31, 2023 | 37.65% |
September 30, 2023 | 37.65% |
August 31, 2023 | 37.65% |
July 31, 2023 | 37.65% |
June 30, 2023 | 37.65% |
May 31, 2023 | 37.65% |
April 30, 2023 | 37.65% |
March 31, 2023 | 37.65% |
February 28, 2023 | 37.65% |
January 31, 2023 | 37.65% |
December 31, 2022 | 37.65% |
November 30, 2022 | 37.65% |
October 31, 2022 | 37.65% |
September 30, 2022 | 37.65% |
August 31, 2022 | 37.65% |
July 31, 2022 | 37.65% |
June 30, 2022 | 37.65% |
May 31, 2022 | 37.65% |
April 30, 2022 | 37.65% |
March 31, 2022 | 37.65% |
Date | Value |
---|---|
February 28, 2022 | 37.65% |
January 31, 2022 | 37.65% |
December 31, 2021 | 37.65% |
November 30, 2021 | 37.65% |
October 31, 2021 | 37.65% |
September 30, 2021 | 37.65% |
August 31, 2021 | 37.65% |
July 31, 2021 | 37.65% |
June 30, 2021 | 37.65% |
May 31, 2021 | 37.65% |
April 30, 2021 | 37.65% |
March 31, 2021 | 37.65% |
February 28, 2021 | 37.65% |
January 31, 2021 | 37.65% |
December 31, 2020 | 37.65% |
November 30, 2020 | 37.65% |
October 31, 2020 | 37.65% |
September 30, 2020 | 37.65% |
August 31, 2020 | 37.65% |
July 31, 2020 | 37.65% |
June 30, 2020 | 37.65% |
May 31, 2020 | 37.65% |
April 30, 2020 | 37.65% |
March 31, 2020 | 37.65% |
February 29, 2020 | 16.20% |
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
16.20%
Minimum
Apr 2019
37.65%
Maximum
Mar 2020
33.72%
Average
37.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9079 |
Beta (5Y) | 0.5322 |
Alpha (vs YCharts Benchmark) (5Y) | -1.528 |
Beta (vs YCharts Benchmark) (5Y) | 0.3879 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.78% |
Historical Sharpe Ratio (5Y) | 0.1989 |
Historical Sortino (5Y) | 0.2172 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |