CIBC Multi-Asset Glob Bal Pv Pl Cl F-pm T6 (ATL3587)

8.784 +0.02 (+0.26%) CAD  |  Dec 24 2024
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ATL3587 Max Drawdown (5Y): 21.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sun Life Granite Income Portfolio Srs F 21.29%
CI G520 2040 Q1 Class F 16.46%
CI G520 2040 Q4 Class F 22.33%
CI G520i 2036 Q2 Class F 18.97%
Renaissance Optimal Inflation Oppty Port Cl F 11.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.531
Beta (5Y) 0.5732
Alpha (vs YCharts Benchmark) (5Y) 3.088
Beta (vs YCharts Benchmark) (5Y) 0.877
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.34%
Historical Sharpe Ratio (5Y) 0.2977
Historical Sortino (5Y) 0.289
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.71%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:ATL3587.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:ATL3587.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.