CIBC Core Plus Fixed Income Pool Srs O (ATL5028)

9.155 0.00 (0.00%) CAD  |  Dec 24 2024
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ATL5028 Max Drawdown (5Y): 12.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
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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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CIBC Core Fixed Income Pool Srs O 11.54%
Capital Group World Bond Series I 22.61%
RBC Core Plus Bond Pool O 14.47%
RBC Core Bond Pool O 13.34%
RBC Conservative Bond Pool O 10.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.512
Beta (5Y) 0.8843
Alpha (vs YCharts Benchmark) (5Y) 1.599
Beta (vs YCharts Benchmark) (5Y) 0.544
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 5.51%
Historical Sharpe Ratio (5Y) -0.0879
Historical Sortino (5Y) -0.1107
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.27%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:ATL5028.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:ATL5028.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.