CIBC Canadian Equity Private Pool Class I (ATL623)

15.37 -0.03 (-0.18%) CAD  |  Dec 27 2024
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ATL623 Max Drawdown (5Y): 37.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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RBC O'Shaughnessy All-Canadian Equity Sr O 45.74%
CIBC Private Wealth Canadian Core Equity Pool O --
Canadian Equity Value Corporate Class IT8 35.81%
CI Select Canadian Equity Managed Corporate Cl I 37.53%
NEI ESG Canadian Enhanced Index Series O 37.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.256
Beta (5Y) 1.037
Alpha (vs YCharts Benchmark) (5Y) 4.968
Beta (vs YCharts Benchmark) (5Y) 0.7515
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.90%
Historical Sharpe Ratio (5Y) 0.4964
Historical Sortino (5Y) 0.455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.27%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:ATL623.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:ATL623.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.