Sionna Canadian Equity I (BIP681)
21.49
+0.02 (+0.10%)
CAD |
May 20 2022
BIP681 Max Drawdown (5Y): 38.40% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 38.40% |
March 31, 2022 | 38.40% |
February 28, 2022 | 38.40% |
January 31, 2022 | 38.40% |
December 31, 2021 | 38.40% |
November 30, 2021 | 38.40% |
October 31, 2021 | 38.40% |
September 30, 2021 | 38.40% |
August 31, 2021 | 38.40% |
July 31, 2021 | 38.40% |
June 30, 2021 | 38.40% |
May 31, 2021 | 38.40% |
April 30, 2021 | 38.40% |
March 31, 2021 | 38.40% |
February 28, 2021 | 38.40% |
January 31, 2021 | 38.40% |
December 31, 2020 | 38.40% |
November 30, 2020 | 38.40% |
October 31, 2020 | 38.40% |
September 30, 2020 | 38.40% |
August 31, 2020 | 38.40% |
July 31, 2020 | 38.40% |
June 30, 2020 | 38.40% |
May 31, 2020 | 38.40% |
April 30, 2020 | 38.40% |
Date | Value |
---|---|
March 31, 2020 | 38.40% |
February 29, 2020 | 20.80% |
January 31, 2020 | 20.80% |
December 31, 2019 | 20.80% |
November 30, 2019 | 20.80% |
October 31, 2019 | 20.80% |
September 30, 2019 | 20.80% |
August 31, 2019 | 20.80% |
July 31, 2019 | 20.80% |
June 30, 2019 | 20.80% |
May 31, 2019 | 20.80% |
April 30, 2019 | 20.80% |
March 31, 2019 | 20.80% |
February 28, 2019 | 20.80% |
January 31, 2019 | 20.80% |
December 31, 2018 | 20.80% |
November 30, 2018 | 20.80% |
October 31, 2018 | 20.80% |
September 30, 2018 | 20.80% |
August 31, 2018 | 20.80% |
July 31, 2018 | 20.80% |
June 30, 2018 | 20.80% |
May 31, 2018 | 20.80% |
April 30, 2018 | 20.80% |
March 31, 2018 | 20.80% |
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
20.80%
Minimum
May 2017
38.40%
Maximum
Mar 2020
28.43%
Average
20.80%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.358 |
Beta (5Y) | 1.019 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.92% |
Historical Sharpe Ratio (5Y) | 0.5194 |
Historical Sortino (5Y) | 0.4441 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.80% |