CIBC US Broad Market Index (CIB484)
73.73
+1.34 (+1.86%)
CAD |
Mar 21 2023
CIB484 Max Drawdown (5Y): 28.40% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 28.40% |
January 31, 2023 | 28.40% |
December 31, 2022 | 28.40% |
November 30, 2022 | 28.40% |
October 31, 2022 | 28.40% |
September 30, 2022 | 28.40% |
August 31, 2022 | 28.40% |
July 31, 2022 | 28.40% |
June 30, 2022 | 28.40% |
May 31, 2022 | 28.40% |
April 30, 2022 | 28.40% |
March 31, 2022 | 28.40% |
February 28, 2022 | 28.40% |
January 31, 2022 | 28.40% |
December 31, 2021 | 28.40% |
November 30, 2021 | 28.40% |
October 31, 2021 | 28.40% |
September 30, 2021 | 28.40% |
August 31, 2021 | 28.40% |
July 31, 2021 | 28.40% |
June 30, 2021 | 28.40% |
May 31, 2021 | 28.40% |
April 30, 2021 | 28.40% |
March 31, 2021 | 28.40% |
February 28, 2021 | 28.40% |
Date | Value |
---|---|
January 31, 2021 | 28.40% |
December 31, 2020 | 28.40% |
November 30, 2020 | 28.40% |
October 31, 2020 | 28.40% |
September 30, 2020 | 28.40% |
August 31, 2020 | 28.40% |
July 31, 2020 | 28.40% |
June 30, 2020 | 28.40% |
May 31, 2020 | 28.40% |
April 30, 2020 | 28.40% |
March 31, 2020 | 28.40% |
February 29, 2020 | 17.33% |
January 31, 2020 | 17.33% |
December 31, 2019 | 17.33% |
November 30, 2019 | 17.33% |
October 31, 2019 | 17.33% |
September 30, 2019 | 17.33% |
August 31, 2019 | 17.33% |
July 31, 2019 | 17.33% |
June 30, 2019 | 17.33% |
May 31, 2019 | 17.33% |
April 30, 2019 | 17.33% |
March 31, 2019 | 17.33% |
February 28, 2019 | 17.33% |
January 31, 2019 | 17.33% |
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
12.47%
Minimum
Mar 2018
28.40%
Maximum
Mar 2020
23.24%
Average
28.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wilshire 5000 Index Invmt | 34.62% |
CIBC US Index Premium | 27.15% |
TD US Index I (USD) | 33.81% |
RBC U.S. Equity Ccy Netrl Idx ETF DZ | 35.23% |
BMO US Dollar Equity Index A (USD) | 33.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6756 |
Beta (5Y) | 0.8778 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2538 |
Beta (vs YCharts Benchmark) (5Y) | 0.7743 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.80% |
Historical Sharpe Ratio (5Y) | 0.5341 |
Historical Sortino (5Y) | 0.6349 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |