CI Canadian Investment Fund Class A (CIG14003)
31.42
-0.04 (-0.14%)
CAD |
Jul 06 2022
CIG14003 Max Drawdown (5Y): 36.44% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 36.44% |
May 31, 2022 | 36.44% |
April 30, 2022 | 36.44% |
March 31, 2022 | 36.44% |
February 28, 2022 | 36.44% |
January 31, 2022 | 36.44% |
December 31, 2021 | 36.44% |
November 30, 2021 | 36.44% |
October 31, 2021 | 36.44% |
September 30, 2021 | 36.44% |
August 31, 2021 | 36.44% |
July 31, 2021 | 36.44% |
June 30, 2021 | 36.44% |
May 31, 2021 | 36.44% |
April 30, 2021 | 36.44% |
March 31, 2021 | 36.44% |
February 28, 2021 | 36.44% |
January 31, 2021 | 36.44% |
December 31, 2020 | 36.44% |
November 30, 2020 | 36.44% |
October 31, 2020 | 36.44% |
September 30, 2020 | 36.44% |
August 31, 2020 | 36.44% |
July 31, 2020 | 36.44% |
June 30, 2020 | 36.44% |
Date | Value |
---|---|
May 31, 2020 | 36.44% |
April 30, 2020 | 36.44% |
March 31, 2020 | 36.44% |
February 29, 2020 | 18.05% |
January 31, 2020 | 18.05% |
December 31, 2019 | 18.05% |
November 30, 2019 | 18.05% |
October 31, 2019 | 18.05% |
September 30, 2019 | 18.05% |
August 31, 2019 | 18.05% |
July 31, 2019 | 18.05% |
June 30, 2019 | 18.05% |
May 31, 2019 | 18.05% |
April 30, 2019 | 18.05% |
March 31, 2019 | 18.05% |
February 28, 2019 | 18.05% |
January 31, 2019 | 18.05% |
December 31, 2018 | 18.05% |
November 30, 2018 | 18.05% |
October 31, 2018 | 18.05% |
September 30, 2018 | 18.05% |
August 31, 2018 | 18.05% |
July 31, 2018 | 18.05% |
June 30, 2018 | 18.05% |
May 31, 2018 | 18.05% |
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
18.05%
Minimum
Jul 2017
36.44%
Maximum
Mar 2020
26.63%
Average
18.05%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.070 |
Beta (5Y) | 0.9538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.25% |
Historical Sharpe Ratio (5Y) | 0.2534 |
Historical Sortino (5Y) | 0.2376 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.05% |