CI Emerging Markets Class A (CIG14204)
20.79
-0.09 (-0.44%)
CAD |
Jun 28 2022
CIG14204 Max Drawdown (5Y): 29.89% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 29.89% |
April 30, 2022 | 28.35% |
March 31, 2022 | 27.69% |
February 28, 2022 | 25.05% |
January 31, 2022 | 25.05% |
December 31, 2021 | 25.05% |
November 30, 2021 | 25.05% |
October 31, 2021 | 25.05% |
September 30, 2021 | 25.05% |
August 31, 2021 | 25.05% |
July 31, 2021 | 25.05% |
June 30, 2021 | 25.05% |
May 31, 2021 | 25.05% |
April 30, 2021 | 25.05% |
March 31, 2021 | 25.05% |
February 28, 2021 | 25.05% |
January 31, 2021 | 25.05% |
December 31, 2020 | 25.05% |
November 30, 2020 | 25.05% |
October 31, 2020 | 25.05% |
September 30, 2020 | 25.05% |
August 31, 2020 | 25.05% |
July 31, 2020 | 25.05% |
June 30, 2020 | 25.05% |
May 31, 2020 | 25.05% |
Date | Value |
---|---|
April 30, 2020 | 25.05% |
March 31, 2020 | 25.05% |
February 29, 2020 | 21.53% |
January 31, 2020 | 21.53% |
December 31, 2019 | 21.53% |
November 30, 2019 | 21.53% |
October 31, 2019 | 21.53% |
September 30, 2019 | 21.53% |
August 31, 2019 | 21.53% |
July 31, 2019 | 21.53% |
June 30, 2019 | 21.53% |
May 31, 2019 | 21.53% |
April 30, 2019 | 21.53% |
March 31, 2019 | 21.53% |
February 28, 2019 | 21.53% |
January 31, 2019 | 21.53% |
December 31, 2018 | 21.53% |
November 30, 2018 | 21.53% |
October 31, 2018 | 21.53% |
September 30, 2018 | 21.53% |
August 31, 2018 | 21.53% |
July 31, 2018 | 21.53% |
June 30, 2018 | 21.53% |
May 31, 2018 | 21.53% |
April 30, 2018 | 21.53% |
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
21.53%
Minimum
Aug 2017
29.89%
Maximum
May 2022
23.41%
Average
21.53%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.680 |
Beta (5Y) | 0.6188 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.67% |
Historical Sharpe Ratio (5Y) | 0.2345 |
Historical Sortino (5Y) | 0.3135 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.96% |