United Emerging Markets Equity Corp Cl E (CIG15571)
12.88
-0.12 (-0.93%)
CAD |
Jun 30 2022
CIG15571 Max Drawdown (5Y): 30.35% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 30.35% |
| May 31, 2022 | 30.35% |
| April 30, 2022 | 28.80% |
| March 31, 2022 | 28.10% |
| February 28, 2022 | 25.18% |
| January 31, 2022 | 25.18% |
| December 31, 2021 | 25.18% |
| November 30, 2021 | 25.18% |
| October 31, 2021 | 25.18% |
| September 30, 2021 | 25.18% |
| August 31, 2021 | 25.18% |
| July 31, 2021 | 25.18% |
| June 30, 2021 | 25.18% |
| May 31, 2021 | 25.18% |
| April 30, 2021 | 25.18% |
| March 31, 2021 | 25.18% |
| February 28, 2021 | 25.18% |
| January 31, 2021 | 25.18% |
| December 31, 2020 | 25.18% |
| November 30, 2020 | 25.18% |
| October 31, 2020 | 25.18% |
| September 30, 2020 | 25.18% |
| August 31, 2020 | 25.18% |
| July 31, 2020 | 25.18% |
| June 30, 2020 | 25.18% |
| Date | Value |
|---|---|
| May 31, 2020 | 25.18% |
| April 30, 2020 | 25.18% |
| March 31, 2020 | 25.18% |
| February 29, 2020 | 21.17% |
| January 31, 2020 | 21.17% |
| December 31, 2019 | 21.17% |
| November 30, 2019 | 21.17% |
| October 31, 2019 | 21.17% |
| September 30, 2019 | 21.17% |
| August 31, 2019 | 21.17% |
| July 31, 2019 | 21.17% |
| June 30, 2019 | 21.17% |
| May 31, 2019 | 21.17% |
| April 30, 2019 | 21.17% |
| March 31, 2019 | 21.17% |
| February 28, 2019 | 21.17% |
| January 31, 2019 | 21.17% |
| December 31, 2018 | 21.17% |
| November 30, 2018 | 21.17% |
| October 31, 2018 | 21.17% |
| September 30, 2018 | 21.17% |
| August 31, 2018 | 21.17% |
| July 31, 2018 | 21.17% |
| June 30, 2018 | 21.17% |
| May 31, 2018 | 21.17% |
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
21.17%
Minimum
Jul 2017
30.35%
Maximum
May 2022
23.32%
Average
21.17%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| CI Emerging Markets Class A | 29.89% |
| CI Emerging Mkts Corp Cl A | 30.40% |
| Fidelity Emerging Markets Sr B | 32.60% |
| Russell Inv Emerging Mkts Equity Pl Sr B | 33.55% |
| Fidelity Emerging Markets Class B | 32.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.599 |
| Beta (5Y) | 0.6069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.63% |
| Historical Sharpe Ratio (5Y) | 0.1738 |
| Historical Sortino (5Y) | 0.2337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.97% |