Canadian Fixed Income Corporate Class E (CIG15853)
12.47
-0.07
(-0.57%)
CAD |
Jan 10 2025
CIG15853 Max Drawdown (5Y): 17.15% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
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May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3286 |
Beta (5Y) | 1.081 |
Alpha (vs YCharts Benchmark) (5Y) | -1.144 |
Beta (vs YCharts Benchmark) (5Y) | 0.4945 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.08% |
Historical Sharpe Ratio (5Y) | -0.3805 |
Historical Sortino (5Y) | -0.6144 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.79% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:CIG15853.TO", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:CIG15853.TO", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |