CI Diversified Yield Corporate Cl ET8 (CIG16340)
5.086
+0.05 (+1.05%)
CAD |
Jun 24 2022
CIG16340 Max Drawdown (5Y): 30.25% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 30.25% |
April 30, 2022 | 30.25% |
March 31, 2022 | 30.25% |
February 28, 2022 | 30.25% |
January 31, 2022 | 30.25% |
December 31, 2021 | 30.25% |
November 30, 2021 | 30.25% |
October 31, 2021 | 30.25% |
September 30, 2021 | 30.25% |
August 31, 2021 | 30.25% |
July 31, 2021 | 30.25% |
June 30, 2021 | 30.25% |
May 31, 2021 | 30.25% |
April 30, 2021 | 30.25% |
March 31, 2021 | 30.25% |
February 28, 2021 | 30.25% |
January 31, 2021 | 30.25% |
December 31, 2020 | 30.25% |
November 30, 2020 | 30.25% |
October 31, 2020 | 30.25% |
September 30, 2020 | 30.25% |
August 31, 2020 | 30.25% |
July 31, 2020 | 30.25% |
June 30, 2020 | 30.25% |
May 31, 2020 | 30.25% |
Date | Value |
---|---|
April 30, 2020 | 30.25% |
March 31, 2020 | 30.25% |
February 29, 2020 | 11.38% |
January 31, 2020 | 11.38% |
December 31, 2019 | 11.38% |
November 30, 2019 | 11.38% |
October 31, 2019 | 11.38% |
September 30, 2019 | 11.38% |
August 31, 2019 | 11.38% |
July 31, 2019 | 11.38% |
June 30, 2019 | 11.38% |
May 31, 2019 | 11.38% |
April 30, 2019 | 11.38% |
March 31, 2019 | 11.38% |
February 28, 2019 | 11.38% |
January 31, 2019 | 11.38% |
December 31, 2018 | 11.38% |
November 30, 2018 | 11.38% |
October 31, 2018 | 11.38% |
September 30, 2018 | 11.38% |
August 31, 2018 | 11.38% |
July 31, 2018 | 11.38% |
June 30, 2018 | 11.38% |
May 31, 2018 | 11.38% |
April 30, 2018 | 11.38% |
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
11.38%
Minimum
Jun 2017
30.25%
Maximum
Mar 2020
19.87%
Average
11.38%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.901 |
Beta (5Y) | 0.7313 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.52% |
Historical Sharpe Ratio (5Y) | 0.1892 |
Historical Sortino (5Y) | 0.1566 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.54% |