Canadian Fixed Income Pool I (CIG16453)

16.27 -0.06 (-0.38%) CAD  |  Dec 20 2024
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CIG16453 Max Drawdown (5Y): 13.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CI Canadian Bond Fund Series I 15.67%
CI Canadian Bond Private Pool Series I 15.66%
PH&N Total Return Bond Sr O 16.53%
PH&N Core Plus Bond Series O 16.57%
RBC Bond Sr O 17.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.563
Beta (5Y) 1.092
Alpha (vs YCharts Benchmark) (5Y) 1.494
Beta (vs YCharts Benchmark) (5Y) 0.5015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.13%
Historical Sharpe Ratio (5Y) 0.016
Historical Sortino (5Y) 0.0265
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.61%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CIG16453.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CIG16453.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.