CI Synergy Global Corporate Class AT5 (CIG165T5)
6.338
-0.02 (-0.33%)
CAD |
Jun 29 2022
CIG165T5 Max Drawdown (5Y): 28.12% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 28.12% |
| April 30, 2022 | 28.12% |
| March 31, 2022 | 28.12% |
| February 28, 2022 | 28.12% |
| January 31, 2022 | 28.12% |
| December 31, 2021 | 28.12% |
| November 30, 2021 | 28.12% |
| October 31, 2021 | 28.12% |
| September 30, 2021 | 28.12% |
| August 31, 2021 | 28.12% |
| July 31, 2021 | 28.12% |
| June 30, 2021 | 28.12% |
| May 31, 2021 | 28.12% |
| April 30, 2021 | 28.12% |
| March 31, 2021 | 28.12% |
| February 28, 2021 | 28.12% |
| January 31, 2021 | 28.12% |
| December 31, 2020 | 28.12% |
| November 30, 2020 | 28.12% |
| October 31, 2020 | 28.12% |
| September 30, 2020 | 28.12% |
| August 31, 2020 | 28.12% |
| July 31, 2020 | 28.12% |
| June 30, 2020 | 28.12% |
| May 31, 2020 | 28.12% |
| Date | Value |
|---|---|
| April 30, 2020 | 28.12% |
| March 31, 2020 | 28.12% |
| February 29, 2020 | 17.80% |
| January 31, 2020 | 17.80% |
| December 31, 2019 | 17.80% |
| November 30, 2019 | 17.80% |
| October 31, 2019 | 17.80% |
| September 30, 2019 | 17.80% |
| August 31, 2019 | 17.80% |
| July 31, 2019 | 17.80% |
| June 30, 2019 | 17.80% |
| May 31, 2019 | 17.80% |
| April 30, 2019 | 17.80% |
| March 31, 2019 | 17.80% |
| February 28, 2019 | 17.80% |
| January 31, 2019 | 17.80% |
| December 31, 2018 | 17.80% |
| November 30, 2018 | 15.15% |
| October 31, 2018 | 15.15% |
| September 30, 2018 | 15.15% |
| August 31, 2018 | 15.15% |
| July 31, 2018 | 15.15% |
| June 30, 2018 | 15.15% |
| May 31, 2018 | 15.15% |
| April 30, 2018 | 15.15% |
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
15.15%
Minimum
Oct 2017
28.12%
Maximum
Mar 2020
22.00%
Average
19.30%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.521 |
| Beta (5Y) | 0.7852 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.24% |
| Historical Sharpe Ratio (5Y) | 0.3589 |
| Historical Sortino (5Y) | 0.3868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.80% |