CI Global Health Sciences Corp Class (CIG1701)
46.41
-0.45 (-0.97%)
CAD |
Aug 11 2022
CIG1701 Max Drawdown (5Y): 28.29% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 28.29% |
| June 30, 2022 | 28.29% |
| May 31, 2022 | 28.29% |
| April 30, 2022 | 28.29% |
| March 31, 2022 | 28.29% |
| February 28, 2022 | 28.29% |
| January 31, 2022 | 28.29% |
| December 31, 2021 | 28.29% |
| November 30, 2021 | 28.29% |
| October 31, 2021 | 28.47% |
| September 30, 2021 | 28.47% |
| August 31, 2021 | 29.53% |
| July 31, 2021 | 29.53% |
| June 30, 2021 | 29.53% |
| May 31, 2021 | 29.53% |
| April 30, 2021 | 29.53% |
| March 31, 2021 | 29.53% |
| February 28, 2021 | 29.53% |
| January 31, 2021 | 29.53% |
| December 31, 2020 | 29.53% |
| November 30, 2020 | 29.53% |
| October 31, 2020 | 29.53% |
| September 30, 2020 | 29.53% |
| August 31, 2020 | 29.53% |
| July 31, 2020 | 29.53% |
| Date | Value |
|---|---|
| June 30, 2020 | 29.53% |
| May 31, 2020 | 29.53% |
| April 30, 2020 | 29.53% |
| March 31, 2020 | 29.53% |
| February 29, 2020 | 29.53% |
| January 31, 2020 | 29.53% |
| December 31, 2019 | 29.53% |
| November 30, 2019 | 29.53% |
| October 31, 2019 | 29.53% |
| September 30, 2019 | 29.53% |
| August 31, 2019 | 29.53% |
| July 31, 2019 | 29.53% |
| June 30, 2019 | 29.53% |
| May 31, 2019 | 29.53% |
| April 30, 2019 | 29.53% |
| March 31, 2019 | 29.53% |
| February 28, 2019 | 29.53% |
| January 31, 2019 | 29.53% |
| December 31, 2018 | 29.53% |
| November 30, 2018 | 29.53% |
| October 31, 2018 | 29.53% |
| September 30, 2018 | 29.53% |
| August 31, 2018 | 29.53% |
| July 31, 2018 | 29.53% |
| June 30, 2018 | 29.53% |
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
28.29%
Minimum
Nov 2021
29.53%
Maximum
Aug 2017
29.31%
Average
29.53%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| IG Mackenzie Global Health Care Cl B | 17.61% |
| Global Healthcare Div A | 16.25% |
| NBI Science and Technology A | 23.49% |
| Fidelity Global Health Care Cl B | 22.36% |
| Fidelity Global Health Care Series B | 22.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.535 |
| Beta (5Y) | 0.669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.81% |
| Historical Sharpe Ratio (5Y) | 0.2352 |
| Historical Sortino (5Y) | 0.3791 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.89% |