CI Global Value Fund Series O (CIG18058)
26.39
-0.02
(-0.09%)
CAD |
Apr 02 2026
CIG18058 Max Drawdown (5Y): 14.90% for March 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
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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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CI Global Value Corporate Class O | 15.03% |
| Sun Life MFS Global Growth Class Series O | 22.39% |
| SEI Global Equity Pool R | 16.78% |
| SEI Growth 100 Class O | 17.03% |
| Global Equity Allocation Pool IT8 | 19.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.534 |
| Beta (5Y) | 0.6758 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.543 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4887 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.10% |
| Historical Sharpe Ratio (5Y) | 0.6085 |
| Historical Sortino (5Y) | 0.8655 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.63% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CIG18058.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CIG18058.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |