United US Equity Small Cap Corp Cl W (CIG18570)
25.42
+0.27 (+1.09%)
CAD |
Jun 24 2022
CIG18570 Max Drawdown (5Y): 42.80% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 42.80% |
| April 30, 2022 | 42.80% |
| March 31, 2022 | 42.80% |
| February 28, 2022 | 42.80% |
| January 31, 2022 | 42.80% |
| December 31, 2021 | 42.80% |
| November 30, 2021 | 42.80% |
| October 31, 2021 | 42.80% |
| September 30, 2021 | 42.80% |
| August 31, 2021 | 42.80% |
| July 31, 2021 | 42.80% |
| June 30, 2021 | 42.80% |
| May 31, 2021 | 42.80% |
| April 30, 2021 | 42.80% |
| March 31, 2021 | 42.80% |
| February 28, 2021 | 42.80% |
| January 31, 2021 | 42.80% |
| December 31, 2020 | 42.80% |
| November 30, 2020 | 42.80% |
| October 31, 2020 | 42.80% |
| September 30, 2020 | 42.80% |
| August 31, 2020 | 42.80% |
| July 31, 2020 | 42.80% |
| June 30, 2020 | 42.80% |
| May 31, 2020 | 42.80% |
| Date | Value |
|---|---|
| April 30, 2020 | 42.80% |
| March 31, 2020 | 42.80% |
| February 29, 2020 | 20.44% |
| January 31, 2020 | 20.44% |
| December 31, 2019 | 20.44% |
| November 30, 2019 | 20.44% |
| October 31, 2019 | 20.44% |
| September 30, 2019 | 20.44% |
| August 31, 2019 | 20.44% |
| July 31, 2019 | 20.44% |
| June 30, 2019 | 20.44% |
| May 31, 2019 | 20.44% |
| April 30, 2019 | 20.44% |
| March 31, 2019 | 20.44% |
| February 28, 2019 | 20.44% |
| January 31, 2019 | 20.44% |
| December 31, 2018 | 20.44% |
| November 30, 2018 | 18.62% |
| October 31, 2018 | 18.62% |
| September 30, 2018 | 18.62% |
| August 31, 2018 | 18.62% |
| July 31, 2018 | 18.62% |
| June 30, 2018 | 18.62% |
| May 31, 2018 | 18.62% |
| April 30, 2018 | 18.62% |
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
18.62%
Minimum
Jun 2017
42.80%
Maximum
Mar 2020
29.95%
Average
20.44%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.741 |
| Beta (5Y) | 1.273 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.18% |
| Historical Sharpe Ratio (5Y) | 0.4046 |
| Historical Sortino (5Y) | 0.4203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.75% |