CI G520 2039 Q2 Class F (CIG3003)

8.778 +0.01 (+0.09%) CAD  |  Dec 24 2024
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CIG3003 Max Drawdown (5Y): 14.39% 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 G520 2039 Q3 Class F 13.76%
CI G520i 2035 Q2 Class F 13.32%
CI G520 2040 Q1 Class F 16.46%
CI G520 2040 Q4 Class F 22.33%
CI G520i 2036 Q2 Class F 18.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.952
Beta (5Y) 0.2341
Alpha (vs YCharts Benchmark) (5Y) -1.656
Beta (vs YCharts Benchmark) (5Y) 0.4429
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 5.12%
Historical Sharpe Ratio (5Y) -0.3245
Historical Sortino (5Y) -0.4336
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.57%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CIG3003.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CIG3003.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.