CI G520i 2036 Q2 Class O (CIG4411)
6.660
0.00 (0.00%)
CAD |
Dec 24 2024
CIG4411 Max Drawdown (5Y): 16.48% for Nov. 30, 2024
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CI G520 2040 Q1 Class O | 14.18% |
| CI G520 2040 Q4 Class O | 19.91% |
| CI G520i 2035 Q2 Class O | 12.02% |
| CI G520 2039 Q2 Class O | 12.28% |
| CI G520 2039 Q3 Class O | 12.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.062 |
| Beta (5Y) | 0.2468 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.642 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4311 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.42% |
| Historical Sharpe Ratio (5Y) | -0.4888 |
| Historical Sortino (5Y) | -0.50 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.13% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CIG4411.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CIG4411.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |