CI Canadian Asset Alloc Corp Cl IT5 (CIG517T5)
8.700
0.00 (0.00%)
CAD |
Aug 16 2022
CIG517T5 Max Drawdown (5Y): 20.74% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 20.74% |
| June 30, 2022 | 20.74% |
| May 31, 2022 | 20.74% |
| April 30, 2022 | 20.74% |
| March 31, 2022 | 20.74% |
| February 28, 2022 | 20.74% |
| January 31, 2022 | 20.74% |
| December 31, 2021 | 20.74% |
| November 30, 2021 | 20.74% |
| October 31, 2021 | 20.74% |
| September 30, 2021 | 20.74% |
| August 31, 2021 | 20.74% |
| July 31, 2021 | 20.74% |
| June 30, 2021 | 20.74% |
| May 31, 2021 | 20.74% |
| April 30, 2021 | 20.74% |
| March 31, 2021 | 20.74% |
| February 28, 2021 | 20.74% |
| January 31, 2021 | 20.74% |
| December 31, 2020 | 20.74% |
| November 30, 2020 | 20.74% |
| October 31, 2020 | 20.74% |
| September 30, 2020 | 20.74% |
| August 31, 2020 | 20.74% |
| July 31, 2020 | 20.74% |
| Date | Value |
|---|---|
| June 30, 2020 | 20.74% |
| May 31, 2020 | 20.74% |
| April 30, 2020 | 20.74% |
| March 31, 2020 | 20.74% |
| February 29, 2020 | 7.74% |
| January 31, 2020 | 7.74% |
| December 31, 2019 | 7.74% |
| November 30, 2019 | 7.74% |
| October 31, 2019 | 7.74% |
| September 30, 2019 | 7.74% |
| August 31, 2019 | 7.74% |
| July 31, 2019 | 7.74% |
| June 30, 2019 | 7.74% |
| May 31, 2019 | 7.74% |
| April 30, 2019 | 7.74% |
| March 31, 2019 | 7.74% |
| February 28, 2019 | 7.74% |
| January 31, 2019 | 7.74% |
| December 31, 2018 | 7.74% |
| November 30, 2018 | 5.83% |
| October 31, 2018 | 5.83% |
| September 30, 2018 | 5.83% |
| August 31, 2018 | 5.83% |
| July 31, 2018 | 5.83% |
| June 30, 2018 | 5.83% |
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
5.83%
Minimum
Aug 2017
20.74%
Maximum
Mar 2020
13.52%
Average
7.74%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| CI Canadian Asset Allocation Cl O | 20.69% |
| TD Global Balanced Opportunities - Priv | 18.65% |
| Sun Life Granite Income Portfolio O | 21.24% |
| CI G5 20 2039 Q2 Class O | 12.16% |
| CI G5 20 2040 Q1 Cl O | 14.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.319 |
| Beta (5Y) | 0.5781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.89% |
| Historical Sharpe Ratio (5Y) | 0.3929 |
| Historical Sortino (5Y) | 0.362 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.84% |