CI Canadian All Cap Equity Income F (CIG54232)
5.357
+0.03 (+0.53%)
CAD |
Aug 15 2022
CIG54232 Max Drawdown (5Y): 38.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 38.54% |
| June 30, 2022 | 38.54% |
| May 31, 2022 | 38.54% |
| April 30, 2022 | 38.54% |
| March 31, 2022 | 38.54% |
| February 28, 2022 | 38.54% |
| January 31, 2022 | 38.54% |
| December 31, 2021 | 38.54% |
| November 30, 2021 | 38.54% |
| October 31, 2021 | 38.54% |
| September 30, 2021 | 38.54% |
| August 31, 2021 | 38.54% |
| July 31, 2021 | 38.54% |
| June 30, 2021 | 38.54% |
| May 31, 2021 | 38.54% |
| April 30, 2021 | 38.54% |
| March 31, 2021 | 38.54% |
| February 28, 2021 | 38.54% |
| January 31, 2021 | 38.54% |
| December 31, 2020 | 38.54% |
| November 30, 2020 | 38.54% |
| October 31, 2020 | 38.54% |
| September 30, 2020 | 38.54% |
| August 31, 2020 | 38.54% |
| July 31, 2020 | 38.54% |
| Date | Value |
|---|---|
| June 30, 2020 | 38.54% |
| May 31, 2020 | 38.54% |
| April 30, 2020 | 38.54% |
| March 31, 2020 | 38.54% |
| February 29, 2020 | 17.33% |
| January 31, 2020 | 17.33% |
| December 31, 2019 | 17.33% |
| November 30, 2019 | 17.33% |
| October 31, 2019 | 17.33% |
| September 30, 2019 | 17.33% |
| August 31, 2019 | 17.33% |
| July 31, 2019 | 17.33% |
| June 30, 2019 | 17.33% |
| May 31, 2019 | 17.33% |
| April 30, 2019 | 17.33% |
| March 31, 2019 | 17.33% |
| February 28, 2019 | 17.33% |
| January 31, 2019 | 17.33% |
| December 31, 2018 | 17.33% |
| November 30, 2018 | 9.22% |
| October 31, 2018 | 9.22% |
| September 30, 2018 | 7.41% |
| August 31, 2018 | 7.41% |
| July 31, 2018 | 7.41% |
| June 30, 2018 | 7.41% |
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
7.41%
Minimum
Aug 2017
38.54%
Maximum
Mar 2020
25.00%
Average
17.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| CI Canadian Eq Corp Cl F | 32.57% |
| United Canadian Equity Alpha Corp Cl W | 40.57% |
| Fidelity Greater Canada Class Sr F | 28.76% |
| Fidelity Greater Canada Sr F | 28.74% |
| Manulife Dividend Income Plus F | 33.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.580 |
| Beta (5Y) | 1.055 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.50% |
| Historical Sharpe Ratio (5Y) | 0.3588 |
| Historical Sortino (5Y) | 0.3585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.83% |