CI Canadian Bond Fund Series A (CIG847)
5.209
+0.02
(+0.40%)
CAD |
Dec 20 2024
CIG847 Max Drawdown (5Y): 17.89% 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
| Canadian Fixed Income Pool W | 13.76% |
| Scotia Canadian Bond Index Series A | 19.10% |
| Fidelity Canadian Bond Series B | 18.42% |
| FMOQ Canadian Bond Fund | 19.60% |
| Russell Inv Fixed Income Pool Series B | 17.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7636 |
| Beta (5Y) | 1.186 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2308 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.66% |
| Historical Sharpe Ratio (5Y) | -0.2873 |
| Historical Sortino (5Y) | -0.5106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.00% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:CIG847.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:CIG847.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |