CI Global Equity & Income P (CIG90060)
7.221
+0.01 (+0.13%)
CAD |
Jul 05 2022
CIG90060 Max Drawdown (5Y): 15.32% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 15.32% |
May 31, 2022 | 15.11% |
April 30, 2022 | 15.11% |
March 31, 2022 | 15.11% |
February 28, 2022 | 15.11% |
January 31, 2022 | 15.11% |
December 31, 2021 | 15.11% |
November 30, 2021 | 15.11% |
October 31, 2021 | 15.11% |
September 30, 2021 | 15.11% |
August 31, 2021 | 15.11% |
July 31, 2021 | 15.11% |
June 30, 2021 | 15.11% |
May 31, 2021 | 15.11% |
April 30, 2021 | 15.11% |
March 31, 2021 | 15.11% |
February 28, 2021 | 15.11% |
January 31, 2021 | 15.11% |
December 31, 2020 | 15.11% |
November 30, 2020 | 15.11% |
October 31, 2020 | 15.11% |
September 30, 2020 | 15.11% |
August 31, 2020 | 15.11% |
July 31, 2020 | 15.11% |
June 30, 2020 | 15.11% |
Date | Value |
---|---|
May 31, 2020 | 15.11% |
April 30, 2020 | 15.11% |
March 31, 2020 | 15.11% |
February 29, 2020 | 4.15% |
January 31, 2020 | 4.15% |
December 31, 2019 | 4.15% |
November 30, 2019 | 4.15% |
October 31, 2019 | 4.15% |
September 30, 2019 | 4.15% |
August 31, 2019 | 4.15% |
July 31, 2019 | 4.15% |
June 30, 2019 | 4.15% |
May 31, 2019 | 4.15% |
April 30, 2019 | 4.15% |
March 31, 2019 | 4.15% |
February 28, 2019 | 4.15% |
January 31, 2019 | 4.15% |
December 31, 2018 | 4.15% |
November 30, 2018 | 4.15% |
October 31, 2018 | 4.15% |
September 30, 2018 | 4.15% |
August 31, 2018 | 4.15% |
July 31, 2018 | 4.15% |
June 30, 2018 | 4.15% |
May 31, 2018 | 4.15% |
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
4.15%
Minimum
Jul 2017
15.32%
Maximum
Jun 2022
9.27%
Average
4.15%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.175 |
Beta (5Y) | 0.4212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.66% |
Historical Sharpe Ratio (5Y) | 0.2901 |
Historical Sortino (5Y) | 0.2826 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.09% |