CI Select 40i60e Managed Portfolio Corp Cl PT5 (CIG90603)

8.779 +0.03 (+0.30%) CAD  |  Dec 24 2024
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CIG90603 Max Drawdown (5Y): 24.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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CI Portfolio Series Balanced Fund Series FT5 22.64%
CI Select 60i40e Managed Portfolio Corp Cl FT8 19.44%
CI Select 50i50e Managed Portfolio Corp Cl FT8 21.95%
Tactical Asset Allocation Balanced Class Sr FT8 --
CI Mosaic Balanced ETF Portfolio FT5 21.55%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.430
Beta (5Y) 0.6143
Alpha (vs YCharts Benchmark) (5Y) 4.592
Beta (vs YCharts Benchmark) (5Y) 0.9562
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 11.46%
Historical Sharpe Ratio (5Y) 0.3997
Historical Sortino (5Y) 0.3668
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.33%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CIG90603.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CIG90603.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.