NBI Bond Series O (NBC340)

9.85 +0.04 (+0.41%) CAD  |  Dec 20 2024
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NBC340 Max Drawdown (5Y): 17.37% 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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Max Drawdown (5Y) Benchmarks

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Russell Inv Canadian Fixed Income Series O 16.80%
Russell Inv Fixed Income Pool Series O 15.95%
RBC Bond Sr O 17.93%
Beutel Goodman Income Class I 17.16%
Renaissance Canadian Bond Class O 17.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.635
Beta (5Y) 1.229
Alpha (vs YCharts Benchmark) (5Y) 0.6903
Beta (vs YCharts Benchmark) (5Y) 0.6574
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.91%
Historical Sharpe Ratio (5Y) -0.165
Historical Sortino (5Y) -0.2908
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.15%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NBC340.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NBC340.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.