Desjardins Alt Long/Short Equity MN ETF (DANC.TO)
22.32
-0.03
(-0.13%)
CAD |
TSX |
Sep 27, 16:00
DANC.TO Max Drawdown (5Y): 2.79% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 2.79% |
| July 31, 2024 | 2.79% |
| June 30, 2024 | 2.79% |
| May 31, 2024 | 2.79% |
| April 30, 2024 | 2.79% |
| March 31, 2024 | 2.79% |
| February 29, 2024 | 2.79% |
| January 31, 2024 | 2.79% |
| December 31, 2023 | 2.79% |
| November 30, 2023 | 2.79% |
| October 31, 2023 | 2.79% |
| September 30, 2023 | 2.79% |
| August 31, 2023 | 2.79% |
| July 31, 2023 | 2.79% |
| June 30, 2023 | 2.79% |
| May 31, 2023 | 2.79% |
| April 30, 2023 | 2.79% |
| March 31, 2023 | 2.79% |
| February 28, 2023 | 2.79% |
| January 31, 2023 | 2.79% |
| December 31, 2022 | 2.79% |
| November 30, 2022 | 2.79% |
| October 31, 2022 | 2.79% |
| September 30, 2022 | 2.79% |
| August 31, 2022 | 2.79% |
| Date | Value |
|---|---|
| July 31, 2022 | 2.79% |
| June 30, 2022 | 2.79% |
| May 31, 2022 | 2.79% |
| April 30, 2022 | 2.11% |
| March 31, 2022 | 2.11% |
| February 28, 2022 | 2.11% |
| January 31, 2022 | 1.97% |
| December 31, 2021 | 1.51% |
| November 30, 2021 | 1.33% |
| October 31, 2021 | 1.10% |
| September 30, 2021 | 1.10% |
| August 31, 2021 | 1.10% |
| July 31, 2021 | 1.10% |
| June 30, 2021 | 1.10% |
| May 31, 2021 | 1.01% |
| April 30, 2021 | 0.85% |
| March 31, 2021 | 0.85% |
| February 28, 2021 | 0.85% |
| January 31, 2021 | 0.85% |
| December 31, 2020 | 0.85% |
| November 30, 2020 | 0.85% |
| October 31, 2020 | 0.85% |
| September 30, 2020 | 0.85% |
| August 31, 2020 | 0.85% |
| July 31, 2020 | 0.61% |
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
0.39%
Minimum
Sep 2019
2.79%
Maximum
May 2022
1.81%
Average
2.11%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5506 |
| Beta (5Y) | -0.0154 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5519 |
| Beta (vs YCharts Benchmark) (5Y) | -0.0098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.57% |
| Historical Sharpe Ratio (5Y) | 0.2653 |
| Historical Sortino (5Y) | 0.5772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.46% |