Dividend 15 Split Corp II (DF.TO)
4.40
+0.03
(+0.69%)
CAD |
TSX |
May 01, 15:46
Dividend 15 Split Corp II Max Drawdown (5Y): 70.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.71% |
March 31, 2024 | 70.71% |
February 29, 2024 | 70.71% |
January 31, 2024 | 70.71% |
December 31, 2023 | 70.71% |
November 30, 2023 | 70.71% |
October 31, 2023 | 70.71% |
September 30, 2023 | 70.71% |
August 31, 2023 | 70.71% |
July 31, 2023 | 70.71% |
June 30, 2023 | 70.71% |
May 31, 2023 | 70.71% |
April 30, 2023 | 70.71% |
March 31, 2023 | 70.71% |
February 28, 2023 | 70.71% |
January 31, 2023 | 70.71% |
December 31, 2022 | 70.71% |
November 30, 2022 | 70.71% |
October 31, 2022 | 70.71% |
September 30, 2022 | 70.71% |
August 31, 2022 | 70.71% |
July 31, 2022 | 70.71% |
June 30, 2022 | 70.71% |
May 31, 2022 | 70.71% |
April 30, 2022 | 70.71% |
Date | Value |
---|---|
March 31, 2022 | 70.71% |
February 28, 2022 | 70.71% |
January 31, 2022 | 70.71% |
December 31, 2021 | 70.71% |
November 30, 2021 | 70.71% |
October 31, 2021 | 70.71% |
September 30, 2021 | 70.71% |
August 31, 2021 | 70.71% |
July 31, 2021 | 70.71% |
June 30, 2021 | 70.71% |
May 31, 2021 | 70.71% |
April 30, 2021 | 70.71% |
March 31, 2021 | 70.71% |
February 28, 2021 | 70.71% |
January 31, 2021 | 70.71% |
December 31, 2020 | 70.71% |
November 30, 2020 | 70.71% |
October 31, 2020 | 70.71% |
September 30, 2020 | 69.11% |
August 31, 2020 | 69.11% |
July 31, 2020 | 69.11% |
June 30, 2020 | 69.11% |
May 31, 2020 | 69.11% |
April 30, 2020 | 69.11% |
March 31, 2020 | 69.11% |
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
69.11%
Minimum
May 2019
70.71%
Maximum
Oct 2020
70.26%
Average
70.71%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.13 |
Beta (5Y) | 2.761 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.84% |
Historical Sharpe Ratio (5Y) | 0.0222 |
Historical Sortino (5Y) | 0.0309 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |