Dividend Select 15 Corp (DS.TO)
6.61
-0.04
(-0.60%)
CAD |
TSX |
Nov 01, 16:00
Dividend Select 15 Max Drawdown (5Y): 43.13% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 43.13% |
| August 31, 2024 | 43.13% |
| July 31, 2024 | 43.13% |
| June 30, 2024 | 43.13% |
| May 31, 2024 | 43.13% |
| April 30, 2024 | 43.13% |
| March 31, 2024 | 43.13% |
| February 29, 2024 | 43.13% |
| January 31, 2024 | 43.13% |
| December 31, 2023 | 43.13% |
| November 30, 2023 | 43.13% |
| October 31, 2023 | 43.13% |
| September 30, 2023 | 43.13% |
| August 31, 2023 | 43.13% |
| July 31, 2023 | 43.13% |
| June 30, 2023 | 43.13% |
| May 31, 2023 | 43.13% |
| April 30, 2023 | 43.13% |
| March 31, 2023 | 43.13% |
| February 28, 2023 | 43.13% |
| January 31, 2023 | 43.13% |
| December 31, 2022 | 43.13% |
| November 30, 2022 | 43.13% |
| October 31, 2022 | 43.13% |
| September 30, 2022 | 43.13% |
| Date | Value |
|---|---|
| August 31, 2022 | 43.13% |
| July 31, 2022 | 43.13% |
| June 30, 2022 | 43.13% |
| May 31, 2022 | 43.13% |
| April 30, 2022 | 43.13% |
| March 31, 2022 | 43.13% |
| February 28, 2022 | 43.13% |
| January 31, 2022 | 43.13% |
| December 31, 2021 | 43.13% |
| November 30, 2021 | 43.13% |
| October 31, 2021 | 43.13% |
| September 30, 2021 | 43.13% |
| August 31, 2021 | 43.13% |
| July 31, 2021 | 43.13% |
| June 30, 2021 | 43.13% |
| May 31, 2021 | 43.13% |
| April 30, 2021 | 43.13% |
| March 31, 2021 | 43.13% |
| February 28, 2021 | 43.13% |
| January 31, 2021 | 43.13% |
| December 31, 2020 | 43.13% |
| November 30, 2020 | 43.13% |
| October 31, 2020 | 43.13% |
| September 30, 2020 | 43.13% |
| August 31, 2020 | 43.13% |
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
26.51%
Minimum
Nov 2019
43.13%
Maximum
Mar 2020
42.00%
Average
43.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.144 |
| Beta (5Y) | 0.7903 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.72% |
| Historical Sharpe Ratio (5Y) | 0.2963 |
| Historical Sortino (5Y) | 0.2959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.59% |