Mackenzie Canadian S/T Fxd Inc ETF (MCSB.TO)
19.14
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
MCSB.TO Max Drawdown (5Y): 8.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 8.35% |
March 31, 2024 | 8.35% |
February 29, 2024 | 8.35% |
January 31, 2024 | 8.35% |
December 31, 2023 | 8.35% |
November 30, 2023 | 8.35% |
October 31, 2023 | 8.35% |
September 30, 2023 | 8.35% |
August 31, 2023 | 8.35% |
July 31, 2023 | 8.35% |
June 30, 2023 | 8.35% |
May 31, 2023 | 8.35% |
April 30, 2023 | 8.35% |
March 31, 2023 | 8.35% |
February 28, 2023 | 8.35% |
January 31, 2023 | 8.35% |
December 31, 2022 | 8.35% |
November 30, 2022 | 8.35% |
October 31, 2022 | 8.35% |
September 30, 2022 | 8.35% |
August 31, 2022 | 8.35% |
July 31, 2022 | 8.35% |
June 30, 2022 | 8.35% |
May 31, 2022 | 8.35% |
April 30, 2022 | 8.35% |
Date | Value |
---|---|
March 31, 2022 | 8.35% |
February 28, 2022 | 8.35% |
January 31, 2022 | 8.35% |
December 31, 2021 | 8.35% |
November 30, 2021 | 8.35% |
October 31, 2021 | 8.35% |
September 30, 2021 | 8.35% |
August 31, 2021 | 8.35% |
July 31, 2021 | 8.35% |
June 30, 2021 | 8.35% |
May 31, 2021 | 8.35% |
April 30, 2021 | 8.35% |
March 31, 2021 | 8.35% |
February 28, 2021 | 8.35% |
January 31, 2021 | 8.35% |
December 31, 2020 | 8.35% |
November 30, 2020 | 8.35% |
October 31, 2020 | 8.35% |
September 30, 2020 | 8.35% |
August 31, 2020 | 8.35% |
July 31, 2020 | 8.35% |
June 30, 2020 | 8.35% |
May 31, 2020 | 8.35% |
April 30, 2020 | 8.35% |
March 31, 2020 | 8.35% |
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
1.15%
Minimum
May 2019
8.35%
Maximum
Mar 2020
7.15%
Average
8.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2824 |
Beta (5Y) | 0.442 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0896 |
Beta (vs YCharts Benchmark) (5Y) | 0.1559 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.55% |
Historical Sharpe Ratio (5Y) | -0.1676 |
Historical Sortino (5Y) | -0.2197 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.19% |