Manulife Multifactor Em Mkts ETF (MEME.B.TO)
28.37
-1.13
(-3.83%)
CAD |
TSX |
May 31, 16:00
MEME.B.TO Max Drawdown (5Y): 28.46% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 28.46% |
| April 30, 2024 | 28.46% |
| March 31, 2024 | 28.46% |
| February 29, 2024 | 28.46% |
| January 31, 2024 | 28.46% |
| December 31, 2023 | 28.46% |
| November 30, 2023 | 28.46% |
| October 31, 2023 | 28.46% |
| September 30, 2023 | 28.46% |
| August 31, 2023 | 28.46% |
| July 31, 2023 | 28.46% |
| June 30, 2023 | 28.46% |
| May 31, 2023 | 28.46% |
| April 30, 2023 | 28.46% |
| March 31, 2023 | 28.46% |
| February 28, 2023 | 28.46% |
| January 31, 2023 | 28.46% |
| December 31, 2022 | 28.46% |
| November 30, 2022 | 28.46% |
| October 31, 2022 | 28.46% |
| September 30, 2022 | 28.24% |
| August 31, 2022 | 28.24% |
| July 31, 2022 | 28.24% |
| June 30, 2022 | 28.24% |
| May 31, 2022 | 28.24% |
| Date | Value |
|---|---|
| April 30, 2022 | 28.24% |
| March 31, 2022 | 28.24% |
| February 28, 2022 | 28.24% |
| January 31, 2022 | 28.24% |
| December 31, 2021 | 28.24% |
| November 30, 2021 | 28.24% |
| October 31, 2021 | 28.24% |
| September 30, 2021 | 28.24% |
| August 31, 2021 | 28.24% |
| July 31, 2021 | 28.24% |
| June 30, 2021 | 28.24% |
| May 31, 2021 | 28.24% |
| April 30, 2021 | 28.24% |
| March 31, 2021 | 28.24% |
| February 28, 2021 | 28.24% |
| January 31, 2021 | 28.24% |
| December 31, 2020 | 28.24% |
| November 30, 2020 | 28.24% |
| October 31, 2020 | 28.24% |
| September 30, 2020 | 28.24% |
| August 31, 2020 | 28.24% |
| July 31, 2020 | 28.24% |
| June 30, 2020 | 28.24% |
| May 31, 2020 | 28.24% |
| April 30, 2020 | 28.24% |
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
8.16%
Minimum
Jun 2019
28.46%
Maximum
Oct 2022
25.68%
Average
28.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.476 |
| Beta (5Y) | 0.5852 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9472 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.20% |
| Historical Sharpe Ratio (5Y) | 0.1425 |
| Historical Sortino (5Y) | 0.1787 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |