Mackenzie Maximum Divers Dev Eurp ETF (MEU.TO)
22.27
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
MEU.TO Max Drawdown (5Y): 33.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 33.54% |
| March 31, 2024 | 33.54% |
| February 29, 2024 | 33.54% |
| January 31, 2024 | 33.54% |
| December 31, 2023 | 33.54% |
| November 30, 2023 | 33.54% |
| October 31, 2023 | 33.54% |
| September 30, 2023 | 33.54% |
| August 31, 2023 | 33.54% |
| July 31, 2023 | 33.54% |
| June 30, 2023 | 33.54% |
| May 31, 2023 | 33.54% |
| April 30, 2023 | 33.54% |
| March 31, 2023 | 33.54% |
| February 28, 2023 | 33.54% |
| January 31, 2023 | 33.54% |
| December 31, 2022 | 33.54% |
| November 30, 2022 | 33.54% |
| October 31, 2022 | 33.54% |
| September 30, 2022 | 33.54% |
| August 31, 2022 | 27.54% |
| July 31, 2022 | 27.50% |
| June 30, 2022 | 27.50% |
| May 31, 2022 | 26.90% |
| April 30, 2022 | 26.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 26.90% |
| February 28, 2022 | 26.90% |
| January 31, 2022 | 26.90% |
| December 31, 2021 | 26.90% |
| November 30, 2021 | 26.90% |
| October 31, 2021 | 26.90% |
| September 30, 2021 | 26.90% |
| August 31, 2021 | 26.90% |
| July 31, 2021 | 26.90% |
| June 30, 2021 | 26.90% |
| May 31, 2021 | 26.90% |
| April 30, 2021 | 26.90% |
| March 31, 2021 | 26.90% |
| February 28, 2021 | 26.90% |
| January 31, 2021 | 26.90% |
| December 31, 2020 | 26.90% |
| November 30, 2020 | 26.90% |
| October 31, 2020 | 26.90% |
| September 30, 2020 | 26.90% |
| August 31, 2020 | 26.90% |
| July 31, 2020 | 26.90% |
| June 30, 2020 | 26.90% |
| May 31, 2020 | 26.90% |
| April 30, 2020 | 26.90% |
| March 31, 2020 | 26.90% |
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
13.49%
Minimum
May 2019
33.54%
Maximum
Sep 2022
26.91%
Average
26.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.340 |
| Beta (5Y) | 0.6941 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.691 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5905 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.36% |
| Historical Sharpe Ratio (5Y) | 0.0303 |
| Historical Sortino (5Y) | 0.0368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.58% |