Manulife Financial Corp (MFC)
23.65
+0.08
(+0.34%)
USD |
NYSE |
May 02, 11:13
Manulife Financial Max Drawdown (5Y): 57.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.41% |
March 31, 2024 | 57.41% |
February 29, 2024 | 57.41% |
January 31, 2024 | 57.41% |
December 31, 2023 | 57.41% |
November 30, 2023 | 57.41% |
October 31, 2023 | 57.41% |
September 30, 2023 | 57.41% |
August 31, 2023 | 57.41% |
July 31, 2023 | 57.41% |
June 30, 2023 | 57.41% |
May 31, 2023 | 57.41% |
April 30, 2023 | 57.41% |
March 31, 2023 | 57.41% |
February 28, 2023 | 57.41% |
January 31, 2023 | 57.41% |
December 31, 2022 | 57.41% |
November 30, 2022 | 57.41% |
October 31, 2022 | 57.41% |
September 30, 2022 | 57.41% |
August 31, 2022 | 57.41% |
July 31, 2022 | 57.41% |
June 30, 2022 | 57.41% |
May 31, 2022 | 57.41% |
April 30, 2022 | 57.41% |
Date | Value |
---|---|
March 31, 2022 | 57.41% |
February 28, 2022 | 57.41% |
January 31, 2022 | 57.41% |
December 31, 2021 | 57.41% |
November 30, 2021 | 57.41% |
October 31, 2021 | 57.41% |
September 30, 2021 | 57.41% |
August 31, 2021 | 57.41% |
July 31, 2021 | 57.41% |
June 30, 2021 | 57.41% |
May 31, 2021 | 57.41% |
April 30, 2021 | 57.41% |
March 31, 2021 | 57.41% |
February 28, 2021 | 57.41% |
January 31, 2021 | 57.41% |
December 31, 2020 | 57.41% |
November 30, 2020 | 57.41% |
October 31, 2020 | 57.41% |
September 30, 2020 | 57.41% |
August 31, 2020 | 57.41% |
July 31, 2020 | 57.41% |
June 30, 2020 | 57.41% |
May 31, 2020 | 57.41% |
April 30, 2020 | 57.41% |
March 31, 2020 | 57.41% |
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
42.45%
Minimum
May 2019
57.41%
Maximum
Mar 2020
54.91%
Average
57.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Primerica Inc | 54.46% |
Reinsurance Group of America Inc | 65.76% |
Lincoln National Corp | 79.20% |
Prudential Financial Inc | 65.90% |
Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.688 |
Beta (5Y) | 1.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.47% |
Historical Sharpe Ratio (5Y) | 0.2658 |
Historical Sortino (5Y) | 0.3179 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |