Mackenzie Core Plus Glbl Fxd Inc ETF (MGB.TO)
16.32
-0.11
(-0.67%)
CAD |
TSX |
Nov 12, 16:00
MGB.TO Max Drawdown (5Y): 17.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.54% |
| September 30, 2024 | 17.54% |
| August 31, 2024 | 17.54% |
| July 31, 2024 | 17.54% |
| June 30, 2024 | 17.54% |
| May 31, 2024 | 17.54% |
| April 30, 2024 | 17.54% |
| March 31, 2024 | 17.54% |
| February 29, 2024 | 17.54% |
| January 31, 2024 | 17.54% |
| December 31, 2023 | 17.54% |
| November 30, 2023 | 17.54% |
| October 31, 2023 | 17.54% |
| September 30, 2023 | 17.54% |
| August 31, 2023 | 17.54% |
| July 31, 2023 | 17.54% |
| June 30, 2023 | 17.54% |
| May 31, 2023 | 17.54% |
| April 30, 2023 | 17.54% |
| March 31, 2023 | 17.54% |
| February 28, 2023 | 17.54% |
| January 31, 2023 | 17.54% |
| December 31, 2022 | 17.54% |
| November 30, 2022 | 17.54% |
| October 31, 2022 | 17.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.04% |
| August 31, 2022 | 16.04% |
| July 31, 2022 | 16.04% |
| June 30, 2022 | 15.37% |
| May 31, 2022 | 13.58% |
| April 30, 2022 | 12.10% |
| March 31, 2022 | 10.80% |
| February 28, 2022 | 10.80% |
| January 31, 2022 | 10.80% |
| December 31, 2021 | 10.80% |
| November 30, 2021 | 10.80% |
| October 31, 2021 | 10.80% |
| September 30, 2021 | 10.80% |
| August 31, 2021 | 10.80% |
| July 31, 2021 | 10.80% |
| June 30, 2021 | 10.80% |
| May 31, 2021 | 10.80% |
| April 30, 2021 | 10.80% |
| March 31, 2021 | 10.80% |
| February 28, 2021 | 10.80% |
| January 31, 2021 | 10.80% |
| December 31, 2020 | 10.80% |
| November 30, 2020 | 10.80% |
| October 31, 2020 | 10.80% |
| September 30, 2020 | 10.80% |
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
4.78%
Minimum
Nov 2019
17.54%
Maximum
Oct 2022
13.61%
Average
12.84%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6529 |
| Beta (5Y) | 0.8759 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7452 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5605 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.01% |
| Historical Sharpe Ratio (5Y) | -0.249 |
| Historical Sortino (5Y) | -0.3681 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.66% |