Mackenzie Core Plus Cdn Fxd Inc ETF (MKB.TO)
19.32
+0.07
(+0.36%)
CAD |
TSX |
Nov 14, 11:55
MKB.TO Max Drawdown (5Y): 17.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.98% |
| September 30, 2024 | 17.98% |
| August 31, 2024 | 17.98% |
| July 31, 2024 | 17.98% |
| June 30, 2024 | 17.98% |
| May 31, 2024 | 17.98% |
| April 30, 2024 | 17.98% |
| March 31, 2024 | 17.98% |
| February 29, 2024 | 17.98% |
| January 31, 2024 | 17.98% |
| December 31, 2023 | 17.98% |
| November 30, 2023 | 17.98% |
| October 31, 2023 | 17.98% |
| September 30, 2023 | 17.98% |
| August 31, 2023 | 17.98% |
| July 31, 2023 | 17.98% |
| June 30, 2023 | 17.98% |
| May 31, 2023 | 17.98% |
| April 30, 2023 | 17.98% |
| March 31, 2023 | 17.98% |
| February 28, 2023 | 17.98% |
| January 31, 2023 | 17.98% |
| December 31, 2022 | 17.98% |
| November 30, 2022 | 17.98% |
| October 31, 2022 | 17.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.20% |
| August 31, 2022 | 16.20% |
| July 31, 2022 | 16.20% |
| June 30, 2022 | 16.20% |
| May 31, 2022 | 13.62% |
| April 30, 2022 | 13.62% |
| March 31, 2022 | 13.62% |
| February 28, 2022 | 13.62% |
| January 31, 2022 | 13.62% |
| December 31, 2021 | 13.62% |
| November 30, 2021 | 13.62% |
| October 31, 2021 | 13.62% |
| September 30, 2021 | 13.62% |
| August 31, 2021 | 13.62% |
| July 31, 2021 | 13.62% |
| June 30, 2021 | 13.62% |
| May 31, 2021 | 13.62% |
| April 30, 2021 | 13.62% |
| March 31, 2021 | 13.62% |
| February 28, 2021 | 13.62% |
| January 31, 2021 | 13.62% |
| December 31, 2020 | 13.62% |
| November 30, 2020 | 13.62% |
| October 31, 2020 | 13.62% |
| September 30, 2020 | 13.62% |
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
4.24%
Minimum
Nov 2019
17.98%
Maximum
Oct 2022
14.98%
Average
13.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CI Canadian Aggregate Bond Index ETF | 18.42% |
| BMO Government Bond ETF | 19.31% |
| BMO Aggregate Bond ETF | 18.04% |
| BMO Discount Bond ETF | 18.10% |
| Franklin Canadian Core Plus Bond ETF | 16.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.407 |
| Beta (5Y) | 1.111 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4042 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.93% |
| Historical Sharpe Ratio (5Y) | -0.1905 |
| Historical Sortino (5Y) | -0.3215 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.89% |