Mackenzie Maximum Divers Can ETF (MKC.TO)
27.71
-0.31 (-1.11%)
CAD |
TSX |
May 18, 11:38
MKC.TO Max Drawdown (5Y): 36.26% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.26% |
| March 31, 2022 | 36.26% |
| February 28, 2022 | 36.26% |
| January 31, 2022 | 36.26% |
| December 31, 2021 | 36.26% |
| November 30, 2021 | 36.26% |
| October 31, 2021 | 36.26% |
| September 30, 2021 | 36.26% |
| August 31, 2021 | 36.26% |
| July 31, 2021 | 36.26% |
| June 30, 2021 | 36.26% |
| May 31, 2021 | 36.26% |
| April 30, 2021 | 36.26% |
| March 31, 2021 | 36.26% |
| February 28, 2021 | 36.26% |
| January 31, 2021 | 36.26% |
| December 31, 2020 | 36.26% |
| November 30, 2020 | 36.26% |
| October 31, 2020 | 36.26% |
| September 30, 2020 | 36.26% |
| August 31, 2020 | 36.26% |
| July 31, 2020 | 36.26% |
| June 30, 2020 | 36.26% |
| May 31, 2020 | 36.26% |
| April 30, 2020 | 36.26% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.26% |
| February 29, 2020 | 13.79% |
| January 31, 2020 | 13.79% |
| December 31, 2019 | 13.79% |
| November 30, 2019 | 13.79% |
| October 31, 2019 | 13.79% |
| September 30, 2019 | 13.79% |
| August 31, 2019 | 13.79% |
| July 31, 2019 | 13.79% |
| June 30, 2019 | 13.79% |
| May 31, 2019 | 13.79% |
| April 30, 2019 | 13.79% |
| March 31, 2019 | 13.79% |
| February 28, 2019 | 13.79% |
| January 31, 2019 | 13.79% |
| December 31, 2018 | 13.79% |
| November 30, 2018 | 11.22% |
| October 31, 2018 | 11.22% |
| September 30, 2018 | 7.33% |
| August 31, 2018 | 7.33% |
| July 31, 2018 | 7.33% |
| June 30, 2018 | 7.33% |
| May 31, 2018 | 7.33% |
| April 30, 2018 | 7.33% |
| March 31, 2018 | 7.33% |
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
5.14%
Minimum
May 2017
36.26%
Maximum
Mar 2020
21.28%
Average
13.79%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.348 |
| Beta (5Y) | 1.023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.71% |
| Historical Sharpe Ratio (5Y) | 0.4468 |
| Historical Sortino (5Y) | 0.4361 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.70% |