Mackenzie Maximum Divers Can ETF (MKC.TO)
33.39
+0.17
(+0.51%)
CAD |
TSX |
Apr 26, 16:00
MKC.TO Max Drawdown (5Y): 36.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.26% |
February 29, 2024 | 36.26% |
January 31, 2024 | 36.26% |
December 31, 2023 | 36.26% |
November 30, 2023 | 36.26% |
October 31, 2023 | 36.26% |
September 30, 2023 | 36.26% |
August 31, 2023 | 36.26% |
July 31, 2023 | 36.26% |
June 30, 2023 | 36.26% |
May 31, 2023 | 36.26% |
April 30, 2023 | 36.26% |
March 31, 2023 | 36.26% |
February 28, 2023 | 36.26% |
January 31, 2023 | 36.26% |
December 31, 2022 | 36.26% |
November 30, 2022 | 36.26% |
October 31, 2022 | 36.26% |
September 30, 2022 | 36.26% |
August 31, 2022 | 36.26% |
July 31, 2022 | 36.26% |
June 30, 2022 | 36.26% |
May 31, 2022 | 36.26% |
April 30, 2022 | 36.26% |
March 31, 2022 | 36.26% |
Date | Value |
---|---|
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% |
March 31, 2020 | 36.26% |
February 29, 2020 | 13.79% |
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
13.79%
Minimum
Apr 2019
36.26%
Maximum
Mar 2020
32.14%
Average
36.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Min Vol Canada ETF | 35.58% |
CI Mstar Canada Mom ETF Comm | 40.45% |
CI Mstar CAD Value ETF Comm | 46.41% |
CI Mstar NatlB QuébecETFComm | 40.65% |
NBI Canadian Family Business ETF | 39.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3202 |
Beta (5Y) | 0.9665 |
Alpha (vs YCharts Benchmark) (5Y) | 3.099 |
Beta (vs YCharts Benchmark) (5Y) | 0.9666 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.95% |
Historical Sharpe Ratio (5Y) | 0.409 |
Historical Sortino (5Y) | 0.4124 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.32% |