Mackenzie US Low Volatility ETF (MULV.TO)

23.11 +0.22 (+0.96%) CAD  |  TSX  |  Dec 13, 16:00
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MULV.TO Max Drawdown (Since Inception)

Max Drawdown (Since Inception) Chart

View Max Drawdown (Since Inception) for MULV.TO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (Since Inception) Range, Past 5 Years

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Max Drawdown (Since Inception) Benchmarks

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iShares MSCI Min Vol USA Index ETF Upgrade
iShares US Fundamental Index ETF Upgrade
Invesco FTSE RAFI U.S. Index ETF - CAD hedged Upgrade
Invesco S&P 500 Low Volatility Index ETF Hedged Upgrade
iShares US Fundamental Index ETF (Non-Hedged) Upgrade

Max Drawdown (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade