Mackenzie Maximum Diversification US ETF (MUS.TO)
35.55
+0.04
(+0.11%)
CAD |
TSX |
Apr 30, 16:00
MUS.TO Max Drawdown (5Y): 26.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 26.60% |
March 31, 2024 | 26.60% |
February 29, 2024 | 26.60% |
January 31, 2024 | 26.60% |
December 31, 2023 | 26.60% |
November 30, 2023 | 26.60% |
October 31, 2023 | 26.60% |
September 30, 2023 | 26.60% |
August 31, 2023 | 26.60% |
July 31, 2023 | 26.60% |
June 30, 2023 | 26.60% |
May 31, 2023 | 26.60% |
April 30, 2023 | 26.60% |
March 31, 2023 | 26.60% |
February 28, 2023 | 26.60% |
January 31, 2023 | 26.60% |
December 31, 2022 | 26.60% |
November 30, 2022 | 26.60% |
October 31, 2022 | 26.60% |
September 30, 2022 | 26.60% |
August 31, 2022 | 26.60% |
July 31, 2022 | 26.60% |
June 30, 2022 | 26.60% |
May 31, 2022 | 26.60% |
April 30, 2022 | 26.60% |
Date | Value |
---|---|
March 31, 2022 | 26.60% |
February 28, 2022 | 26.60% |
January 31, 2022 | 26.60% |
December 31, 2021 | 26.60% |
November 30, 2021 | 26.60% |
October 31, 2021 | 26.60% |
September 30, 2021 | 26.60% |
August 31, 2021 | 26.60% |
July 31, 2021 | 26.60% |
June 30, 2021 | 26.60% |
May 31, 2021 | 26.60% |
April 30, 2021 | 26.60% |
March 31, 2021 | 26.60% |
February 28, 2021 | 26.60% |
January 31, 2021 | 26.60% |
December 31, 2020 | 26.60% |
November 30, 2020 | 26.60% |
October 31, 2020 | 26.60% |
September 30, 2020 | 26.60% |
August 31, 2020 | 26.60% |
July 31, 2020 | 26.60% |
June 30, 2020 | 26.60% |
May 31, 2020 | 26.60% |
April 30, 2020 | 26.60% |
March 31, 2020 | 26.60% |
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
16.31%
Minimum
May 2019
26.60%
Maximum
Mar 2020
24.89%
Average
26.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6498 |
Beta (5Y) | 0.7678 |
Alpha (vs YCharts Benchmark) (5Y) | -2.536 |
Beta (vs YCharts Benchmark) (5Y) | 0.6493 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.61% |
Historical Sharpe Ratio (5Y) | 0.301 |
Historical Sortino (5Y) | 0.373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.16% |