Mackenzie Maximum Diversification US ETF (MUS.TO)
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Oct 02, 16:00
MUS.TO Max Drawdown (5Y): 26.60% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 26.60% |
| August 31, 2024 | 26.60% |
| July 31, 2024 | 26.60% |
| June 30, 2024 | 26.60% |
| May 31, 2024 | 26.60% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
26.60%
Maximum
Mar 2020
25.90%
Average
26.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8893 |
| Beta (5Y) | 0.7349 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.323 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.55% |
| Historical Sharpe Ratio (5Y) | 0.3605 |
| Historical Sortino (5Y) | 0.4384 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.16% |