Manulife Multifactor US Sm Cp ETF H (MUSC.TO)
32.17
0.00 (0.00%)
CAD |
TSX |
May 01, 16:00
MUSC.TO Max Drawdown (5Y): 37.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.78% |
March 31, 2024 | 37.78% |
February 29, 2024 | 37.78% |
January 31, 2024 | 37.78% |
December 31, 2023 | 37.78% |
November 30, 2023 | 37.78% |
October 31, 2023 | 37.78% |
September 30, 2023 | 37.78% |
August 31, 2023 | 37.78% |
July 31, 2023 | 37.78% |
June 30, 2023 | 37.78% |
May 31, 2023 | 37.78% |
April 30, 2023 | 37.78% |
March 31, 2023 | 37.78% |
February 28, 2023 | 37.78% |
January 31, 2023 | 37.78% |
December 31, 2022 | 37.78% |
November 30, 2022 | 37.78% |
October 31, 2022 | 37.78% |
September 30, 2022 | 37.78% |
August 31, 2022 | 37.78% |
July 31, 2022 | 37.78% |
June 30, 2022 | 37.78% |
May 31, 2022 | 37.78% |
April 30, 2022 | 37.78% |
Date | Value |
---|---|
March 31, 2022 | 37.78% |
February 28, 2022 | 37.78% |
January 31, 2022 | 37.78% |
December 31, 2021 | 37.78% |
November 30, 2021 | 37.78% |
October 31, 2021 | 37.78% |
September 30, 2021 | 37.78% |
August 31, 2021 | 37.78% |
July 31, 2021 | 37.78% |
June 30, 2021 | 37.78% |
May 31, 2021 | 37.78% |
April 30, 2021 | 37.78% |
March 31, 2021 | 37.78% |
February 28, 2021 | 37.78% |
January 31, 2021 | 37.78% |
December 31, 2020 | 37.78% |
November 30, 2020 | 37.78% |
October 31, 2020 | 37.78% |
September 30, 2020 | 37.78% |
August 31, 2020 | 37.78% |
July 31, 2020 | 37.78% |
June 30, 2020 | 37.78% |
May 31, 2020 | 37.78% |
April 30, 2020 | 37.78% |
March 31, 2020 | 37.78% |
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
12.69%
Minimum
May 2019
37.78%
Maximum
Mar 2020
33.60%
Average
37.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.630 |
Beta (5Y) | 1.108 |
Alpha (vs YCharts Benchmark) (5Y) | -1.763 |
Beta (vs YCharts Benchmark) (5Y) | 0.8354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.41% |
Historical Sharpe Ratio (5Y) | 0.1747 |
Historical Sortino (5Y) | 0.1903 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |