Purpose Enhanced Dividend ETF (PDIV.TO)
9.24
+0.01
(+0.11%)
CAD |
TSX |
May 02, 15:36
PDIV.TO Max Drawdown (5Y): 30.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 30.64% |
March 31, 2024 | 30.64% |
February 29, 2024 | 30.64% |
January 31, 2024 | 30.64% |
December 31, 2023 | 30.64% |
November 30, 2023 | 30.64% |
October 31, 2023 | 30.64% |
September 30, 2023 | 30.64% |
August 31, 2023 | 30.64% |
July 31, 2023 | 30.64% |
June 30, 2023 | 30.64% |
May 31, 2023 | 30.64% |
April 30, 2023 | 30.64% |
March 31, 2023 | 30.64% |
February 28, 2023 | 30.64% |
January 31, 2023 | 30.64% |
December 31, 2022 | 30.64% |
November 30, 2022 | 30.64% |
October 31, 2022 | 30.64% |
September 30, 2022 | 30.64% |
August 31, 2022 | 30.64% |
July 31, 2022 | 30.64% |
June 30, 2022 | 30.64% |
May 31, 2022 | 30.64% |
April 30, 2022 | 30.64% |
Date | Value |
---|---|
March 31, 2022 | 30.64% |
February 28, 2022 | 30.64% |
January 31, 2022 | 30.64% |
December 31, 2021 | 30.64% |
November 30, 2021 | 30.64% |
October 31, 2021 | 30.64% |
September 30, 2021 | 30.64% |
August 31, 2021 | 30.64% |
July 31, 2021 | 30.64% |
June 30, 2021 | 30.64% |
May 31, 2021 | 30.64% |
April 30, 2021 | 30.64% |
March 31, 2021 | 30.64% |
February 28, 2021 | 30.64% |
January 31, 2021 | 30.64% |
December 31, 2020 | 30.64% |
November 30, 2020 | 30.64% |
October 31, 2020 | 30.64% |
September 30, 2020 | 30.64% |
August 31, 2020 | 30.64% |
July 31, 2020 | 30.64% |
June 30, 2020 | 30.64% |
May 31, 2020 | 30.64% |
April 30, 2020 | 30.64% |
March 31, 2020 | 30.64% |
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
13.07%
Minimum
May 2019
30.64%
Maximum
Mar 2020
27.71%
Average
30.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.592 |
Beta (5Y) | 0.8413 |
Alpha (vs YCharts Benchmark) (5Y) | -3.733 |
Beta (vs YCharts Benchmark) (5Y) | 0.6284 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.34% |
Historical Sharpe Ratio (5Y) | 0.2131 |
Historical Sortino (5Y) | 0.187 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.99% |