Picton Mahoney Fortified Mkt Neutral Alt ETF (PFMN.TO)

15.63 +0.12 (+0.81%) CAD  |  TSX  |  Dec 24, 16:00
More

PFMN.TO Max Drawdown (5Y): 13.04% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for PFMN.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Picton Mahoney Fortified LS Alternative ETF --
Fidelity Market Neutral Altern Fund ETF Srs --
Purpose Multi-Strategy Market Neutral ETF 23.50%
Desjardins Alt Long/Short Eq Market Neutral ETF 2.79%
Picton Mahoney Fortified Active Ext Alt ETF 31.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.534
Beta (5Y) 0.1095
Alpha (vs YCharts Benchmark) (5Y) 5.633
Beta (vs YCharts Benchmark) (5Y) 0.063
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 5.44%
Historical Sharpe Ratio (5Y) 1.214
Historical Sortino (5Y) 1.492
Monthly Value at Risk (VaR) 5% (5Y Lookback) 1.60%