Purpose Multi-Strategy Market Netrl ETF (PMM.TO)
24.52
+0.07
(+0.29%)
CAD |
TSX |
Nov 14, 16:00
PMM.TO Max Drawdown (5Y): 23.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 23.50% |
September 30, 2024 | 23.50% |
August 31, 2024 | 23.50% |
July 31, 2024 | 23.50% |
June 30, 2024 | 23.50% |
May 31, 2024 | 23.50% |
April 30, 2024 | 23.50% |
March 31, 2024 | 23.50% |
February 29, 2024 | 23.50% |
January 31, 2024 | 23.50% |
December 31, 2023 | 23.50% |
November 30, 2023 | 23.50% |
October 31, 2023 | 23.50% |
September 30, 2023 | 23.50% |
August 31, 2023 | 23.50% |
July 31, 2023 | 23.50% |
June 30, 2023 | 23.50% |
May 31, 2023 | 23.50% |
April 30, 2023 | 23.50% |
March 31, 2023 | 23.50% |
February 28, 2023 | 23.50% |
January 31, 2023 | 23.50% |
December 31, 2022 | 23.50% |
November 30, 2022 | 23.50% |
October 31, 2022 | 23.50% |
Date | Value |
---|---|
September 30, 2022 | 23.50% |
August 31, 2022 | 23.50% |
July 31, 2022 | 23.50% |
June 30, 2022 | 23.50% |
May 31, 2022 | 23.50% |
April 30, 2022 | 23.50% |
March 31, 2022 | 23.50% |
February 28, 2022 | 23.50% |
January 31, 2022 | 23.50% |
December 31, 2021 | 23.50% |
November 30, 2021 | 23.50% |
October 31, 2021 | 23.50% |
September 30, 2021 | 23.50% |
August 31, 2021 | 23.50% |
July 31, 2021 | 23.50% |
June 30, 2021 | 23.50% |
May 31, 2021 | 23.50% |
April 30, 2021 | 23.50% |
March 31, 2021 | 23.50% |
February 28, 2021 | 23.50% |
January 31, 2021 | 23.50% |
December 31, 2020 | 23.50% |
November 30, 2020 | 23.50% |
October 31, 2020 | 23.50% |
September 30, 2020 | 23.50% |
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
11.59%
Minimum
Nov 2019
23.50%
Maximum
Jun 2020
22.69%
Average
23.50%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.976 |
Beta (5Y) | 0.3239 |
Alpha (vs YCharts Benchmark) (5Y) | -3.385 |
Beta (vs YCharts Benchmark) (5Y) | 0.166 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.71% |
Historical Sharpe Ratio (5Y) | -0.1163 |
Historical Sortino (5Y) | -0.1007 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.21% |