Purpose Premium Yield ETF (PYF.TO)
17.15
-0.02
(-0.12%)
CAD |
TSX |
Jul 04, 12:16
PYF.TO Max Drawdown (5Y): 20.52% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 20.52% |
May 31, 2024 | 20.52% |
April 30, 2024 | 20.52% |
March 31, 2024 | 20.52% |
February 29, 2024 | 20.52% |
January 31, 2024 | 20.52% |
December 31, 2023 | 20.52% |
November 30, 2023 | 20.52% |
October 31, 2023 | 20.52% |
September 30, 2023 | 20.52% |
August 31, 2023 | 20.52% |
July 31, 2023 | 20.52% |
June 30, 2023 | 20.52% |
May 31, 2023 | 20.52% |
April 30, 2023 | 20.52% |
March 31, 2023 | 20.52% |
February 28, 2023 | 20.52% |
January 31, 2023 | 20.52% |
December 31, 2022 | 20.52% |
November 30, 2022 | 20.52% |
October 31, 2022 | 20.52% |
September 30, 2022 | 20.52% |
August 31, 2022 | 20.52% |
July 31, 2022 | 20.52% |
June 30, 2022 | 20.52% |
Date | Value |
---|---|
May 31, 2022 | 20.52% |
April 30, 2022 | 20.52% |
March 31, 2022 | 20.52% |
February 28, 2022 | 20.52% |
January 31, 2022 | 20.52% |
December 31, 2021 | 20.52% |
November 30, 2021 | 20.52% |
October 31, 2021 | 20.52% |
September 30, 2021 | 20.52% |
August 31, 2021 | 20.52% |
July 31, 2021 | 20.52% |
June 30, 2021 | 20.52% |
May 31, 2021 | 20.52% |
April 30, 2021 | 20.52% |
March 31, 2021 | 20.52% |
February 28, 2021 | 20.52% |
January 31, 2021 | 20.52% |
December 31, 2020 | 20.52% |
November 30, 2020 | 20.52% |
October 31, 2020 | 20.52% |
September 30, 2020 | 20.52% |
August 31, 2020 | 20.52% |
July 31, 2020 | 20.52% |
June 30, 2020 | 20.52% |
May 31, 2020 | 20.52% |
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
5.38%
Minimum
Jul 2019
20.52%
Maximum
Mar 2020
18.51%
Average
20.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BMO US Put Write ETF | 23.78% |
BMO US Put Write Hedged to CAD ETF | 33.41% |
Purpose Enhanced Premium Yield | 17.09% |
Purpose Diversified Real Asset ETF | 32.26% |
BetaPro S&P/TSX 60 -2x Daily Bear ETF | 82.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0544 |
Beta (5Y) | 0.3404 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8197 |
Beta (vs YCharts Benchmark) (5Y) | 0.2593 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.00% |
Historical Sharpe Ratio (5Y) | 0.3155 |
Historical Sortino (5Y) | 0.2136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.37% |