Mackenzie US Large Cap Equity ETF CAD H (QAH.TO)
169.38
+2.33
(+1.39%)
CAD |
TSX |
May 03, 12:03
QAH.TO Max Drawdown (5Y): 34.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.07% |
March 31, 2024 | 34.07% |
February 29, 2024 | 34.07% |
January 31, 2024 | 34.07% |
December 31, 2023 | 34.07% |
November 30, 2023 | 34.07% |
October 31, 2023 | 34.07% |
September 30, 2023 | 34.07% |
August 31, 2023 | 34.07% |
July 31, 2023 | 34.07% |
June 30, 2023 | 34.07% |
May 31, 2023 | 34.07% |
April 30, 2023 | 34.07% |
March 31, 2023 | 34.07% |
February 28, 2023 | 34.07% |
January 31, 2023 | 34.07% |
December 31, 2022 | 34.07% |
November 30, 2022 | 34.07% |
October 31, 2022 | 34.07% |
September 30, 2022 | 34.07% |
August 31, 2022 | 34.07% |
July 31, 2022 | 34.07% |
June 30, 2022 | 34.07% |
May 31, 2022 | 34.07% |
April 30, 2022 | 34.07% |
Date | Value |
---|---|
March 31, 2022 | 34.07% |
February 28, 2022 | 34.07% |
January 31, 2022 | 34.07% |
December 31, 2021 | 34.07% |
November 30, 2021 | 34.07% |
October 31, 2021 | 34.07% |
September 30, 2021 | 34.07% |
August 31, 2021 | 34.07% |
July 31, 2021 | 34.07% |
June 30, 2021 | 34.07% |
May 31, 2021 | 34.07% |
April 30, 2021 | 34.07% |
March 31, 2021 | 34.07% |
February 28, 2021 | 34.07% |
January 31, 2021 | 34.07% |
December 31, 2020 | 34.07% |
November 30, 2020 | 34.07% |
October 31, 2020 | 34.07% |
September 30, 2020 | 34.07% |
August 31, 2020 | 34.07% |
July 31, 2020 | 34.07% |
June 30, 2020 | 34.07% |
May 31, 2020 | 34.07% |
April 30, 2020 | 34.07% |
March 31, 2020 | 34.07% |
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
16.90%
Minimum
May 2019
34.07%
Maximum
Mar 2020
31.21%
Average
34.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.508 |
Beta (5Y) | 0.9601 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2665 |
Beta (vs YCharts Benchmark) (5Y) | 0.8911 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.34% |
Historical Sharpe Ratio (5Y) | 0.5272 |
Historical Sortino (5Y) | 0.5485 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |