Mackenzie International Equity ETF (QDX.TO)
117.83
-0.77
(-0.65%)
CAD |
TSX |
Jun 21, 16:00
QDX.TO Max Drawdown (5Y): 28.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 28.08% |
April 30, 2024 | 28.08% |
March 31, 2024 | 28.08% |
February 29, 2024 | 28.08% |
January 31, 2024 | 28.08% |
December 31, 2023 | 28.08% |
November 30, 2023 | 28.08% |
October 31, 2023 | 28.08% |
September 30, 2023 | 28.08% |
August 31, 2023 | 28.08% |
July 31, 2023 | 28.08% |
June 30, 2023 | 28.08% |
May 31, 2023 | 28.08% |
April 30, 2023 | 28.08% |
March 31, 2023 | 28.08% |
February 28, 2023 | 28.08% |
January 31, 2023 | 28.08% |
December 31, 2022 | 28.08% |
November 30, 2022 | 28.08% |
October 31, 2022 | 28.08% |
September 30, 2022 | 28.08% |
August 31, 2022 | 28.08% |
July 31, 2022 | 28.08% |
June 30, 2022 | 28.08% |
May 31, 2022 | 28.08% |
Date | Value |
---|---|
April 30, 2022 | 28.08% |
March 31, 2022 | 28.08% |
February 28, 2022 | 28.08% |
January 31, 2022 | 28.08% |
December 31, 2021 | 28.08% |
November 30, 2021 | 28.08% |
October 31, 2021 | 28.08% |
September 30, 2021 | 28.08% |
August 31, 2021 | 28.08% |
July 31, 2021 | 28.08% |
June 30, 2021 | 28.08% |
May 31, 2021 | 28.08% |
April 30, 2021 | 28.08% |
March 31, 2021 | 28.08% |
February 28, 2021 | 28.08% |
January 31, 2021 | 28.08% |
December 31, 2020 | 28.08% |
November 30, 2020 | 28.08% |
October 31, 2020 | 28.08% |
September 30, 2020 | 28.08% |
August 31, 2020 | 28.08% |
July 31, 2020 | 28.08% |
June 30, 2020 | 28.08% |
May 31, 2020 | 28.08% |
April 30, 2020 | 28.08% |
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
12.90%
Minimum
Jun 2019
28.08%
Maximum
Mar 2020
25.80%
Average
28.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4648 |
Beta (5Y) | 0.7386 |
Alpha (vs YCharts Benchmark) (5Y) | 2.024 |
Beta (vs YCharts Benchmark) (5Y) | 0.6801 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.44% |
Historical Sharpe Ratio (5Y) | 0.3609 |
Historical Sortino (5Y) | 0.4066 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.01% |