imaxx Canadian Fixed Pay F2 (AFM302)
8.010
-0.02 (-0.23%)
CAD |
Jun 30 2022
AFM302 Max Drawdown (5Y): 23.44% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 23.44% |
May 31, 2022 | 23.44% |
April 30, 2022 | 23.44% |
March 31, 2022 | 23.44% |
February 28, 2022 | 23.44% |
January 31, 2022 | 23.44% |
December 31, 2021 | 23.44% |
November 30, 2021 | 23.44% |
October 31, 2021 | 23.44% |
September 30, 2021 | 23.44% |
August 31, 2021 | 23.44% |
July 31, 2021 | 23.44% |
June 30, 2021 | 23.44% |
May 31, 2021 | 23.44% |
April 30, 2021 | 23.44% |
March 31, 2021 | 23.44% |
February 28, 2021 | 23.44% |
January 31, 2021 | 23.44% |
December 31, 2020 | 23.44% |
November 30, 2020 | 23.44% |
October 31, 2020 | 23.44% |
September 30, 2020 | 23.44% |
August 31, 2020 | 23.44% |
July 31, 2020 | 23.44% |
June 30, 2020 | 23.44% |
Date | Value |
---|---|
May 31, 2020 | 23.44% |
April 30, 2020 | 23.44% |
March 31, 2020 | 23.44% |
February 29, 2020 | 13.21% |
January 31, 2020 | 13.21% |
December 31, 2019 | 13.21% |
November 30, 2019 | 13.21% |
October 31, 2019 | 13.21% |
September 30, 2019 | 13.21% |
August 31, 2019 | 13.21% |
July 31, 2019 | 13.21% |
June 30, 2019 | 13.21% |
May 31, 2019 | 13.21% |
April 30, 2019 | 13.21% |
March 31, 2019 | 13.21% |
February 28, 2019 | 13.21% |
January 31, 2019 | 13.21% |
December 31, 2018 | 13.21% |
November 30, 2018 | 13.21% |
October 31, 2018 | 13.21% |
September 30, 2018 | 13.21% |
August 31, 2018 | 13.21% |
July 31, 2018 | 13.21% |
June 30, 2018 | 13.21% |
May 31, 2018 | 13.21% |
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
13.21%
Minimum
Jul 2017
23.44%
Maximum
Mar 2020
17.99%
Average
13.21%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.545 |
Beta (5Y) | 0.6648 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.30% |
Historical Sharpe Ratio (5Y) | 0.4396 |
Historical Sortino (5Y) | 0.4728 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.58% |