AGF Canadian Dividend Income Fund Sr F (AGF185)

20.15 +0.14 (+0.69%) CAD  |  Dec 20 2024
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AGF185 Max Drawdown (5Y): 33.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fidelity Dividend Fund Series F8 28.71%
Starlight Dividend Growth Class F 28.72%
Russell Inv Canadian Dividend Pool Series F 39.05%
BMO Dividend Series F 36.06%
Dynamic Dividend Series F 33.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.192
Beta (5Y) 0.9177
Alpha (vs YCharts Benchmark) (5Y) 4.366
Beta (vs YCharts Benchmark) (5Y) 0.6561
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.02%
Historical Sharpe Ratio (5Y) 0.486
Historical Sortino (5Y) 0.4919
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.89%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:AGF185.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:AGF185.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.