AGF Global Select Series F (AGF808)
38.19
+0.93 (+2.50%)
CAD |
May 13 2022
AGF808 Max Drawdown (5Y): 27.87% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 27.87% |
March 31, 2022 | 27.87% |
February 28, 2022 | 27.87% |
January 31, 2022 | 27.87% |
December 31, 2021 | 27.87% |
November 30, 2021 | 27.87% |
October 31, 2021 | 27.87% |
September 30, 2021 | 27.87% |
August 31, 2021 | 27.87% |
July 31, 2021 | 27.87% |
June 30, 2021 | 27.87% |
May 31, 2021 | 27.87% |
April 30, 2021 | 27.87% |
March 31, 2021 | 27.87% |
February 28, 2021 | 27.87% |
January 31, 2021 | 27.87% |
December 31, 2020 | 27.87% |
November 30, 2020 | 27.87% |
October 31, 2020 | 27.87% |
September 30, 2020 | 27.87% |
August 31, 2020 | 27.87% |
July 31, 2020 | 27.87% |
June 30, 2020 | 27.87% |
May 31, 2020 | 27.87% |
April 30, 2020 | 27.87% |
Date | Value |
---|---|
March 31, 2020 | 27.87% |
February 29, 2020 | 20.02% |
January 31, 2020 | 20.02% |
December 31, 2019 | 20.02% |
November 30, 2019 | 20.02% |
October 31, 2019 | 20.02% |
September 30, 2019 | 20.02% |
August 31, 2019 | 20.02% |
July 31, 2019 | 20.02% |
June 30, 2019 | 20.02% |
May 31, 2019 | 20.02% |
April 30, 2019 | 20.02% |
March 31, 2019 | 20.02% |
February 28, 2019 | 20.02% |
January 31, 2019 | 20.02% |
December 31, 2018 | 20.02% |
November 30, 2018 | 17.80% |
October 31, 2018 | 17.80% |
September 30, 2018 | 17.80% |
August 31, 2018 | 17.80% |
July 31, 2018 | 17.80% |
June 30, 2018 | 17.80% |
May 31, 2018 | 17.80% |
April 30, 2018 | 17.80% |
March 31, 2018 | 17.80% |
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
17.80%
Minimum
Feb 2018
28.24%
Maximum
May 2017
23.77%
Average
26.97%
Median
Max Drawdown (5Y) Benchmarks
RBC Global Equity Fund F | 27.72% |
RBC Global Equity Focus Fund F | 26.58% |
PH&N Global Equity Fund F | 26.67% |
RBC Vision Global Equity Fund F | 26.46% |
Fidelity Founders Cl F | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.619 |
Beta (5Y) | 0.8567 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.53% |
Historical Sharpe Ratio (5Y) | 0.8901 |
Historical Sortino (5Y) | 1.150 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.72% |