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% |