Renaissance Global Markets (ATL1029)
5.985
-0.06 (-0.99%)
CAD |
Jun 30 2022
ATL1029 Max Drawdown (5Y): 27.76% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 27.76% |
| May 31, 2022 | 27.76% |
| April 30, 2022 | 27.76% |
| March 31, 2022 | 27.76% |
| February 28, 2022 | 27.76% |
| January 31, 2022 | 27.76% |
| December 31, 2021 | 27.76% |
| November 30, 2021 | 27.76% |
| October 31, 2021 | 27.76% |
| September 30, 2021 | 27.76% |
| August 31, 2021 | 27.76% |
| July 31, 2021 | 27.76% |
| June 30, 2021 | 27.76% |
| May 31, 2021 | 27.76% |
| April 30, 2021 | 27.76% |
| March 31, 2021 | 27.76% |
| February 28, 2021 | 27.76% |
| January 31, 2021 | 27.76% |
| December 31, 2020 | 27.76% |
| November 30, 2020 | 27.76% |
| October 31, 2020 | 27.76% |
| September 30, 2020 | 27.76% |
| August 31, 2020 | 27.76% |
| July 31, 2020 | 27.76% |
| June 30, 2020 | 27.76% |
| Date | Value |
|---|---|
| May 31, 2020 | 27.76% |
| April 30, 2020 | 27.76% |
| March 31, 2020 | 27.76% |
| February 29, 2020 | 16.00% |
| January 31, 2020 | 16.00% |
| December 31, 2019 | 16.00% |
| November 30, 2019 | 16.00% |
| October 31, 2019 | 16.00% |
| September 30, 2019 | 16.00% |
| August 31, 2019 | 16.00% |
| July 31, 2019 | 16.00% |
| June 30, 2019 | 16.00% |
| May 31, 2019 | 16.00% |
| April 30, 2019 | 16.00% |
| March 31, 2019 | 16.00% |
| February 28, 2019 | 16.00% |
| January 31, 2019 | 16.00% |
| December 31, 2018 | 16.00% |
| November 30, 2018 | 14.07% |
| October 31, 2018 | 14.07% |
| September 30, 2018 | 14.07% |
| August 31, 2018 | 14.07% |
| July 31, 2018 | 14.07% |
| June 30, 2018 | 14.07% |
| May 31, 2018 | 14.07% |
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
14.07%
Minimum
Jul 2017
27.76%
Maximum
Mar 2020
20.94%
Average
16.00%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| CIBC Global Equity | 29.04% |
| Renaissance Global Focus | 27.25% |
| Global Iman | 22.28% |
| Renaissance Global Science & Tech | 31.56% |
| CI Synergy Global Corporate Class A | 28.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.536 |
| Beta (5Y) | 0.7213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.84% |
| Historical Sharpe Ratio (5Y) | 0.1119 |
| Historical Sortino (5Y) | 0.1335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.70% |