Renaissance Canadian Monthly Income Sr F (ATL155)
7.438
+0.04 (+0.55%)
CAD |
May 26 2022
ATL155 Max Drawdown (5Y): 21.07% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 21.07% |
| March 31, 2022 | 21.07% |
| February 28, 2022 | 21.07% |
| January 31, 2022 | 21.07% |
| December 31, 2021 | 21.07% |
| November 30, 2021 | 21.07% |
| October 31, 2021 | 21.07% |
| September 30, 2021 | 21.07% |
| August 31, 2021 | 21.07% |
| July 31, 2021 | 21.07% |
| June 30, 2021 | 21.07% |
| May 31, 2021 | 21.07% |
| April 30, 2021 | 21.07% |
| March 31, 2021 | 21.07% |
| February 28, 2021 | 21.07% |
| January 31, 2021 | 21.07% |
| December 31, 2020 | 21.07% |
| November 30, 2020 | 21.07% |
| October 31, 2020 | 21.07% |
| September 30, 2020 | 21.07% |
| August 31, 2020 | 21.07% |
| July 31, 2020 | 21.07% |
| June 30, 2020 | 21.07% |
| May 31, 2020 | 21.07% |
| April 30, 2020 | 21.07% |
| Date | Value |
|---|---|
| March 31, 2020 | 21.07% |
| February 29, 2020 | 11.75% |
| January 31, 2020 | 11.75% |
| December 31, 2019 | 11.75% |
| November 30, 2019 | 11.75% |
| October 31, 2019 | 11.75% |
| September 30, 2019 | 11.75% |
| August 31, 2019 | 11.75% |
| July 31, 2019 | 11.75% |
| June 30, 2019 | 11.75% |
| May 31, 2019 | 11.75% |
| April 30, 2019 | 11.75% |
| March 31, 2019 | 11.75% |
| February 28, 2019 | 11.75% |
| January 31, 2019 | 11.75% |
| December 31, 2018 | 11.75% |
| November 30, 2018 | 11.75% |
| October 31, 2018 | 11.75% |
| September 30, 2018 | 11.75% |
| August 31, 2018 | 11.75% |
| July 31, 2018 | 11.75% |
| June 30, 2018 | 11.75% |
| May 31, 2018 | 11.75% |
| April 30, 2018 | 11.75% |
| March 31, 2018 | 11.75% |
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
11.75%
Minimum
May 2017
21.07%
Maximum
Mar 2020
15.79%
Average
11.75%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Empire Life Emblem Balanced Portfolio F | 20.29% |
| RBC Balanced Fund FT8 | -- |
| Empire Life Monthly Income F | 22.71% |
| BMO Monthly Income F6 | 20.83% |
| Manulife Fundamental Income FT | 48.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8014 |
| Beta (5Y) | 0.585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.40% |
| Historical Sharpe Ratio (5Y) | 0.5013 |
| Historical Sortino (5Y) | 0.4469 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.90% |