Renaissance Global Focus (ATL509)
25.06
+0.59 (+2.43%)
CAD |
Jun 24 2022
ATL509 Max Drawdown (5Y): 27.25% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 27.25% |
| April 30, 2022 | 27.25% |
| March 31, 2022 | 27.25% |
| February 28, 2022 | 27.25% |
| January 31, 2022 | 27.25% |
| December 31, 2021 | 27.25% |
| November 30, 2021 | 27.25% |
| October 31, 2021 | 27.25% |
| September 30, 2021 | 27.25% |
| August 31, 2021 | 27.25% |
| July 31, 2021 | 27.25% |
| June 30, 2021 | 27.25% |
| May 31, 2021 | 27.25% |
| April 30, 2021 | 27.25% |
| March 31, 2021 | 27.25% |
| February 28, 2021 | 27.25% |
| January 31, 2021 | 27.25% |
| December 31, 2020 | 27.25% |
| November 30, 2020 | 27.25% |
| October 31, 2020 | 27.25% |
| September 30, 2020 | 27.25% |
| August 31, 2020 | 27.25% |
| July 31, 2020 | 27.25% |
| June 30, 2020 | 27.25% |
| May 31, 2020 | 27.25% |
| Date | Value |
|---|---|
| April 30, 2020 | 27.25% |
| March 31, 2020 | 27.25% |
| February 29, 2020 | 16.81% |
| January 31, 2020 | 16.81% |
| December 31, 2019 | 16.81% |
| November 30, 2019 | 16.81% |
| October 31, 2019 | 16.81% |
| September 30, 2019 | 16.81% |
| August 31, 2019 | 16.81% |
| July 31, 2019 | 16.81% |
| June 30, 2019 | 16.81% |
| May 31, 2019 | 16.81% |
| April 30, 2019 | 16.81% |
| March 31, 2019 | 16.81% |
| February 28, 2019 | 16.81% |
| January 31, 2019 | 16.81% |
| December 31, 2018 | 16.81% |
| November 30, 2018 | 15.80% |
| October 31, 2018 | 15.80% |
| September 30, 2018 | 15.80% |
| August 31, 2018 | 15.80% |
| July 31, 2018 | 15.80% |
| June 30, 2018 | 15.80% |
| May 31, 2018 | 15.80% |
| April 30, 2018 | 15.80% |
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
15.80%
Minimum
Feb 2018
35.78%
Maximum
Jun 2017
22.75%
Average
27.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CIBC Global Equity | 29.04% |
| Renaissance Global Markets | 27.76% |
| Global Iman | 19.88% |
| Renaissance Global Science & Tech | 28.27% |
| Desjardins Global Equity A | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8188 |
| Beta (5Y) | 0.7958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.08% |
| Historical Sharpe Ratio (5Y) | 0.4601 |
| Historical Sortino (5Y) | 0.5316 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.34% |