BMO Canadian Equity Series F (BMO68135)

22.19 -0.06 (-0.29%) CAD  |  Dec 27 2024
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BMO68135 Max Drawdown (5Y): 37.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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PH&N Vintage Fund Series F 36.87%
PH&N Canadian Growth Sr F 36.56%
Desjardins Canadian Equity F 34.91%
RBC Private Canadian Equity Pool Sr I 39.24%
PH&N Canadian Equity Value Sr F 36.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.812
Beta (5Y) 1.026
Alpha (vs YCharts Benchmark) (5Y) 4.387
Beta (vs YCharts Benchmark) (5Y) 0.7366
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.67%
Historical Sharpe Ratio (5Y) 0.4656
Historical Sortino (5Y) 0.426
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.23%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:BMO68135.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:BMO68135.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.