Scotia Diversified Balanced A (BNS371)
18.41
+0.23 (+1.29%)
CAD |
Jun 24 2022
BNS371 Max Drawdown (5Y): 22.72% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 22.72% |
| April 30, 2022 | 22.72% |
| March 31, 2022 | 22.72% |
| February 28, 2022 | 22.72% |
| January 31, 2022 | 22.72% |
| December 31, 2021 | 22.72% |
| November 30, 2021 | 22.72% |
| October 31, 2021 | 22.72% |
| September 30, 2021 | 22.72% |
| August 31, 2021 | 22.72% |
| July 31, 2021 | 22.72% |
| June 30, 2021 | 22.72% |
| May 31, 2021 | 22.72% |
| April 30, 2021 | 22.72% |
| March 31, 2021 | 22.72% |
| February 28, 2021 | 22.72% |
| January 31, 2021 | 22.72% |
| December 31, 2020 | 22.72% |
| November 30, 2020 | 22.72% |
| October 31, 2020 | 22.72% |
| September 30, 2020 | 22.72% |
| August 31, 2020 | 22.72% |
| July 31, 2020 | 22.72% |
| June 30, 2020 | 22.72% |
| May 31, 2020 | 22.72% |
| Date | Value |
|---|---|
| April 30, 2020 | 22.72% |
| March 31, 2020 | 22.72% |
| February 29, 2020 | 10.39% |
| January 31, 2020 | 10.39% |
| December 31, 2019 | 10.39% |
| November 30, 2019 | 10.39% |
| October 31, 2019 | 10.39% |
| September 30, 2019 | 10.39% |
| August 31, 2019 | 10.39% |
| July 31, 2019 | 10.39% |
| June 30, 2019 | 10.39% |
| May 31, 2019 | 10.39% |
| April 30, 2019 | 10.39% |
| March 31, 2019 | 10.39% |
| February 28, 2019 | 10.39% |
| January 31, 2019 | 10.39% |
| December 31, 2018 | 10.39% |
| November 30, 2018 | 10.36% |
| October 31, 2018 | 10.36% |
| September 30, 2018 | 10.36% |
| August 31, 2018 | 10.36% |
| July 31, 2018 | 10.36% |
| June 30, 2018 | 10.36% |
| May 31, 2018 | 10.36% |
| April 30, 2018 | 10.36% |
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
10.36%
Minimum
Jun 2017
22.72%
Maximum
Mar 2020
15.93%
Average
10.39%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9858 |
| Beta (5Y) | 0.6288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.00% |
| Historical Sharpe Ratio (5Y) | 0.4717 |
| Historical Sortino (5Y) | 0.4608 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.05% |