Scotia Canadian Growth A (BNS372)
85.03
-1.52 (-1.76%)
CAD |
Jun 28 2022
BNS372 Max Drawdown (5Y): 30.10% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 30.10% |
April 30, 2022 | 30.10% |
March 31, 2022 | 30.10% |
February 28, 2022 | 30.10% |
January 31, 2022 | 30.10% |
December 31, 2021 | 30.10% |
November 30, 2021 | 30.10% |
October 31, 2021 | 30.10% |
September 30, 2021 | 30.10% |
August 31, 2021 | 30.10% |
July 31, 2021 | 30.10% |
June 30, 2021 | 30.10% |
May 31, 2021 | 30.10% |
April 30, 2021 | 30.10% |
March 31, 2021 | 30.10% |
February 28, 2021 | 30.10% |
January 31, 2021 | 30.10% |
December 31, 2020 | 30.10% |
November 30, 2020 | 30.10% |
October 31, 2020 | 30.10% |
September 30, 2020 | 30.10% |
August 31, 2020 | 30.10% |
July 31, 2020 | 30.10% |
June 30, 2020 | 30.10% |
May 31, 2020 | 30.10% |
Date | Value |
---|---|
April 30, 2020 | 30.10% |
March 31, 2020 | 30.10% |
February 29, 2020 | 24.59% |
January 31, 2020 | 24.59% |
December 31, 2019 | 24.59% |
November 30, 2019 | 24.59% |
October 31, 2019 | 24.59% |
September 30, 2019 | 24.59% |
August 31, 2019 | 24.59% |
July 31, 2019 | 24.59% |
June 30, 2019 | 24.59% |
May 31, 2019 | 24.59% |
April 30, 2019 | 24.59% |
March 31, 2019 | 24.59% |
February 28, 2019 | 24.59% |
January 31, 2019 | 24.59% |
December 31, 2018 | 24.59% |
November 30, 2018 | 21.91% |
October 31, 2018 | 21.91% |
September 30, 2018 | 21.91% |
August 31, 2018 | 21.91% |
July 31, 2018 | 21.91% |
June 30, 2018 | 21.91% |
May 31, 2018 | 21.91% |
April 30, 2018 | 21.91% |
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
21.91%
Minimum
Feb 2018
30.10%
Maximum
Mar 2020
26.69%
Average
25.57%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.589 |
Beta (5Y) | 0.9303 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.33% |
Historical Sharpe Ratio (5Y) | 0.4248 |
Historical Sortino (5Y) | 0.4741 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |