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% |