Scotia Canadian Equity Index Fund - Series F (BNS581)
61.46
+0.40
(+0.66%)
CAD |
Apr 10 2026
BNS581 Max Drawdown (5Y): 16.56% for March 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| NEI ESG Canadian Enhanced Index Series F | 16.69% |
| CIBC Canadian Index Class F-Premium | 16.20% |
| TD Canadian Index Series F | 16.48% |
| RBC Canadian Index Sr F | 16.29% |
| BMO Canadian Equity ETF Series F | 16.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0285 |
| Beta (5Y) | 0.9983 |
| Alpha (vs YCharts Benchmark) (5Y) | 6.676 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.09% |
| Historical Sharpe Ratio (5Y) | 0.9356 |
| Historical Sortino (5Y) | 1.461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.08% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:BNS581.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:BNS581.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |