Scotia Wealth High Yield Bond Pool Series I (BNS631)

9.508 +0.01 (+0.06%) CAD  |  Dec 24 2024
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BNS631 Max Drawdown (5Y): 20.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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RBC $U.S. High Yield Bond Sr O 21.16%
RBC High Yield Bond Sr O 18.89%
RBC Global High Yield Bond Sr O 22.03%
CI High Yield Bond Private Pool I 26.52%
Renaissance High Yield Bond Class O 20.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.352
Beta (5Y) 1.172
Alpha (vs YCharts Benchmark) (5Y) 2.974
Beta (vs YCharts Benchmark) (5Y) 0.0965
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.86%
Historical Sharpe Ratio (5Y) 0.2743
Historical Sortino (5Y) 0.2422
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.36%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:BNS631.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:BNS631.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.