CCL876 Max Drawdown (5Y) Insights

CC&L Global Market Neutral Fund Class F (CCL876)

11.97 -0.03 (-0.28%) CAD | Apr 02 2026

Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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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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Average

Median

Max Drawdown (5Y) Benchmarks

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RBC QUBE Market Neutl Wld Eq Fd (CAD Hgd) Srs F	24.21%
CC&L Diversified Market Neutral Fund Class F	4.21%
Purpose Multi-Strategy Market Neutral Class F	20.28%
PCJ Absolute Return Series F	9.53%
Picton Market Neutral Equity Alt Cl F	3.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	9.152
Beta (5Y)	-0.1308
Alpha (vs YCharts Benchmark) (5Y)	7.935
Beta (vs YCharts Benchmark) (5Y)	-0.0506
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	4.86%
Historical Sharpe Ratio (5Y)	1.577
Historical Sortino (5Y)	3.447
Monthly Value at Risk (VaR) 5% (5Y Lookback)	1.35%

CC&L Global Market Neutral Fund Class F (CCL876)

CCL876 Max Drawdown (5Y): 3.80% for March 31, 2026

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics