IA Clarington US Dividend Growth L (CCM1525)
14.22
+0.09 (+0.65%)
CAD |
Aug 05 2022
CCM1525 Max Drawdown (5Y): 29.45% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 29.45% |
| June 30, 2022 | 29.45% |
| May 31, 2022 | 29.45% |
| April 30, 2022 | 29.45% |
| March 31, 2022 | 29.45% |
| February 28, 2022 | 29.45% |
| January 31, 2022 | 29.45% |
| December 31, 2021 | 29.45% |
| November 30, 2021 | 29.45% |
| October 31, 2021 | 29.45% |
| September 30, 2021 | 29.45% |
| August 31, 2021 | 29.45% |
| July 31, 2021 | 29.45% |
| June 30, 2021 | 29.45% |
| May 31, 2021 | 29.45% |
| April 30, 2021 | 29.45% |
| March 31, 2021 | 29.45% |
| February 28, 2021 | 29.45% |
| January 31, 2021 | 29.45% |
| December 31, 2020 | 29.45% |
| November 30, 2020 | 29.45% |
| October 31, 2020 | 29.45% |
| September 30, 2020 | 29.45% |
| August 31, 2020 | 29.45% |
| July 31, 2020 | 29.45% |
| Date | Value |
|---|---|
| June 30, 2020 | 29.45% |
| May 31, 2020 | 29.45% |
| April 30, 2020 | 29.45% |
| March 31, 2020 | 29.45% |
| February 29, 2020 | 21.83% |
| January 31, 2020 | 21.83% |
| December 31, 2019 | 21.83% |
| November 30, 2019 | 21.83% |
| October 31, 2019 | 21.83% |
| September 30, 2019 | 21.83% |
| August 31, 2019 | 21.83% |
| July 31, 2019 | 21.83% |
| June 30, 2019 | 21.83% |
| May 31, 2019 | 21.83% |
| April 30, 2019 | 21.83% |
| March 31, 2019 | 21.83% |
| February 28, 2019 | 21.83% |
| January 31, 2019 | 21.83% |
| December 31, 2018 | 21.83% |
| November 30, 2018 | 13.63% |
| October 31, 2018 | 13.63% |
| September 30, 2018 | 13.40% |
| August 31, 2018 | 13.40% |
| July 31, 2018 | 13.40% |
| June 30, 2018 | 13.40% |
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
13.40%
Minimum
Aug 2017
29.45%
Maximum
Mar 2020
23.27%
Average
21.83%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC U.S. Dividend Fund T5 | 26.81% |
| Dynamic US Dividend Advantage T | 28.47% |
| PH&N U.S. Equity Fund A | 25.44% |
| Russell Inv Multi-Factor US Eq Pool B | -- |
| RBC U.S. Equity Fund T5 | 26.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9682 |
| Beta (5Y) | 0.7185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.99% |
| Historical Sharpe Ratio (5Y) | 0.5175 |
| Historical Sortino (5Y) | 0.5464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.56% |