IA Clarington Canadian Dividend Fund Series F6 (CCM7310)

10.74 -0.34 (-3.09%) CAD  |  Dec 20 2024
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CCM7310 Max Drawdown (5Y): 38.30% 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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IA Clarington Dividend Growth Class Series F10 37.79%
PH&N Canadian Income Sr F 36.27%
Fidelity Dividend Fund Series F8 28.71%
BMO Dividend Series F 36.06%
CI Canadian Dividend Fund Series EF 37.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.238
Beta (5Y) 0.9398
Alpha (vs YCharts Benchmark) (5Y) 2.441
Beta (vs YCharts Benchmark) (5Y) 0.6742
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.92%
Historical Sharpe Ratio (5Y) 0.352
Historical Sortino (5Y) 0.317
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.76%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:CCM7310.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:CCM7310.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.