Capital Group Canadian Focused Eq Cdn F (CIF829)
19.34
-0.15 (-0.77%)
CAD |
Jun 30 2022
CIF829 Max Drawdown (5Y): 31.18% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 31.18% |
May 31, 2022 | 31.18% |
April 30, 2022 | 31.18% |
March 31, 2022 | 31.18% |
February 28, 2022 | 31.18% |
January 31, 2022 | 31.18% |
December 31, 2021 | 31.18% |
November 30, 2021 | 31.18% |
October 31, 2021 | 31.18% |
September 30, 2021 | 31.18% |
August 31, 2021 | 31.18% |
July 31, 2021 | 31.18% |
June 30, 2021 | 31.18% |
May 31, 2021 | 31.18% |
April 30, 2021 | 31.18% |
March 31, 2021 | 31.18% |
February 28, 2021 | 31.18% |
January 31, 2021 | 31.18% |
December 31, 2020 | 31.18% |
November 30, 2020 | 31.18% |
October 31, 2020 | 31.18% |
September 30, 2020 | 31.18% |
August 31, 2020 | 31.18% |
July 31, 2020 | 31.18% |
June 30, 2020 | 31.18% |
Date | Value |
---|---|
May 31, 2020 | 31.18% |
April 30, 2020 | 31.18% |
March 31, 2020 | 31.18% |
February 29, 2020 | 16.37% |
January 31, 2020 | 16.37% |
December 31, 2019 | 16.37% |
November 30, 2019 | 16.37% |
October 31, 2019 | 16.37% |
September 30, 2019 | 16.37% |
August 31, 2019 | 16.37% |
July 31, 2019 | 16.37% |
June 30, 2019 | 16.37% |
May 31, 2019 | 16.37% |
April 30, 2019 | 16.37% |
March 31, 2019 | 16.37% |
February 28, 2019 | 16.37% |
January 31, 2019 | 16.37% |
December 31, 2018 | 16.37% |
November 30, 2018 | 16.37% |
October 31, 2018 | 16.37% |
September 30, 2018 | 16.37% |
August 31, 2018 | 16.37% |
July 31, 2018 | 16.37% |
June 30, 2018 | 16.37% |
May 31, 2018 | 16.37% |
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
16.37%
Minimum
Jul 2017
31.18%
Maximum
Mar 2020
23.28%
Average
16.37%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.222 |
Beta (5Y) | 0.8759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.58% |
Historical Sharpe Ratio (5Y) | 0.6612 |
Historical Sortino (5Y) | 0.5534 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.83% |