United Canadian Equity Alpha Corp Cl WT8 (CIG13672)
5.056
-0.04 (-0.81%)
CAD |
Jun 30 2022
CIG13672 Max Drawdown (5Y): 40.55% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 40.55% |
| May 31, 2022 | 40.55% |
| April 30, 2022 | 40.55% |
| March 31, 2022 | 40.55% |
| February 28, 2022 | 40.55% |
| January 31, 2022 | 40.55% |
| December 31, 2021 | 40.55% |
| November 30, 2021 | 40.55% |
| October 31, 2021 | 40.55% |
| September 30, 2021 | 40.55% |
| August 31, 2021 | 40.55% |
| July 31, 2021 | 40.55% |
| June 30, 2021 | 40.55% |
| May 31, 2021 | 40.55% |
| April 30, 2021 | 40.55% |
| March 31, 2021 | 40.55% |
| February 28, 2021 | 40.55% |
| January 31, 2021 | 40.55% |
| December 31, 2020 | 40.55% |
| November 30, 2020 | 40.55% |
| October 31, 2020 | 40.55% |
| September 30, 2020 | 40.55% |
| August 31, 2020 | 40.55% |
| July 31, 2020 | 40.55% |
| June 30, 2020 | 40.55% |
| Date | Value |
|---|---|
| May 31, 2020 | 40.55% |
| April 30, 2020 | 40.55% |
| March 31, 2020 | 40.55% |
| February 29, 2020 | 17.36% |
| January 31, 2020 | 17.36% |
| December 31, 2019 | 17.36% |
| November 30, 2019 | 17.36% |
| October 31, 2019 | 17.36% |
| September 30, 2019 | 17.36% |
| August 31, 2019 | 17.36% |
| July 31, 2019 | 17.36% |
| June 30, 2019 | 17.36% |
| May 31, 2019 | 17.36% |
| April 30, 2019 | 17.36% |
| March 31, 2019 | 17.36% |
| February 28, 2019 | 17.36% |
| January 31, 2019 | 17.36% |
| December 31, 2018 | 17.36% |
| November 30, 2018 | 14.93% |
| October 31, 2018 | 14.93% |
| September 30, 2018 | 14.93% |
| August 31, 2018 | 14.93% |
| July 31, 2018 | 14.93% |
| June 30, 2018 | 14.93% |
| May 31, 2018 | 14.93% |
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
14.93%
Minimum
Jul 2017
40.55%
Maximum
Mar 2020
27.49%
Average
17.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| CI Canadian Investment Corp Class F | 36.47% |
| CI Canadian Eq Corp Cl EF | 32.57% |
| Manulife Fundamental Equity F | 28.28% |
| Dynamic Power Canadian Growth Series F | 31.58% |
| Mackenzie Canadian Growth PWX | 28.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.082 |
| Beta (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.71% |
| Historical Sharpe Ratio (5Y) | -0.0183 |
| Historical Sortino (5Y) | -0.017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.39% |