Dynamic Global Dividend Series G (DYN031G)
20.28
+0.08 (+0.38%)
CAD |
Jun 30 2022
DYN031G Max Drawdown (5Y): 23.68% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 23.68% |
| May 31, 2022 | 20.45% |
| April 30, 2022 | 19.72% |
| March 31, 2022 | 19.72% |
| February 28, 2022 | 19.72% |
| January 31, 2022 | 19.72% |
| December 31, 2021 | 19.72% |
| November 30, 2021 | 19.72% |
| October 31, 2021 | 19.72% |
| September 30, 2021 | 19.72% |
| August 31, 2021 | 19.72% |
| July 31, 2021 | 19.72% |
| June 30, 2021 | 19.72% |
| May 31, 2021 | 19.72% |
| April 30, 2021 | 19.72% |
| March 31, 2021 | 19.72% |
| February 28, 2021 | 19.72% |
| January 31, 2021 | 19.72% |
| December 31, 2020 | 19.72% |
| November 30, 2020 | 19.72% |
| October 31, 2020 | 19.72% |
| September 30, 2020 | 19.72% |
| August 31, 2020 | 19.72% |
| July 31, 2020 | 19.72% |
| June 30, 2020 | 19.72% |
| Date | Value |
|---|---|
| May 31, 2020 | 19.72% |
| April 30, 2020 | 19.72% |
| March 31, 2020 | 19.72% |
| February 29, 2020 | 14.45% |
| January 31, 2020 | 14.45% |
| December 31, 2019 | 14.45% |
| November 30, 2019 | 14.45% |
| October 31, 2019 | 14.45% |
| September 30, 2019 | 14.45% |
| August 31, 2019 | 14.45% |
| July 31, 2019 | 14.45% |
| June 30, 2019 | 14.45% |
| May 31, 2019 | 14.45% |
| April 30, 2019 | 14.45% |
| March 31, 2019 | 14.45% |
| February 28, 2019 | 14.45% |
| January 31, 2019 | 14.45% |
| December 31, 2018 | 14.45% |
| November 30, 2018 | 10.41% |
| October 31, 2018 | 10.41% |
| September 30, 2018 | 10.41% |
| August 31, 2018 | 10.41% |
| July 31, 2018 | 10.41% |
| June 30, 2018 | 10.41% |
| May 31, 2018 | 10.41% |
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
10.41%
Minimum
Jul 2017
23.68%
Maximum
Jun 2022
15.84%
Average
14.45%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.673 |
| Beta (5Y) | 0.4853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.69% |
| Historical Sharpe Ratio (5Y) | 0.5095 |
| Historical Sortino (5Y) | 0.6472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |