Dynamic Power Canadian Growth Series G (DYN052G)
34.79
+0.31 (+0.90%)
CAD |
May 25 2022
DYN052G Max Drawdown (5Y): 31.65% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.65% |
| March 31, 2022 | 31.65% |
| February 28, 2022 | 31.65% |
| January 31, 2022 | 31.65% |
| December 31, 2021 | 31.65% |
| November 30, 2021 | 31.65% |
| October 31, 2021 | 31.65% |
| September 30, 2021 | 31.65% |
| August 31, 2021 | 31.65% |
| July 31, 2021 | 31.65% |
| June 30, 2021 | 31.65% |
| May 31, 2021 | 31.65% |
| April 30, 2021 | 31.65% |
| March 31, 2021 | 31.65% |
| February 28, 2021 | 31.65% |
| January 31, 2021 | 31.65% |
| December 31, 2020 | 31.65% |
| November 30, 2020 | 31.65% |
| October 31, 2020 | 31.65% |
| September 30, 2020 | 31.65% |
| August 31, 2020 | 31.65% |
| July 31, 2020 | 31.65% |
| June 30, 2020 | 31.65% |
| May 31, 2020 | 31.65% |
| April 30, 2020 | 31.65% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.65% |
| February 29, 2020 | 25.91% |
| January 31, 2020 | 25.91% |
| December 31, 2019 | 25.91% |
| November 30, 2019 | 25.91% |
| October 31, 2019 | 25.91% |
| September 30, 2019 | 25.91% |
| August 31, 2019 | 25.91% |
| July 31, 2019 | 25.91% |
| June 30, 2019 | 25.91% |
| May 31, 2019 | 25.91% |
| April 30, 2019 | 25.91% |
| March 31, 2019 | 25.91% |
| February 28, 2019 | 25.91% |
| January 31, 2019 | 25.91% |
| December 31, 2018 | 25.91% |
| November 30, 2018 | 22.79% |
| October 31, 2018 | 22.79% |
| September 30, 2018 | 22.79% |
| August 31, 2018 | 22.79% |
| July 31, 2018 | 22.79% |
| June 30, 2018 | 22.79% |
| May 31, 2018 | 22.79% |
| April 30, 2018 | 24.31% |
| March 31, 2018 | 26.41% |
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
22.79%
Minimum
May 2018
31.65%
Maximum
Mar 2020
28.26%
Average
27.07%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.756 |
| Beta (5Y) | 1.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.29% |
| Historical Sharpe Ratio (5Y) | 0.4356 |
| Historical Sortino (5Y) | 0.459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |