Dynamic Equity Income Series T (DYN1299)

10.54 +0.04 (+0.37%) CAD  |  Dec 23 2024
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DYN1299 Max Drawdown (5Y): 32.31% 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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Dynamic Dividend Series T 33.13%
Starlight Dividend Growth Class T8 28.80%
Fidelity Dividend Fund Series A 28.80%
BMO Dividend Advisor Series 36.12%
AGF Canadian Dividend Income Fund Sr V 33.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.472
Beta (5Y) 0.8367
Alpha (vs YCharts Benchmark) (5Y) 2.566
Beta (vs YCharts Benchmark) (5Y) 0.6038
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.76%
Historical Sharpe Ratio (5Y) 0.3871
Historical Sortino (5Y) 0.378
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.37%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:DYN1299.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:DYN1299.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.