Dynamic Strategic Yield Class Series IT (DYN1633)
6.901
+0.03 (+0.41%)
CAD |
May 17 2022
DYN1633 Max Drawdown (5Y): 16.79% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 16.79% |
| March 31, 2022 | 16.79% |
| February 28, 2022 | 16.79% |
| January 31, 2022 | 16.79% |
| December 31, 2021 | 16.79% |
| November 30, 2021 | 16.79% |
| October 31, 2021 | 16.79% |
| September 30, 2021 | 16.79% |
| August 31, 2021 | 16.79% |
| July 31, 2021 | 16.79% |
| June 30, 2021 | 16.79% |
| May 31, 2021 | 16.79% |
| April 30, 2021 | 16.79% |
| March 31, 2021 | 16.79% |
| February 28, 2021 | 16.79% |
| January 31, 2021 | 16.79% |
| December 31, 2020 | 16.79% |
| November 30, 2020 | 16.79% |
| October 31, 2020 | 16.79% |
| September 30, 2020 | 16.79% |
| August 31, 2020 | 16.79% |
| July 31, 2020 | 16.79% |
| June 30, 2020 | 16.79% |
| May 31, 2020 | 16.79% |
| April 30, 2020 | 16.79% |
| Date | Value |
|---|---|
| March 31, 2020 | 16.79% |
| February 29, 2020 | 5.75% |
| January 31, 2020 | 5.75% |
| December 31, 2019 | 5.75% |
| November 30, 2019 | 5.75% |
| October 31, 2019 | 5.75% |
| September 30, 2019 | 5.75% |
| August 31, 2019 | 5.75% |
| July 31, 2019 | 5.84% |
| June 30, 2019 | 5.84% |
| May 31, 2019 | 5.84% |
| April 30, 2019 | 5.84% |
| March 31, 2019 | 5.84% |
| February 28, 2019 | 5.84% |
| January 31, 2019 | 5.84% |
| December 31, 2018 | 5.84% |
| November 30, 2018 | 5.84% |
| October 31, 2018 | 5.84% |
| September 30, 2018 | 5.84% |
| August 31, 2018 | 5.84% |
| July 31, 2018 | 5.84% |
| June 30, 2018 | 5.84% |
| May 31, 2018 | 5.84% |
| April 30, 2018 | 5.84% |
| March 31, 2018 | 5.84% |
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
5.75%
Minimum
Aug 2019
16.79%
Maximum
Mar 2020
10.57%
Average
5.84%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Dynamic U.S. Strategic Yield N | 18.35% |
| Dynamic Strategic Yield Sr A | 16.98% |
| TD Global Balanced Opportunities - Adv | 18.76% |
| Manulife Tactical Income T | 18.15% |
| Sun Life Dynamic Strategic Yield A | 18.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5495 |
| Beta (5Y) | 0.4502 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.51% |
| Historical Sharpe Ratio (5Y) | 0.6322 |
| Historical Sortino (5Y) | 0.537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.60% |