Dynamic Value Fund of Canada Series F (DYN220)
16.02
+0.18 (+1.12%)
CAD |
Aug 12 2022
DYN220 Max Drawdown (5Y): 29.00% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 29.00% |
| June 30, 2022 | 29.00% |
| May 31, 2022 | 29.00% |
| April 30, 2022 | 29.00% |
| March 31, 2022 | 29.00% |
| February 28, 2022 | 29.00% |
| January 31, 2022 | 29.00% |
| December 31, 2021 | 29.00% |
| November 30, 2021 | 29.00% |
| October 31, 2021 | 29.00% |
| September 30, 2021 | 29.00% |
| August 31, 2021 | 29.00% |
| July 31, 2021 | 29.00% |
| June 30, 2021 | 29.00% |
| May 31, 2021 | 29.00% |
| April 30, 2021 | 29.00% |
| March 31, 2021 | 29.00% |
| February 28, 2021 | 29.00% |
| January 31, 2021 | 29.00% |
| December 31, 2020 | 29.00% |
| November 30, 2020 | 29.00% |
| October 31, 2020 | 29.00% |
| September 30, 2020 | 29.00% |
| August 31, 2020 | 29.00% |
| July 31, 2020 | 29.00% |
| Date | Value |
|---|---|
| June 30, 2020 | 29.00% |
| May 31, 2020 | 29.00% |
| April 30, 2020 | 29.00% |
| March 31, 2020 | 29.00% |
| February 29, 2020 | 17.90% |
| January 31, 2020 | 17.90% |
| December 31, 2019 | 17.90% |
| November 30, 2019 | 17.90% |
| October 31, 2019 | 17.90% |
| September 30, 2019 | 17.90% |
| August 31, 2019 | 17.90% |
| July 31, 2019 | 17.90% |
| June 30, 2019 | 17.90% |
| May 31, 2019 | 17.90% |
| April 30, 2019 | 17.90% |
| March 31, 2019 | 17.90% |
| February 28, 2019 | 17.90% |
| January 31, 2019 | 17.90% |
| December 31, 2018 | 17.90% |
| November 30, 2018 | 17.90% |
| October 31, 2018 | 17.90% |
| September 30, 2018 | 17.90% |
| August 31, 2018 | 17.90% |
| July 31, 2018 | 17.90% |
| June 30, 2018 | 17.90% |
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
17.90%
Minimum
Sep 2017
29.00%
Maximum
Mar 2020
23.30%
Average
18.88%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4841 |
| Beta (5Y) | 0.8623 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.05% |
| Historical Sharpe Ratio (5Y) | 0.6018 |
| Historical Sortino (5Y) | 0.5733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.50% |