Dynamic Value Balanced Class Series FT (DYN2208)
8.169
+0.08 (+0.96%)
CAD |
Aug 10 2022
DYN2208 Max Drawdown (5Y): 20.61% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 20.61% |
June 30, 2022 | 20.61% |
May 31, 2022 | 20.61% |
April 30, 2022 | 20.61% |
March 31, 2022 | 20.61% |
February 28, 2022 | 20.61% |
January 31, 2022 | 20.61% |
December 31, 2021 | 20.61% |
November 30, 2021 | 20.61% |
October 31, 2021 | 20.61% |
September 30, 2021 | 20.61% |
August 31, 2021 | 20.61% |
July 31, 2021 | 20.61% |
June 30, 2021 | 20.61% |
May 31, 2021 | 20.61% |
April 30, 2021 | 20.61% |
March 31, 2021 | 20.61% |
February 28, 2021 | 20.61% |
January 31, 2021 | 20.61% |
December 31, 2020 | 20.61% |
November 30, 2020 | 20.61% |
October 31, 2020 | 20.61% |
September 30, 2020 | 20.61% |
August 31, 2020 | 20.61% |
July 31, 2020 | 20.61% |
Date | Value |
---|---|
June 30, 2020 | 20.61% |
May 31, 2020 | 20.61% |
April 30, 2020 | 20.61% |
March 31, 2020 | 20.61% |
February 29, 2020 | 12.75% |
January 31, 2020 | 12.75% |
December 31, 2019 | 12.75% |
November 30, 2019 | 12.75% |
October 31, 2019 | 12.75% |
September 30, 2019 | 12.75% |
August 31, 2019 | 12.75% |
July 31, 2019 | 12.75% |
June 30, 2019 | 12.75% |
May 31, 2019 | 12.75% |
April 30, 2019 | 12.75% |
March 31, 2019 | 12.75% |
February 28, 2019 | 12.75% |
January 31, 2019 | 12.75% |
December 31, 2018 | 12.75% |
November 30, 2018 | 12.75% |
October 31, 2018 | 12.75% |
September 30, 2018 | 12.75% |
August 31, 2018 | 12.75% |
July 31, 2018 | 12.75% |
June 30, 2018 | 12.75% |
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
12.75%
Minimum
Aug 2017
20.61%
Maximum
Mar 2020
16.55%
Average
12.75%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1794 |
Beta (5Y) | 0.6051 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.93% |
Historical Sharpe Ratio (5Y) | 0.5641 |
Historical Sortino (5Y) | 0.5308 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.81% |