Dynamic Power Canadian Growth Series F (DYN226)
16.61
-0.14 (-0.82%)
CAD |
Jun 30 2022
DYN226 Max Drawdown (5Y): 31.58% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 31.58% |
| May 31, 2022 | 31.58% |
| April 30, 2022 | 31.58% |
| March 31, 2022 | 31.58% |
| February 28, 2022 | 31.58% |
| January 31, 2022 | 31.58% |
| December 31, 2021 | 31.58% |
| November 30, 2021 | 31.58% |
| October 31, 2021 | 31.58% |
| September 30, 2021 | 31.58% |
| August 31, 2021 | 31.58% |
| July 31, 2021 | 31.58% |
| June 30, 2021 | 31.58% |
| May 31, 2021 | 31.58% |
| April 30, 2021 | 31.58% |
| March 31, 2021 | 31.58% |
| February 28, 2021 | 31.58% |
| January 31, 2021 | 31.58% |
| December 31, 2020 | 31.58% |
| November 30, 2020 | 31.58% |
| October 31, 2020 | 31.58% |
| September 30, 2020 | 31.58% |
| August 31, 2020 | 31.58% |
| July 31, 2020 | 31.58% |
| June 30, 2020 | 31.58% |
| Date | Value |
|---|---|
| May 31, 2020 | 31.58% |
| April 30, 2020 | 31.58% |
| March 31, 2020 | 31.58% |
| February 29, 2020 | 25.53% |
| January 31, 2020 | 25.53% |
| December 31, 2019 | 25.53% |
| November 30, 2019 | 25.53% |
| October 31, 2019 | 25.53% |
| September 30, 2019 | 25.53% |
| August 31, 2019 | 25.53% |
| July 31, 2019 | 25.53% |
| June 30, 2019 | 25.53% |
| May 31, 2019 | 25.53% |
| April 30, 2019 | 25.53% |
| March 31, 2019 | 25.53% |
| February 28, 2019 | 25.53% |
| January 31, 2019 | 25.53% |
| December 31, 2018 | 25.53% |
| November 30, 2018 | 22.40% |
| October 31, 2018 | 22.40% |
| September 30, 2018 | 22.40% |
| August 31, 2018 | 22.40% |
| July 31, 2018 | 22.40% |
| June 30, 2018 | 22.40% |
| May 31, 2018 | 22.40% |
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
22.40%
Minimum
May 2018
39.27%
Maximum
Jul 2017
29.59%
Average
31.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Manulife Fundamental Equity F | 28.28% |
| CI Canadian Eq Corp Cl EF | 32.57% |
| United Cdn Equity Growth Pool Cl F | 37.49% |
| CI Canadian Investment Corp Class F | 36.47% |
| Fidelity Greater Canada Class F5 | 28.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.249 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.79% |
| Historical Sharpe Ratio (5Y) | 0.4273 |
| Historical Sortino (5Y) | 0.4634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.27% |