Dynamic Canadian Value Class Series F (DYN233)
20.53
-0.08 (-0.40%)
CAD |
Jun 28 2022
DYN233 Max Drawdown (5Y): 29.83% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 29.83% |
| April 30, 2022 | 29.83% |
| March 31, 2022 | 29.83% |
| February 28, 2022 | 29.83% |
| January 31, 2022 | 29.83% |
| December 31, 2021 | 29.83% |
| November 30, 2021 | 29.83% |
| October 31, 2021 | 29.83% |
| September 30, 2021 | 29.83% |
| August 31, 2021 | 29.83% |
| July 31, 2021 | 29.83% |
| June 30, 2021 | 29.83% |
| May 31, 2021 | 29.83% |
| April 30, 2021 | 29.83% |
| March 31, 2021 | 29.83% |
| February 28, 2021 | 29.83% |
| January 31, 2021 | 29.83% |
| December 31, 2020 | 29.83% |
| November 30, 2020 | 29.83% |
| October 31, 2020 | 29.83% |
| September 30, 2020 | 29.83% |
| August 31, 2020 | 29.83% |
| July 31, 2020 | 29.83% |
| June 30, 2020 | 29.83% |
| May 31, 2020 | 29.83% |
| Date | Value |
|---|---|
| April 30, 2020 | 29.83% |
| March 31, 2020 | 29.83% |
| February 29, 2020 | 18.15% |
| January 31, 2020 | 18.15% |
| December 31, 2019 | 18.15% |
| November 30, 2019 | 18.15% |
| October 31, 2019 | 18.15% |
| September 30, 2019 | 18.15% |
| August 31, 2019 | 18.15% |
| July 31, 2019 | 18.15% |
| June 30, 2019 | 18.15% |
| May 31, 2019 | 18.15% |
| April 30, 2019 | 18.15% |
| March 31, 2019 | 18.15% |
| February 28, 2019 | 18.15% |
| January 31, 2019 | 18.15% |
| December 31, 2018 | 18.15% |
| November 30, 2018 | 18.15% |
| October 31, 2018 | 18.15% |
| September 30, 2018 | 18.15% |
| August 31, 2018 | 18.15% |
| July 31, 2018 | 18.15% |
| June 30, 2018 | 18.15% |
| May 31, 2018 | 18.15% |
| April 30, 2018 | 18.15% |
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
18.15%
Minimum
Sep 2017
29.83%
Maximum
Mar 2020
23.50%
Average
19.01%
Median
Max Drawdown (5Y) Benchmarks
| Sun Life MFS Canadian Equity F | 30.52% |
| TD Canadian Equity - F | 34.40% |
| Mackenzie Ivy Canadian F | 31.49% |
| Dynamic Value Fund of Canada Series F | 29.00% |
| RBC North American Value Fund FT5 | 35.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.238 |
| Beta (5Y) | 0.8749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.12% |
| Historical Sharpe Ratio (5Y) | 0.603 |
| Historical Sortino (5Y) | 0.5651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.16% |