Dynamic Global Discovery Class (DYN2500)
17.05
-0.04 (-0.26%)
CAD |
Aug 11 2022
DYN2500 Max Drawdown (5Y): 25.49% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 25.49% |
| June 30, 2022 | 25.49% |
| May 31, 2022 | 22.30% |
| April 30, 2022 | 22.27% |
| March 31, 2022 | 22.27% |
| February 28, 2022 | 22.27% |
| January 31, 2022 | 22.27% |
| December 31, 2021 | 22.27% |
| November 30, 2021 | 22.27% |
| October 31, 2021 | 22.27% |
| September 30, 2021 | 22.27% |
| August 31, 2021 | 22.27% |
| July 31, 2021 | 22.27% |
| June 30, 2021 | 22.27% |
| May 31, 2021 | 22.27% |
| April 30, 2021 | 22.27% |
| March 31, 2021 | 22.27% |
| February 28, 2021 | 22.27% |
| January 31, 2021 | 22.27% |
| December 31, 2020 | 22.27% |
| November 30, 2020 | 22.27% |
| October 31, 2020 | 22.27% |
| September 30, 2020 | 22.27% |
| August 31, 2020 | 22.27% |
| July 31, 2020 | 22.27% |
| Date | Value |
|---|---|
| June 30, 2020 | 22.27% |
| May 31, 2020 | 22.27% |
| April 30, 2020 | 22.27% |
| March 31, 2020 | 22.27% |
| February 29, 2020 | 16.19% |
| January 31, 2020 | 16.19% |
| December 31, 2019 | 16.19% |
| November 30, 2019 | 16.19% |
| October 31, 2019 | 16.19% |
| September 30, 2019 | 16.19% |
| August 31, 2019 | 16.19% |
| July 31, 2019 | 16.19% |
| June 30, 2019 | 16.19% |
| May 31, 2019 | 16.19% |
| April 30, 2019 | 16.19% |
| March 31, 2019 | 16.19% |
| February 28, 2019 | 16.19% |
| January 31, 2019 | 16.19% |
| December 31, 2018 | 16.19% |
| November 30, 2018 | 11.67% |
| October 31, 2018 | 11.67% |
| September 30, 2018 | 11.04% |
| August 31, 2018 | 11.04% |
| July 31, 2018 | 11.04% |
| June 30, 2018 | 11.04% |
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
11.04%
Minimum
Nov 2017
25.49%
Maximum
Jun 2022
18.08%
Average
17.18%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.129 |
| Beta (5Y) | 0.5147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.47% |
| Historical Sharpe Ratio (5Y) | 0.4034 |
| Historical Sortino (5Y) | 0.5149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.64% |