Dynamic US Dividend Advantage T (DYN2825)
9.421
0.00 (0.00%)
CAD |
Aug 09 2022
DYN2825 Max Drawdown (5Y): 28.47% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 28.47% |
| June 30, 2022 | 28.47% |
| May 31, 2022 | 28.47% |
| April 30, 2022 | 28.47% |
| March 31, 2022 | 28.47% |
| February 28, 2022 | 28.47% |
| January 31, 2022 | 28.47% |
| December 31, 2021 | 28.47% |
| November 30, 2021 | 28.47% |
| October 31, 2021 | 28.47% |
| September 30, 2021 | 28.47% |
| August 31, 2021 | 28.47% |
| July 31, 2021 | 28.47% |
| June 30, 2021 | 28.47% |
| May 31, 2021 | 28.47% |
| April 30, 2021 | 28.47% |
| March 31, 2021 | 28.47% |
| February 28, 2021 | 28.47% |
| January 31, 2021 | 28.47% |
| December 31, 2020 | 28.47% |
| November 30, 2020 | 28.47% |
| October 31, 2020 | 28.47% |
| September 30, 2020 | 28.47% |
| August 31, 2020 | 28.47% |
| July 31, 2020 | 28.47% |
| Date | Value |
|---|---|
| June 30, 2020 | 28.47% |
| May 31, 2020 | 28.47% |
| April 30, 2020 | 28.47% |
| March 31, 2020 | 28.47% |
| February 29, 2020 | 14.79% |
| January 31, 2020 | 14.79% |
| December 31, 2019 | 14.79% |
| November 30, 2019 | 14.79% |
| October 31, 2019 | 14.79% |
| September 30, 2019 | 14.79% |
| August 31, 2019 | 14.79% |
| July 31, 2019 | 14.79% |
| June 30, 2019 | 14.79% |
| May 31, 2019 | 14.79% |
| April 30, 2019 | 14.79% |
| March 31, 2019 | 14.79% |
| February 28, 2019 | 14.79% |
| January 31, 2019 | 14.79% |
| December 31, 2018 | 14.79% |
| November 30, 2018 | 14.73% |
| October 31, 2018 | 14.73% |
| September 30, 2018 | 14.73% |
| August 31, 2018 | 14.73% |
| July 31, 2018 | 14.73% |
| June 30, 2018 | 14.73% |
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
14.73%
Minimum
Aug 2017
28.47%
Maximum
Mar 2020
21.39%
Average
14.79%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| PH&N U.S. Equity Fund A | 25.44% |
| IA Clarington US Dividend Growth L | 29.45% |
| RBC U.S. Equity Fund T5 | 26.07% |
| Canada Life US Dividend T8 | 28.12% |
| TD U.S. Dividend Growth Fund-H | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0626 |
| Beta (5Y) | 0.7306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.81% |
| Historical Sharpe Ratio (5Y) | 0.502 |
| Historical Sortino (5Y) | 0.5171 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.57% |