Dynamic U.S. Strategic Yield N (DYN3292)
9.427
+0.10 (+1.03%)
CAD |
Jun 24 2022
DYN3292 Max Drawdown (5Y): 18.35% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 18.35% |
| April 30, 2022 | 18.35% |
| March 31, 2022 | 18.35% |
| February 28, 2022 | 18.35% |
| January 31, 2022 | 18.35% |
| December 31, 2021 | 18.35% |
| November 30, 2021 | 18.35% |
| October 31, 2021 | 18.35% |
| September 30, 2021 | 18.35% |
| August 31, 2021 | 18.35% |
| July 31, 2021 | 18.35% |
| June 30, 2021 | 18.35% |
| May 31, 2021 | 18.35% |
| April 30, 2021 | 18.35% |
| March 31, 2021 | 18.35% |
| February 28, 2021 | 18.35% |
| January 31, 2021 | 18.35% |
| December 31, 2020 | 18.35% |
| November 30, 2020 | 18.35% |
| October 31, 2020 | 18.35% |
| September 30, 2020 | 18.35% |
| August 31, 2020 | 18.35% |
| July 31, 2020 | 18.35% |
| June 30, 2020 | 18.35% |
| May 31, 2020 | 18.35% |
| Date | Value |
|---|---|
| April 30, 2020 | 18.35% |
| March 31, 2020 | 18.35% |
| February 29, 2020 | 9.74% |
| January 31, 2020 | 9.74% |
| December 31, 2019 | 9.74% |
| November 30, 2019 | 9.74% |
| October 31, 2019 | 9.74% |
| September 30, 2019 | 9.74% |
| August 31, 2019 | 9.74% |
| July 31, 2019 | 9.74% |
| June 30, 2019 | 9.74% |
| May 31, 2019 | 9.74% |
| April 30, 2019 | 9.74% |
| March 31, 2019 | 9.74% |
| February 28, 2019 | 9.74% |
| January 31, 2019 | 9.74% |
| December 31, 2018 | 9.74% |
| November 30, 2018 | 6.90% |
| October 31, 2018 | 6.90% |
| September 30, 2018 | 6.90% |
| August 31, 2018 | 6.90% |
| July 31, 2018 | 6.90% |
| June 30, 2018 | 6.90% |
| May 31, 2018 | 6.90% |
| April 30, 2018 | 6.90% |
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
1.93%
Minimum
Jun 2017
18.35%
Maximum
Mar 2020
12.09%
Average
9.74%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.557 |
| Beta (5Y) | 0.5245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.89% |
| Historical Sharpe Ratio (5Y) | 0.2901 |
| Historical Sortino (5Y) | 0.2706 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.99% |