IG Mackenzie Global Health Care Cl J DSC (IGI1122)
32.87
+0.49 (+1.51%)
CAD |
May 20 2022
IGI1122 Max Drawdown (5Y): 17.59% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 17.59% |
March 31, 2022 | 17.59% |
February 28, 2022 | 17.59% |
January 31, 2022 | 17.59% |
December 31, 2021 | 17.59% |
November 30, 2021 | 17.59% |
October 31, 2021 | 17.59% |
September 30, 2021 | 17.59% |
August 31, 2021 | 17.86% |
July 31, 2021 | 17.86% |
June 30, 2021 | 17.86% |
May 31, 2021 | 17.86% |
April 30, 2021 | 17.86% |
March 31, 2021 | 17.86% |
February 28, 2021 | 18.15% |
January 31, 2021 | 18.15% |
December 31, 2020 | 19.46% |
November 30, 2020 | 19.46% |
October 31, 2020 | 19.46% |
September 30, 2020 | 19.46% |
August 31, 2020 | 19.46% |
July 31, 2020 | 19.46% |
June 30, 2020 | 19.46% |
May 31, 2020 | 19.46% |
April 30, 2020 | 19.46% |
Date | Value |
---|---|
March 31, 2020 | 19.46% |
February 29, 2020 | 19.46% |
January 31, 2020 | 19.46% |
December 31, 2019 | 19.46% |
November 30, 2019 | 19.46% |
October 31, 2019 | 19.46% |
September 30, 2019 | 19.46% |
August 31, 2019 | 19.46% |
July 31, 2019 | 19.46% |
June 30, 2019 | 19.46% |
May 31, 2019 | 19.46% |
April 30, 2019 | 19.46% |
March 31, 2019 | 19.46% |
February 28, 2019 | 19.46% |
January 31, 2019 | 19.46% |
December 31, 2018 | 19.46% |
November 30, 2018 | 19.46% |
October 31, 2018 | 19.46% |
September 30, 2018 | 19.46% |
August 31, 2018 | 19.46% |
July 31, 2018 | 19.46% |
June 30, 2018 | 19.46% |
May 31, 2018 | 19.46% |
April 30, 2018 | 19.46% |
March 31, 2018 | 19.46% |
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
17.59%
Minimum
Sep 2021
19.46%
Maximum
May 2017
19.01%
Average
19.46%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.059 |
Beta (5Y) | 0.3507 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.22% |
Historical Sharpe Ratio (5Y) | 0.5891 |
Historical Sortino (5Y) | 0.9189 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.37% |