IG Mackenzie U.S. Opportunities J NL (IGI973)
14.77
+0.16 (+1.09%)
CAD |
Jan 31 2023
IGI973 Max Drawdown (5Y): 35.66% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 35.66% |
December 31, 2022 | 35.66% |
November 30, 2022 | 35.66% |
October 31, 2022 | 35.66% |
September 30, 2022 | 35.66% |
August 31, 2022 | 35.66% |
July 31, 2022 | 35.66% |
June 30, 2022 | 35.66% |
May 31, 2022 | 35.66% |
April 30, 2022 | 35.66% |
March 31, 2022 | 35.66% |
February 28, 2022 | 35.66% |
January 31, 2022 | 35.66% |
December 31, 2021 | 35.66% |
November 30, 2021 | 35.66% |
October 31, 2021 | 35.66% |
September 30, 2021 | 35.66% |
August 31, 2021 | 35.66% |
July 31, 2021 | 35.66% |
June 30, 2021 | 35.66% |
May 31, 2021 | 35.66% |
April 30, 2021 | 35.66% |
March 31, 2021 | 35.66% |
February 28, 2021 | 35.66% |
January 31, 2021 | 35.66% |
Date | Value |
---|---|
December 31, 2020 | 35.66% |
November 30, 2020 | 35.66% |
October 31, 2020 | 35.66% |
September 30, 2020 | 35.66% |
August 31, 2020 | 35.66% |
July 31, 2020 | 35.66% |
June 30, 2020 | 35.66% |
May 31, 2020 | 35.66% |
April 30, 2020 | 35.66% |
March 31, 2020 | 35.66% |
February 29, 2020 | 20.13% |
January 31, 2020 | 20.13% |
December 31, 2019 | 20.13% |
November 30, 2019 | 20.13% |
October 31, 2019 | 20.13% |
September 30, 2019 | 20.13% |
August 31, 2019 | 20.13% |
July 31, 2019 | 20.13% |
June 30, 2019 | 20.13% |
May 31, 2019 | 20.13% |
April 30, 2019 | 20.13% |
March 31, 2019 | 20.13% |
February 28, 2019 | 20.13% |
January 31, 2019 | 20.13% |
December 31, 2018 | 20.13% |
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
13.46%
Minimum
Feb 2018
35.66%
Maximum
Mar 2020
28.09%
Average
35.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.833 |
Beta (5Y) | 0.9774 |
Alpha (vs YCharts Benchmark) (5Y) | -3.648 |
Beta (vs YCharts Benchmark) (5Y) | 0.7351 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.14% |
Historical Sharpe Ratio (5Y) | 0.2354 |
Historical Sortino (5Y) | 0.2543 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.88% |