IG Mackenzie U.S. Opportunities J NL (IGI973)
19.21
-0.31 (-1.58%)
CAD |
Nov 26 2021
IGI973 Max Drawdown (5Y): 35.66% for Oct. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| November 30, 2018 | 13.64% |
| October 31, 2018 | 13.64% |
| September 30, 2018 | 13.46% |
| August 31, 2018 | 13.46% |
| July 31, 2018 | 13.46% |
| June 30, 2018 | 13.46% |
| May 31, 2018 | 13.46% |
| April 30, 2018 | 13.46% |
| March 31, 2018 | 13.46% |
| February 28, 2018 | 13.46% |
| January 31, 2018 | 13.46% |
| December 31, 2017 | 13.46% |
| November 30, 2017 | 13.46% |
| October 31, 2017 | 13.46% |
| September 30, 2017 | 13.46% |
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
12.14%
Minimum
Nov 2016
35.66%
Maximum
Mar 2020
22.32%
Average
20.13%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.081 |
| Beta (5Y) | 1.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.21% |
| Historical Sharpe Ratio (5Y) | 0.4993 |
| Historical Sortino (5Y) | 0.518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.17% |