Mawer Canadian Equity Series A (MAW106)
98.39
+0.63
(+0.64%)
CAD |
Dec 31 2024
MAW106 Max Drawdown (5Y): 34.39% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Desjardins Canadian Equity A | 34.99% |
| PH&N Canadian Equity Value Sr D | 36.89% |
| PH&N Canadian Growth Sr D | 36.58% |
| RBC Vision Canadian Equity Series D | 36.14% |
| PH&N Vintage Fund Sr D | 36.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.400 |
| Beta (5Y) | 0.8784 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.391 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.82% |
| Historical Sharpe Ratio (5Y) | 0.4103 |
| Historical Sortino (5Y) | 0.3881 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.16% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MAW106.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MAW106.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |