Canada Life Canadian Core Bond N (MAX2302)
9.490
+0.04 (+0.41%)
CAD |
Aug 08 2022
MAX2302 Max Drawdown (5Y): 15.65% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 15.65% |
| June 30, 2022 | 15.65% |
| May 31, 2022 | 13.32% |
| April 30, 2022 | 12.00% |
| March 31, 2022 | 10.17% |
| February 28, 2022 | 7.22% |
| January 31, 2022 | 6.67% |
| December 31, 2021 | 6.67% |
| November 30, 2021 | 6.67% |
| October 31, 2021 | 6.67% |
| September 30, 2021 | 6.67% |
| August 31, 2021 | 6.67% |
| July 31, 2021 | 6.67% |
| June 30, 2021 | 6.67% |
| May 31, 2021 | 6.67% |
| April 30, 2021 | 6.67% |
| March 31, 2021 | 6.67% |
| February 28, 2021 | 6.67% |
| January 31, 2021 | 6.67% |
| December 31, 2020 | 6.67% |
| November 30, 2020 | 6.67% |
| October 31, 2020 | 6.67% |
| September 30, 2020 | 6.67% |
| August 31, 2020 | 6.67% |
| July 31, 2020 | 6.67% |
| Date | Value |
|---|---|
| June 30, 2020 | 6.67% |
| May 31, 2020 | 6.67% |
| April 30, 2020 | 6.67% |
| March 31, 2020 | 6.67% |
| February 29, 2020 | 4.23% |
| January 31, 2020 | 4.23% |
| December 31, 2019 | 4.23% |
| November 30, 2019 | 4.23% |
| October 31, 2019 | 4.23% |
| September 30, 2019 | 4.23% |
| August 31, 2019 | 4.23% |
| July 31, 2019 | 4.23% |
| June 30, 2019 | 4.23% |
| May 31, 2019 | 4.23% |
| April 30, 2019 | 4.23% |
| March 31, 2019 | 4.23% |
| February 28, 2019 | 4.23% |
| January 31, 2019 | 4.23% |
| December 31, 2018 | 4.23% |
| November 30, 2018 | 4.23% |
| October 31, 2018 | 4.23% |
| September 30, 2018 | 4.23% |
| August 31, 2018 | 4.23% |
| July 31, 2018 | 4.23% |
| June 30, 2018 | 5.02% |
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
4.23%
Minimum
Jul 2018
15.65%
Maximum
Jun 2022
6.12%
Average
5.02%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1726 |
| Beta (5Y) | 1.286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.96% |
| Historical Sharpe Ratio (5Y) | 0.1101 |
| Historical Sortino (5Y) | 0.1577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.50% |