Canada Life US Small-Mid Cap Growth W (MAX8329)

26.49 -0.37 (-1.37%) CAD  |  Jun 30 2022

MAX8329 Max Drawdown (5Y): 33.85% for May 31, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 33.85%
April 30, 2022 33.85%
March 31, 2022 33.85%
February 28, 2022 33.85%
January 31, 2022 33.85%
December 31, 2021 33.85%
November 30, 2021 33.85%
October 31, 2021 33.85%
September 30, 2021 33.85%
August 31, 2021 33.85%
July 31, 2021 33.85%
June 30, 2021 33.85%
May 31, 2021 33.85%
April 30, 2021 33.85%
March 31, 2021 33.85%
February 28, 2021 33.85%
January 31, 2021 33.85%
December 31, 2020 33.85%
November 30, 2020 33.85%
October 31, 2020 33.85%
September 30, 2020 33.85%
August 31, 2020 33.85%
July 31, 2020 33.85%
June 30, 2020 33.85%
May 31, 2020 33.85%
Date Value
April 30, 2020 33.85%
March 31, 2020 33.85%
February 29, 2020 16.29%
January 31, 2020 16.29%
December 31, 2019 16.29%
November 30, 2019 16.29%
October 31, 2019 16.29%
September 30, 2019 16.29%
August 31, 2019 16.29%
July 31, 2019 16.29%
June 30, 2019 16.29%
May 31, 2019 16.29%
April 30, 2019 16.29%
March 31, 2019 16.29%
February 28, 2019 16.29%
January 31, 2019 16.29%
December 31, 2018 16.29%
November 30, 2018 14.45%
October 31, 2018 14.45%
September 30, 2018 14.45%
August 31, 2018 14.45%
July 31, 2018 14.45%
June 30, 2018 14.45%
May 31, 2018 14.45%
April 30, 2018 14.45%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

14.45%
Minimum
Jul 2017
33.85%
Maximum
Mar 2020
23.80%
Average
16.29%
Median
Dec 2018

Max Drawdown (5Y) Benchmarks

Mackenzie US S-M Cap Gr Ccy Ntrl PWX8 40.75%
Mackenzie US Small-Mid Cap Growth PWFB5 --
Mackenzie US Mid Cap Opps Ccy Ntl F --
RBC O'Shaughnessy U.S. Growth Fund F 48.99%
AGF US Small-Mid Cap Series F 33.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.023
Beta (5Y) 0.9628
Historical Sortino (5Y) 0.8543