Canada Life US Small-Mid Cap Growth N (MAX8829)
33.55
-0.11 (-0.33%)
CAD |
Aug 08 2022
MAX8829 Max Drawdown (5Y): 33.73% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 33.73% |
June 30, 2022 | 33.73% |
May 31, 2022 | 33.73% |
April 30, 2022 | 33.73% |
March 31, 2022 | 33.73% |
February 28, 2022 | 33.73% |
January 31, 2022 | 33.73% |
December 31, 2021 | 33.73% |
November 30, 2021 | 33.73% |
October 31, 2021 | 33.73% |
September 30, 2021 | 33.73% |
August 31, 2021 | 33.73% |
July 31, 2021 | 33.73% |
June 30, 2021 | 33.73% |
May 31, 2021 | 33.73% |
April 30, 2021 | 33.73% |
March 31, 2021 | 33.73% |
February 28, 2021 | 33.73% |
January 31, 2021 | 33.73% |
December 31, 2020 | 33.73% |
November 30, 2020 | 33.73% |
October 31, 2020 | 33.73% |
September 30, 2020 | 33.73% |
August 31, 2020 | 33.73% |
July 31, 2020 | 33.73% |
Date | Value |
---|---|
June 30, 2020 | 33.73% |
May 31, 2020 | 33.73% |
April 30, 2020 | 33.73% |
March 31, 2020 | 33.73% |
February 29, 2020 | 15.74% |
January 31, 2020 | 15.74% |
December 31, 2019 | 15.74% |
November 30, 2019 | 15.74% |
October 31, 2019 | 15.74% |
September 30, 2019 | 15.74% |
August 31, 2019 | 15.74% |
July 31, 2019 | 15.74% |
June 30, 2019 | 15.74% |
May 31, 2019 | 15.74% |
April 30, 2019 | 15.74% |
March 31, 2019 | 15.74% |
February 28, 2019 | 15.74% |
January 31, 2019 | 15.74% |
December 31, 2018 | 15.74% |
November 30, 2018 | 13.36% |
October 31, 2018 | 13.36% |
September 30, 2018 | 13.36% |
August 31, 2018 | 13.36% |
July 31, 2018 | 13.36% |
June 30, 2018 | 13.36% |
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
13.36%
Minimum
Aug 2017
33.73%
Maximum
Mar 2020
23.80%
Average
15.74%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.970 |
Beta (5Y) | 0.9344 |
Historical Sortino (5Y) | 1.296 |