MFC075 Max Drawdown (5Y) Analysis

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Max Drawdown (5Y) Chart

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum

Maximum

Average

Median

Max Drawdown (5Y) Benchmarks

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Franklin ClearBridge Canada Plus Equity Fund-F	13.52%
IA Clarington Canadian Leaders Class Series F	16.63%
NBI Canadian Equity Fund Series F5	21.52%
Manulife Dividend Income Series F	22.00%
IG Mackenzie North American Equity Series F	15.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y)	2.175
Beta (5Y)	0.7177
Alpha (vs YCharts Benchmark) (5Y)	6.481
Beta (vs YCharts Benchmark) (5Y)	0.4783
Annualized Standard Deviation of Monthly Returns (5Y Lookback)	9.72%
Historical Sharpe Ratio (5Y)	1.120
Historical Sortino (5Y)	1.990
Monthly Value at Risk (VaR) 5% (5Y Lookback)	3.62%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y

Latest Data Point: =YCP("M:MFC075.TO", "max_drawdown_5y")

Last 5 Data Points: =YCS("M:MFC075.TO", "max_drawdown_5y", -4)

To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.

Mackenzie Ivy Canadian Fund Series F (MFC075)

MFC075 Max Drawdown (5Y): 13.37% for June 30, 2025

Max Drawdown (5Y) Chart

Historical Data

Max Drawdown Definition

Max Drawdown (5Y) Range, Past 5 Years

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Max Drawdown (5Y) Excel Add-In Codes