Mackenzie Ivy Canadian F (MFC075)
11.25
+0.01 (+0.13%)
CAD |
Jul 06 2022
MFC075 Max Drawdown (5Y): 31.49% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 31.49% |
May 31, 2022 | 31.49% |
April 30, 2022 | 31.49% |
March 31, 2022 | 31.49% |
February 28, 2022 | 31.49% |
January 31, 2022 | 31.49% |
December 31, 2021 | 31.49% |
November 30, 2021 | 31.49% |
October 31, 2021 | 31.49% |
September 30, 2021 | 31.49% |
August 31, 2021 | 31.49% |
July 31, 2021 | 31.49% |
June 30, 2021 | 31.49% |
May 31, 2021 | 31.49% |
April 30, 2021 | 31.49% |
March 31, 2021 | 31.49% |
February 28, 2021 | 31.49% |
January 31, 2021 | 31.49% |
December 31, 2020 | 31.49% |
November 30, 2020 | 31.49% |
October 31, 2020 | 31.49% |
September 30, 2020 | 31.49% |
August 31, 2020 | 31.49% |
July 31, 2020 | 31.49% |
June 30, 2020 | 31.49% |
Date | Value |
---|---|
May 31, 2020 | 31.49% |
April 30, 2020 | 31.49% |
March 31, 2020 | 31.49% |
February 29, 2020 | 12.78% |
January 31, 2020 | 12.78% |
December 31, 2019 | 12.78% |
November 30, 2019 | 12.78% |
October 31, 2019 | 12.78% |
September 30, 2019 | 12.78% |
August 31, 2019 | 12.78% |
July 31, 2019 | 12.78% |
June 30, 2019 | 12.78% |
May 31, 2019 | 12.78% |
April 30, 2019 | 12.78% |
March 31, 2019 | 12.78% |
February 28, 2019 | 12.78% |
January 31, 2019 | 12.78% |
December 31, 2018 | 12.78% |
November 30, 2018 | 10.60% |
October 31, 2018 | 10.60% |
September 30, 2018 | 10.60% |
August 31, 2018 | 10.60% |
July 31, 2018 | 10.60% |
June 30, 2018 | 10.60% |
May 31, 2018 | 10.60% |
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
10.60%
Minimum
Jul 2017
31.49%
Maximum
Mar 2020
20.90%
Average
12.78%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.410 |
Beta (5Y) | 0.7865 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.74% |
Historical Sharpe Ratio (5Y) | 0.3066 |
Historical Sortino (5Y) | 0.2856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.86% |