Mackenzie Canadian Growth F (MFC091)
14.70
-0.39 (-2.60%)
CAD |
May 18 2022
MFC091 Max Drawdown (5Y): 28.15% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 28.15% |
| March 31, 2022 | 28.15% |
| February 28, 2022 | 28.15% |
| January 31, 2022 | 28.15% |
| December 31, 2021 | 28.15% |
| November 30, 2021 | 28.15% |
| October 31, 2021 | 28.15% |
| September 30, 2021 | 28.15% |
| August 31, 2021 | 28.15% |
| July 31, 2021 | 28.15% |
| June 30, 2021 | 28.15% |
| May 31, 2021 | 28.15% |
| April 30, 2021 | 28.15% |
| March 31, 2021 | 28.15% |
| February 28, 2021 | 28.15% |
| January 31, 2021 | 28.15% |
| December 31, 2020 | 28.15% |
| November 30, 2020 | 28.15% |
| October 31, 2020 | 28.15% |
| September 30, 2020 | 28.15% |
| August 31, 2020 | 28.15% |
| July 31, 2020 | 28.15% |
| June 30, 2020 | 28.15% |
| May 31, 2020 | 28.15% |
| April 30, 2020 | 28.15% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.15% |
| February 29, 2020 | 15.44% |
| January 31, 2020 | 15.44% |
| December 31, 2019 | 15.44% |
| November 30, 2019 | 15.44% |
| October 31, 2019 | 15.44% |
| September 30, 2019 | 15.44% |
| August 31, 2019 | 15.44% |
| July 31, 2019 | 15.44% |
| June 30, 2019 | 15.44% |
| May 31, 2019 | 15.44% |
| April 30, 2019 | 15.44% |
| March 31, 2019 | 15.44% |
| February 28, 2019 | 15.44% |
| January 31, 2019 | 15.44% |
| December 31, 2018 | 15.44% |
| November 30, 2018 | 12.87% |
| October 31, 2018 | 12.87% |
| September 30, 2018 | 12.87% |
| August 31, 2018 | 12.87% |
| July 31, 2018 | 12.87% |
| June 30, 2018 | 12.87% |
| May 31, 2018 | 12.87% |
| April 30, 2018 | 12.87% |
| March 31, 2018 | 12.87% |
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
12.87%
Minimum
May 2017
28.15%
Maximum
Mar 2020
20.13%
Average
15.44%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.577 |
| Beta (5Y) | 0.7722 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.09% |
| Historical Sharpe Ratio (5Y) | 0.6533 |
| Historical Sortino (5Y) | 0.6918 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.68% |