Mackenzie Canadian Bond Series LW (MFC4470)
9.240
-0.02
(-0.23%)
CAD |
Jan 09 2025
MFC4470 Max Drawdown (5Y): 18.55% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
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May '19
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240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5699 |
Beta (5Y) | 1.115 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7952 |
Beta (vs YCharts Benchmark) (5Y) | 0.5743 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.30% |
Historical Sharpe Ratio (5Y) | -0.342 |
Historical Sortino (5Y) | -0.6074 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.84% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:MFC4470.TO", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:MFC4470.TO", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |