Mackenzie Strategic Income Series D USD (MFC4700)

9.830 +0.03 (+0.31%) USD  |  Dec 24 2024
More

MFC4700 Max Drawdown (5Y): 27.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
RBC Monthly Income Sr D 18.96%
RBC Balanced Sr D 21.08%
TD Canadian Diversified Yield Fund - D 39.72%
PH&N Monthly Income Fund Sr D 23.54%
Fidelity Asset Allocation Private Pl Cl Sr S8 14.31%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.916
Beta (5Y) 0.8186
Alpha (vs YCharts Benchmark) (5Y) 3.110
Beta (vs YCharts Benchmark) (5Y) 1.313
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.27%
Historical Sharpe Ratio (5Y) 0.2167
Historical Sortino (5Y) 0.2361
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.60%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MFC4700.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MFC4700.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.