Mackenzie USD Global Strategic Income Series T8 (MFC4832)

8.964 +0.03 (+0.35%) USD  |  Dec 24 2024
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MFC4832 Max Drawdown (5Y): 18.65% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Mackenzie Global Strategic Income Fund PWT8 15.85%
Canada Life Global Strategic Income Fund T5 18.90%
Fidelity Global Asset Allocation Priv Pool Sr B 16.92%
Fidelity Global Asset Alloc Curr Neu Priv Pl Sr I 20.72%
Fidelity U.S. Growth and Inc Private Pl Sr B 15.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.953
Beta (5Y) 0.5846
Alpha (vs YCharts Benchmark) (5Y) 2.780
Beta (vs YCharts Benchmark) (5Y) 1.026
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.45%
Historical Sharpe Ratio (5Y) 0.2648
Historical Sortino (5Y) 0.3105
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.05%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MFC4832.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MFC4832.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.