Mackenzie Global Tactical Bond Series PWX (MFC6479)

7.871 -0.02 (-0.31%) CAD  |  Dec 23 2024
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MFC6479 Monthly Value at Risk (VaR) 5% (5Y Lookback)

Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

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Maximum
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Median

Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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Canada Life Global Core Plus Bond Fund F Upgrade
Mackenzie Global Sustainable Bond Fund PWX --
IG Mackenzie Global Tactical Bond Fund F Upgrade
Mackenzie Global Green Bond Fund PWX --
Capital Group World Bond Series FH Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes

View Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes
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Metric Code: historical_monthly_var_5_5y
Latest Data Point: =YCP("M:MFC6479.TO", "historical_monthly_var_5_5y")
Last 5 Data Points: =YCS("M:MFC6479.TO", "historical_monthly_var_5_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.