Mackenzie US Mid Cap Opps Ccy Ntl A (MFC8137)

10.99 -0.01 (-0.07%) CAD  |  May 20 2022

MFC8137 Beta (All)

Beta (All) Chart

View Beta (All) for MFC8137.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Beta (All) Data

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Date Value

Beta Definition

Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

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Beta (All) Range, Past 5 Years

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Beta (All) Benchmarks

Mackenzie US Mid Cap Opportunities PWT5 --
IG Mackenzie U.S. Opportunities J NL Upgrade
Canada Life US Small-Mid Cap Growth FW Upgrade
CI American Small Companies Corp Cl E Upgrade
CI American Small Companies Class E Upgrade

Beta (All) Related Metrics

Annualized Standard Deviation of Monthly Returns (All) Upgrade
Historical Sharpe Ratio (All) Upgrade
Historical Sortino (All) Upgrade
Max Drawdown (All) Upgrade
Monthly Value at Risk (VaR) 5% (All) Upgrade