Mackenzie US S-M Cap Gr Ccy Ntrl T5 (MFC8597)
13.15
+0.01 (+0.10%)
CAD |
Mar 24 2023
MFC8597 Max Drawdown (5Y): 40.88% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 40.88% |
January 31, 2023 | 40.88% |
December 31, 2022 | 40.88% |
November 30, 2022 | 40.88% |
October 31, 2022 | 40.88% |
September 30, 2022 | 40.88% |
August 31, 2022 | 40.88% |
July 31, 2022 | 40.88% |
June 30, 2022 | 40.88% |
May 31, 2022 | 40.88% |
April 30, 2022 | 40.88% |
March 31, 2022 | 40.88% |
February 28, 2022 | 40.88% |
January 31, 2022 | 40.88% |
December 31, 2021 | 40.88% |
November 30, 2021 | 40.88% |
October 31, 2021 | 40.88% |
September 30, 2021 | 40.88% |
August 31, 2021 | 40.88% |
July 31, 2021 | 40.88% |
June 30, 2021 | 40.88% |
May 31, 2021 | 40.88% |
April 30, 2021 | 40.88% |
March 31, 2021 | 40.88% |
February 28, 2021 | 40.88% |
Date | Value |
---|---|
January 31, 2021 | 40.88% |
December 31, 2020 | 40.88% |
November 30, 2020 | 40.88% |
October 31, 2020 | 40.88% |
September 30, 2020 | 40.88% |
August 31, 2020 | 40.88% |
July 31, 2020 | 40.88% |
June 30, 2020 | 40.88% |
May 31, 2020 | 40.88% |
April 30, 2020 | 40.88% |
March 31, 2020 | 40.88% |
February 29, 2020 | 21.46% |
January 31, 2020 | 21.46% |
December 31, 2019 | 21.46% |
November 30, 2019 | 21.46% |
October 31, 2019 | 21.46% |
September 30, 2019 | 21.46% |
August 31, 2019 | 21.46% |
July 31, 2019 | 21.46% |
June 30, 2019 | 21.46% |
May 31, 2019 | 21.46% |
April 30, 2019 | 21.46% |
March 31, 2019 | 21.46% |
February 28, 2019 | 21.46% |
January 31, 2019 | 21.46% |
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
21.46%
Minimum
Mar 2018
40.88%
Maximum
Mar 2020
33.11%
Average
40.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.019 |
Beta (5Y) | 1.211 |
Alpha (vs YCharts Benchmark) (5Y) | -4.881 |
Beta (vs YCharts Benchmark) (5Y) | 0.9306 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.27% |
Historical Sharpe Ratio (5Y) | 0.2709 |
Historical Sortino (5Y) | 0.2819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |