Mackenzie US S-M Cap Gr Ccy Ntrl PWX8 (MFC8613)
10.07
-0.07 (-0.68%)
CAD |
May 20 2022
MFC8613 Max Drawdown (5Y): 40.75% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.75% |
March 31, 2022 | 40.75% |
February 28, 2022 | 40.75% |
January 31, 2022 | 40.75% |
December 31, 2021 | 40.75% |
November 30, 2021 | 40.75% |
October 31, 2021 | 40.75% |
September 30, 2021 | 40.75% |
August 31, 2021 | 40.75% |
July 31, 2021 | 40.75% |
June 30, 2021 | 40.75% |
May 31, 2021 | 40.75% |
April 30, 2021 | 40.75% |
March 31, 2021 | 40.75% |
February 28, 2021 | 40.75% |
January 31, 2021 | 40.75% |
December 31, 2020 | 40.75% |
November 30, 2020 | 40.75% |
October 31, 2020 | 40.75% |
September 30, 2020 | 40.75% |
August 31, 2020 | 40.75% |
July 31, 2020 | 40.75% |
June 30, 2020 | 40.75% |
May 31, 2020 | 40.75% |
April 30, 2020 | 40.75% |
Date | Value |
---|---|
March 31, 2020 | 40.75% |
February 29, 2020 | 20.16% |
January 31, 2020 | 20.16% |
December 31, 2019 | 20.16% |
November 30, 2019 | 20.16% |
October 31, 2019 | 20.16% |
September 30, 2019 | 20.16% |
August 31, 2019 | 20.16% |
July 31, 2019 | 20.16% |
June 30, 2019 | 20.16% |
May 31, 2019 | 20.16% |
April 30, 2019 | 20.16% |
March 31, 2019 | 20.16% |
February 28, 2019 | 20.16% |
January 31, 2019 | 20.16% |
December 31, 2018 | 20.16% |
November 30, 2018 | 20.16% |
October 31, 2018 | 20.16% |
September 30, 2018 | 20.16% |
August 31, 2018 | 20.16% |
July 31, 2018 | 20.16% |
June 30, 2018 | 20.16% |
May 31, 2018 | 20.16% |
April 30, 2018 | 20.16% |
March 31, 2018 | 20.16% |
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
20.16%
Minimum
May 2017
40.75%
Maximum
Mar 2020
29.08%
Average
20.16%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2204 |
Beta (5Y) | 1.225 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.61% |
Historical Sharpe Ratio (5Y) | 0.6127 |
Historical Sortino (5Y) | 0.5729 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.65% |