Mackenzie US Small-Mid Cap Growth PW (MFC8650)

17.65 +0.11 (+0.65%) CAD  |  Mar 24 2023
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MFC8650 Max Drawdown (5Y): 33.85% for Feb. 28, 2023

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 33.85%
January 31, 2023 33.85%
December 31, 2022 33.85%
November 30, 2022 33.85%
October 31, 2022 33.85%
September 30, 2022 33.85%
Date Value
August 31, 2022 33.85%
July 31, 2022 33.85%
June 30, 2022 33.85%
May 31, 2022 33.85%
April 30, 2022 33.85%
March 31, 2022 33.85%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

33.85%
Minimum
Mar 2022
33.85%
Maximum
Mar 2022
33.85%
Average
33.85%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks

IG Mackenzie U.S. Opportunities J DSC 35.66%
Mackenzie US S-M Cap Gr Ccy Ntrl T5 40.88%
Canada Life US Small-Mid Cap Growth N 33.73%
Fidelity Small Cap America Sr B 32.67%
Mackenzie US Mid Cap Opportunities PWT5 --

Max Drawdown (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.69%
Historical Sharpe Ratio (5Y) 0.4684
Historical Sortino (5Y) 0.5204
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.45%