Global Healthcare Div A (MID325)
15.55
+0.23 (+1.52%)
CAD |
Aug 15 2022
MID325 Max Drawdown (5Y): 16.25% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 16.25% |
| June 30, 2022 | 16.25% |
| May 31, 2022 | 16.25% |
| April 30, 2022 | 16.25% |
| March 31, 2022 | 16.25% |
| February 28, 2022 | 16.25% |
| January 31, 2022 | 16.25% |
| December 31, 2021 | 16.25% |
| November 30, 2021 | 16.25% |
| October 31, 2021 | 16.25% |
| September 30, 2021 | 16.25% |
| August 31, 2021 | 16.25% |
| July 31, 2021 | 16.25% |
| June 30, 2021 | 16.25% |
| May 31, 2021 | 16.25% |
| April 30, 2021 | 16.25% |
| March 31, 2021 | 16.25% |
| February 28, 2021 | 16.25% |
| January 31, 2021 | 16.25% |
| December 31, 2020 | 16.25% |
| November 30, 2020 | 16.25% |
| October 31, 2020 | 16.25% |
| September 30, 2020 | 16.25% |
| August 31, 2020 | 16.25% |
| July 31, 2020 | 16.25% |
| Date | Value |
|---|---|
| June 30, 2020 | 16.25% |
| May 31, 2020 | 16.25% |
| April 30, 2020 | 16.25% |
| March 31, 2020 | 16.25% |
| February 29, 2020 | 12.27% |
| January 31, 2020 | 12.27% |
| December 31, 2019 | 12.27% |
| November 30, 2019 | 12.27% |
| October 31, 2019 | 12.27% |
| September 30, 2019 | 12.27% |
| August 31, 2019 | 12.27% |
| July 31, 2019 | 12.27% |
| June 30, 2019 | 12.27% |
| May 31, 2019 | 12.27% |
| April 30, 2019 | 12.27% |
| March 31, 2019 | 12.27% |
| February 28, 2019 | 12.27% |
| January 31, 2019 | 12.27% |
| December 31, 2018 | 12.27% |
| November 30, 2018 | 9.55% |
| October 31, 2018 | 9.55% |
| September 30, 2018 | 9.55% |
| August 31, 2018 | 9.55% |
| July 31, 2018 | 9.55% |
| June 30, 2018 | 9.55% |
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
9.55%
Minimum
Aug 2017
16.25%
Maximum
Mar 2020
13.47%
Average
12.27%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.556 |
| Beta (5Y) | 0.3612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.03% |
| Historical Sharpe Ratio (5Y) | 0.5879 |
| Historical Sortino (5Y) | 0.8946 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.37% |