Manulife Cdn Investment Class FT6 (MMF1041)
15.42
+0.04 (+0.25%)
CAD |
Aug 18 2022
MMF1041 Max Drawdown (5Y): 34.70% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 34.70% |
| June 30, 2022 | 34.70% |
| May 31, 2022 | 34.70% |
| April 30, 2022 | 34.70% |
| March 31, 2022 | 34.70% |
| February 28, 2022 | 34.70% |
| January 31, 2022 | 34.70% |
| December 31, 2021 | 34.70% |
| November 30, 2021 | 34.70% |
| October 31, 2021 | 34.70% |
| September 30, 2021 | 34.70% |
| August 31, 2021 | 34.70% |
| July 31, 2021 | 34.70% |
| June 30, 2021 | 34.70% |
| May 31, 2021 | 34.70% |
| April 30, 2021 | 34.70% |
| March 31, 2021 | 34.70% |
| February 28, 2021 | 34.70% |
| January 31, 2021 | 34.70% |
| December 31, 2020 | 34.70% |
| November 30, 2020 | 34.70% |
| October 31, 2020 | 34.70% |
| September 30, 2020 | 34.70% |
| August 31, 2020 | 34.70% |
| July 31, 2020 | 34.70% |
| Date | Value |
|---|---|
| June 30, 2020 | 34.70% |
| May 31, 2020 | 34.70% |
| April 30, 2020 | 34.70% |
| March 31, 2020 | 34.70% |
| February 29, 2020 | 16.33% |
| January 31, 2020 | 16.33% |
| December 31, 2019 | 16.33% |
| November 30, 2019 | 16.33% |
| October 31, 2019 | 16.33% |
| September 30, 2019 | 16.33% |
| August 31, 2019 | 16.33% |
| July 31, 2019 | 16.33% |
| June 30, 2019 | 16.33% |
| May 31, 2019 | 16.33% |
| April 30, 2019 | 16.33% |
| March 31, 2019 | 16.33% |
| February 28, 2019 | 16.33% |
| January 31, 2019 | 16.33% |
| December 31, 2018 | 16.33% |
| November 30, 2018 | 14.60% |
| October 31, 2018 | 14.60% |
| September 30, 2018 | 14.60% |
| August 31, 2018 | 14.60% |
| July 31, 2018 | 14.60% |
| June 30, 2018 | 14.60% |
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
14.60%
Minimum
Aug 2017
34.70%
Maximum
Mar 2020
24.75%
Average
16.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.809 |
| Beta (5Y) | 0.9405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.92% |
| Historical Sharpe Ratio (5Y) | 0.437 |
| Historical Sortino (5Y) | 0.4024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.04% |