Manulife Covered Call US Eq Class T6 (MMF1280)
20.39
-0.01 (-0.07%)
CAD |
Aug 11 2022
MMF1280 Max Drawdown (5Y): 18.05% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 18.05% |
| June 30, 2022 | 18.05% |
| May 31, 2022 | 18.05% |
| April 30, 2022 | 18.05% |
| March 31, 2022 | 18.05% |
| February 28, 2022 | 18.05% |
| January 31, 2022 | 18.05% |
| December 31, 2021 | 18.05% |
| November 30, 2021 | 18.05% |
| October 31, 2021 | 18.05% |
| September 30, 2021 | 18.05% |
| August 31, 2021 | 18.05% |
| July 31, 2021 | 18.05% |
| June 30, 2021 | 18.05% |
| May 31, 2021 | 18.05% |
| April 30, 2021 | 18.05% |
| March 31, 2021 | 18.05% |
| February 28, 2021 | 18.05% |
| January 31, 2021 | 18.05% |
| December 31, 2020 | 18.05% |
| November 30, 2020 | 18.05% |
| October 31, 2020 | 18.05% |
| September 30, 2020 | 18.05% |
| August 31, 2020 | 18.05% |
| July 31, 2020 | 18.05% |
| Date | Value |
|---|---|
| June 30, 2020 | 18.05% |
| May 31, 2020 | 18.05% |
| April 30, 2020 | 18.05% |
| March 31, 2020 | 18.05% |
| February 29, 2020 | 17.13% |
| January 31, 2020 | 17.13% |
| December 31, 2019 | 17.13% |
| November 30, 2019 | 17.13% |
| October 31, 2019 | 17.13% |
| September 30, 2019 | 17.13% |
| August 31, 2019 | 17.13% |
| July 31, 2019 | 17.13% |
| June 30, 2019 | 17.13% |
| May 31, 2019 | 17.13% |
| April 30, 2019 | 17.13% |
| March 31, 2019 | 17.13% |
| February 28, 2019 | 17.13% |
| January 31, 2019 | 17.13% |
| December 31, 2018 | 17.13% |
| November 30, 2018 | 16.27% |
| October 31, 2018 | 16.27% |
| September 30, 2018 | 16.27% |
| August 31, 2018 | 16.27% |
| July 31, 2018 | 16.27% |
| June 30, 2018 | 16.27% |
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
16.27%
Minimum
Aug 2017
18.05%
Maximum
Mar 2020
17.35%
Average
17.13%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.142 |
| Beta (5Y) | 0.5775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.56% |
| Historical Sharpe Ratio (5Y) | 0.6027 |
| Historical Sortino (5Y) | 0.8061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.55% |