Manulife Dividend Income Priv Pool Adv (MMF1852)
20.16
+0.08 (+0.41%)
CAD |
Jul 06 2022
MMF1852 Max Drawdown (5Y): 33.05% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 33.05% |
| May 31, 2022 | 33.05% |
| April 30, 2022 | 33.05% |
| March 31, 2022 | 33.05% |
| February 28, 2022 | 33.05% |
| January 31, 2022 | 33.05% |
| December 31, 2021 | 33.05% |
| November 30, 2021 | 33.05% |
| October 31, 2021 | 33.05% |
| September 30, 2021 | 33.05% |
| August 31, 2021 | 33.05% |
| July 31, 2021 | 33.05% |
| June 30, 2021 | 33.05% |
| May 31, 2021 | 33.05% |
| April 30, 2021 | 33.05% |
| March 31, 2021 | 33.05% |
| February 28, 2021 | 33.05% |
| January 31, 2021 | 33.05% |
| December 31, 2020 | 33.05% |
| November 30, 2020 | 33.05% |
| October 31, 2020 | 33.05% |
| September 30, 2020 | 33.05% |
| August 31, 2020 | 33.05% |
| July 31, 2020 | 33.05% |
| June 30, 2020 | 33.05% |
| Date | Value |
|---|---|
| May 31, 2020 | 33.05% |
| April 30, 2020 | 33.05% |
| March 31, 2020 | 33.05% |
| February 29, 2020 | 13.72% |
| January 31, 2020 | 13.72% |
| December 31, 2019 | 13.72% |
| November 30, 2019 | 13.72% |
| October 31, 2019 | 13.72% |
| September 30, 2019 | 13.72% |
| August 31, 2019 | 13.72% |
| July 31, 2019 | 13.72% |
| June 30, 2019 | 13.72% |
| May 31, 2019 | 13.72% |
| April 30, 2019 | 13.72% |
| March 31, 2019 | 13.72% |
| February 28, 2019 | 13.72% |
| January 31, 2019 | 13.72% |
| December 31, 2018 | 13.72% |
| November 30, 2018 | 10.80% |
| October 31, 2018 | 10.80% |
| September 30, 2018 | 10.80% |
| August 31, 2018 | 10.80% |
| July 31, 2018 | 10.80% |
| June 30, 2018 | 10.80% |
| May 31, 2018 | 10.80% |
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
10.80%
Minimum
Jul 2017
33.05%
Maximum
Mar 2020
21.91%
Average
13.72%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Scotia Canadian Growth A | 30.10% |
| Manulife Dividend Income T6 | 32.96% |
| Dynamic Power Canadian Growth | 31.66% |
| BMO Growth Opportunities A | 31.32% |
| IG Mackenzie Betterworld SRI C | 32.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5595 |
| Beta (5Y) | 0.8572 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.22% |
| Historical Sharpe Ratio (5Y) | 0.496 |
| Historical Sortino (5Y) | 0.4966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.58% |