Manulife Global Dividend Growth Adv (MMF3430)
17.18
+0.04 (+0.25%)
CAD |
Mar 30 2023
MMF3430 Max Drawdown (5Y): 27.83% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 27.83% |
January 31, 2023 | 27.83% |
December 31, 2022 | 27.83% |
November 30, 2022 | 27.83% |
October 31, 2022 | 27.83% |
September 30, 2022 | 27.83% |
August 31, 2022 | 27.83% |
July 31, 2022 | 27.83% |
June 30, 2022 | 27.83% |
May 31, 2022 | 27.83% |
April 30, 2022 | 27.83% |
March 31, 2022 | 27.83% |
February 28, 2022 | 27.83% |
January 31, 2022 | 27.83% |
December 31, 2021 | 27.83% |
November 30, 2021 | 27.83% |
October 31, 2021 | 27.83% |
September 30, 2021 | 27.83% |
August 31, 2021 | 27.83% |
July 31, 2021 | 27.83% |
June 30, 2021 | 27.83% |
May 31, 2021 | 27.83% |
April 30, 2021 | 27.83% |
March 31, 2021 | 27.83% |
February 28, 2021 | 27.83% |
Date | Value |
---|---|
January 31, 2021 | 27.83% |
December 31, 2020 | 27.83% |
November 30, 2020 | 27.83% |
October 31, 2020 | 27.83% |
September 30, 2020 | 27.83% |
August 31, 2020 | 27.83% |
July 31, 2020 | 27.83% |
June 30, 2020 | 27.83% |
May 31, 2020 | 27.83% |
April 30, 2020 | 27.83% |
March 31, 2020 | 27.83% |
February 29, 2020 | 15.62% |
January 31, 2020 | 15.62% |
December 31, 2019 | 15.62% |
November 30, 2019 | 15.62% |
October 31, 2019 | 15.62% |
September 30, 2019 | 15.62% |
August 31, 2019 | 15.62% |
July 31, 2019 | 15.62% |
June 30, 2019 | 15.62% |
May 31, 2019 | 15.62% |
April 30, 2019 | 15.62% |
March 31, 2019 | 15.62% |
February 28, 2019 | 15.62% |
January 31, 2019 | 15.62% |
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
14.84%
Minimum
Apr 2018
27.83%
Maximum
Mar 2020
22.96%
Average
27.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Manulife Global Dividend Class Adv | 27.69% |
Mackenzie Global Equity PW | 32.45% |
Mackenzie Ivy Foreign Equity AR | 17.44% |
Mackenzie Global Div AR | 25.42% |
IG Mackenzie Global J DSC | 24.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.305 |
Beta (5Y) | 0.7486 |
Alpha (vs YCharts Benchmark) (5Y) | 3.114 |
Beta (vs YCharts Benchmark) (5Y) | 0.6185 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.42% |
Historical Sharpe Ratio (5Y) | 0.3179 |
Historical Sortino (5Y) | 0.3396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.66% |