Manulife Dividend Income F (MMF4629)
15.32
-0.04 (-0.26%)
CAD |
May 25 2022
MMF4629 Max Drawdown (5Y): 32.88% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 32.88% |
| March 31, 2022 | 32.88% |
| February 28, 2022 | 32.88% |
| January 31, 2022 | 32.88% |
| December 31, 2021 | 32.88% |
| November 30, 2021 | 32.88% |
| October 31, 2021 | 32.88% |
| September 30, 2021 | 32.88% |
| August 31, 2021 | 32.88% |
| July 31, 2021 | 32.88% |
| June 30, 2021 | 32.88% |
| May 31, 2021 | 32.88% |
| April 30, 2021 | 32.88% |
| March 31, 2021 | 32.88% |
| February 28, 2021 | 32.88% |
| January 31, 2021 | 32.88% |
| December 31, 2020 | 32.88% |
| November 30, 2020 | 32.88% |
| October 31, 2020 | 32.88% |
| September 30, 2020 | 32.88% |
| August 31, 2020 | 32.88% |
| July 31, 2020 | 32.88% |
| June 30, 2020 | 32.88% |
| May 31, 2020 | 32.88% |
| April 30, 2020 | 32.88% |
| Date | Value |
|---|---|
| March 31, 2020 | 32.88% |
| February 29, 2020 | 13.64% |
| January 31, 2020 | 13.64% |
| December 31, 2019 | 13.64% |
| November 30, 2019 | 13.64% |
| October 31, 2019 | 13.64% |
| September 30, 2019 | 13.64% |
| August 31, 2019 | 13.64% |
| July 31, 2019 | 13.64% |
| June 30, 2019 | 13.64% |
| May 31, 2019 | 13.64% |
| April 30, 2019 | 13.64% |
| March 31, 2019 | 13.64% |
| February 28, 2019 | 13.64% |
| January 31, 2019 | 13.64% |
| December 31, 2018 | 13.64% |
| November 30, 2018 | 10.33% |
| October 31, 2018 | 10.33% |
| September 30, 2018 | 10.33% |
| August 31, 2018 | 10.33% |
| July 31, 2018 | 10.33% |
| June 30, 2018 | 10.33% |
| May 31, 2018 | 10.33% |
| April 30, 2018 | 10.33% |
| March 31, 2018 | 10.33% |
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
10.33%
Minimum
May 2017
32.88%
Maximum
Mar 2020
20.93%
Average
13.64%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.578 |
| Beta (5Y) | 0.8822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.75% |
| Historical Sharpe Ratio (5Y) | 0.662 |
| Historical Sortino (5Y) | 0.6373 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.50% |