Manulife Dividend Income T6 (MMF9479)
14.79
-0.04 (-0.27%)
CAD |
May 25 2022
MMF9479 Max Drawdown (5Y): 32.96% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 32.96% |
| March 31, 2022 | 32.96% |
| February 28, 2022 | 32.96% |
| January 31, 2022 | 32.96% |
| December 31, 2021 | 32.96% |
| November 30, 2021 | 32.96% |
| October 31, 2021 | 32.96% |
| September 30, 2021 | 32.96% |
| August 31, 2021 | 32.96% |
| July 31, 2021 | 32.96% |
| June 30, 2021 | 32.96% |
| May 31, 2021 | 32.96% |
| April 30, 2021 | 32.96% |
| March 31, 2021 | 32.96% |
| February 28, 2021 | 32.96% |
| January 31, 2021 | 32.96% |
| December 31, 2020 | 32.96% |
| November 30, 2020 | 32.96% |
| October 31, 2020 | 32.96% |
| September 30, 2020 | 32.96% |
| August 31, 2020 | 32.96% |
| July 31, 2020 | 32.96% |
| June 30, 2020 | 32.96% |
| May 31, 2020 | 32.96% |
| April 30, 2020 | 32.96% |
| Date | Value |
|---|---|
| March 31, 2020 | 32.96% |
| February 29, 2020 | 13.89% |
| January 31, 2020 | 13.89% |
| December 31, 2019 | 13.89% |
| November 30, 2019 | 13.89% |
| October 31, 2019 | 13.89% |
| September 30, 2019 | 13.89% |
| August 31, 2019 | 13.89% |
| July 31, 2019 | 13.89% |
| June 30, 2019 | 13.89% |
| May 31, 2019 | 13.89% |
| April 30, 2019 | 13.89% |
| March 31, 2019 | 13.89% |
| February 28, 2019 | 13.89% |
| January 31, 2019 | 13.89% |
| December 31, 2018 | 13.89% |
| November 30, 2018 | 11.14% |
| October 31, 2018 | 11.14% |
| September 30, 2018 | 11.14% |
| August 31, 2018 | 11.14% |
| July 31, 2018 | 11.14% |
| June 30, 2018 | 11.14% |
| May 31, 2018 | 11.14% |
| April 30, 2018 | 11.14% |
| March 31, 2018 | 11.14% |
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
11.14%
Minimum
May 2017
32.96%
Maximum
Mar 2020
21.28%
Average
13.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Manulife Dividend Income Priv Pool T6 | 33.05% |
| BMO Growth Opportunities A | 31.32% |
| Dynamic Power Canadian Growth Series G | 31.65% |
| Steadyhand Equity | 27.38% |
| CI Canadian Investment Corporate Cl | 36.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3511 |
| Beta (5Y) | 0.8813 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.75% |
| Historical Sharpe Ratio (5Y) | 0.583 |
| Historical Sortino (5Y) | 0.5674 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.59% |