CC&L Diversified Income Portfolio Sr F (MPI220)
14.84
+0.11 (+0.76%)
CAD |
May 24 2022
MPI220 Max Drawdown (5Y): 17.52% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 17.52% |
March 31, 2022 | 17.52% |
February 28, 2022 | 17.52% |
January 31, 2022 | 17.52% |
December 31, 2021 | 17.52% |
November 30, 2021 | 17.52% |
October 31, 2021 | 17.52% |
September 30, 2021 | 17.52% |
August 31, 2021 | 17.52% |
July 31, 2021 | 17.52% |
June 30, 2021 | 17.52% |
May 31, 2021 | 17.52% |
April 30, 2021 | 17.52% |
March 31, 2021 | 17.52% |
February 28, 2021 | 17.52% |
January 31, 2021 | 17.52% |
December 31, 2020 | 17.52% |
November 30, 2020 | 17.52% |
October 31, 2020 | 17.52% |
September 30, 2020 | 17.52% |
August 31, 2020 | 17.52% |
July 31, 2020 | 17.52% |
June 30, 2020 | 17.52% |
May 31, 2020 | 17.52% |
April 30, 2020 | 17.52% |
Date | Value |
---|---|
March 31, 2020 | 17.52% |
February 29, 2020 | 6.23% |
January 31, 2020 | 6.23% |
December 31, 2019 | 6.23% |
November 30, 2019 | 6.23% |
October 31, 2019 | 6.23% |
September 30, 2019 | 6.23% |
August 31, 2019 | 6.23% |
July 31, 2019 | 6.23% |
June 30, 2019 | 6.23% |
May 31, 2019 | 6.23% |
April 30, 2019 | 6.23% |
March 31, 2019 | 6.23% |
February 28, 2019 | 6.23% |
January 31, 2019 | 6.23% |
December 31, 2018 | 6.23% |
November 30, 2018 | 6.23% |
October 31, 2018 | 6.23% |
September 30, 2018 | 6.23% |
August 31, 2018 | 6.23% |
July 31, 2018 | 6.23% |
June 30, 2018 | 6.23% |
May 31, 2018 | 6.23% |
April 30, 2018 | 6.23% |
March 31, 2018 | 6.23% |
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
6.23%
Minimum
May 2017
17.52%
Maximum
Mar 2020
11.12%
Average
6.23%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4337 |
Beta (5Y) | 0.4287 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.92% |
Historical Sharpe Ratio (5Y) | 0.4527 |
Historical Sortino (5Y) | 0.4375 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.55% |