NBI SmartData US Equity T5 (NBC5490)
10.51
-0.02 (-0.19%)
CAD |
Aug 17 2022
NBC5490 Max Drawdown (5Y): 28.11% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 28.11% |
| June 30, 2022 | 28.11% |
| May 31, 2022 | 28.11% |
| April 30, 2022 | 28.11% |
| March 31, 2022 | 28.11% |
| February 28, 2022 | 28.11% |
| January 31, 2022 | 28.11% |
| December 31, 2021 | 28.11% |
| November 30, 2021 | 28.11% |
| October 31, 2021 | 28.11% |
| September 30, 2021 | 28.11% |
| August 31, 2021 | 28.11% |
| July 31, 2021 | 28.11% |
| June 30, 2021 | 28.11% |
| May 31, 2021 | 28.11% |
| April 30, 2021 | 28.11% |
| March 31, 2021 | 28.11% |
| February 28, 2021 | 28.11% |
| January 31, 2021 | 28.11% |
| December 31, 2020 | 28.11% |
| November 30, 2020 | 28.11% |
| October 31, 2020 | 28.11% |
| September 30, 2020 | 28.11% |
| August 31, 2020 | 28.11% |
| July 31, 2020 | 28.11% |
| Date | Value |
|---|---|
| June 30, 2020 | 28.11% |
| May 31, 2020 | 28.11% |
| April 30, 2020 | 28.11% |
| March 31, 2020 | 28.11% |
| February 29, 2020 | 19.01% |
| January 31, 2020 | 19.01% |
| December 31, 2019 | 19.01% |
| November 30, 2019 | 19.01% |
| October 31, 2019 | 19.01% |
| September 30, 2019 | 19.01% |
| August 31, 2019 | 19.01% |
| July 31, 2019 | 19.01% |
| June 30, 2019 | 19.01% |
| May 31, 2019 | 19.01% |
| April 30, 2019 | 19.01% |
| March 31, 2019 | 19.01% |
| February 28, 2019 | 19.01% |
| January 31, 2019 | 19.01% |
| December 31, 2018 | 19.01% |
| November 30, 2018 | 19.01% |
| October 31, 2018 | 19.01% |
| September 30, 2018 | 19.01% |
| August 31, 2018 | 19.01% |
| July 31, 2018 | 19.01% |
| June 30, 2018 | 19.01% |
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
19.01%
Minimum
Aug 2017
28.11%
Maximum
Mar 2020
23.41%
Average
19.01%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| RBC U.S. Dividend Fund T5 | 26.81% |
| SEI US Large Company Eq Hedge Cl E | 36.45% |
| PH&N U.S. Equity Fund A | 25.44% |
| Manulife US Opportunities T6 | 25.51% |
| Manulife Covered Call US Eq Class T6 | 18.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.033 |
| Beta (5Y) | 0.828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.80% |
| Historical Sharpe Ratio (5Y) | 0.6923 |
| Historical Sortino (5Y) | 0.8004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.69% |