NBI Global Equity Series F5 (NBC5767)

23.19 -0.14 (-0.60%) CAD  |  Jan 07 2025
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NBC5767 Max Drawdown (5Y): 24.78% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Canoe Global Equity Series F 26.04%
Canoe Defensive Global Equity Series F 20.41%
Barreau du Quebec International 24.64%
Global Iman Series F 21.84%
MD Growth Investments Limited Series F 25.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.178
Beta (5Y) 0.6598
Alpha (vs YCharts Benchmark) (5Y) 4.105
Beta (vs YCharts Benchmark) (5Y) 0.6493
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.94%
Historical Sharpe Ratio (5Y) 0.6765
Historical Sortino (5Y) 0.8403
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.35%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NBC5767.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NBC5767.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.