NBI SmartData US Equity F (NBC790)
16.91
+0.29 (+1.76%)
CAD |
Aug 12 2022
NBC790 Max Drawdown (5Y): 28.02% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 28.02% |
June 30, 2022 | 28.02% |
May 31, 2022 | 28.02% |
April 30, 2022 | 28.02% |
March 31, 2022 | 28.02% |
February 28, 2022 | 28.02% |
January 31, 2022 | 28.02% |
December 31, 2021 | 28.02% |
November 30, 2021 | 28.02% |
October 31, 2021 | 28.02% |
September 30, 2021 | 28.02% |
August 31, 2021 | 28.02% |
July 31, 2021 | 28.02% |
June 30, 2021 | 28.02% |
May 31, 2021 | 28.02% |
April 30, 2021 | 28.02% |
March 31, 2021 | 28.02% |
February 28, 2021 | 28.02% |
January 31, 2021 | 28.02% |
December 31, 2020 | 28.02% |
November 30, 2020 | 28.02% |
October 31, 2020 | 28.02% |
September 30, 2020 | 28.02% |
August 31, 2020 | 28.02% |
July 31, 2020 | 28.02% |
Date | Value |
---|---|
June 30, 2020 | 28.02% |
May 31, 2020 | 28.02% |
April 30, 2020 | 28.02% |
March 31, 2020 | 28.02% |
February 29, 2020 | 18.35% |
January 31, 2020 | 18.35% |
December 31, 2019 | 18.35% |
November 30, 2019 | 18.35% |
October 31, 2019 | 18.35% |
September 30, 2019 | 18.35% |
August 31, 2019 | 18.35% |
July 31, 2019 | 18.35% |
June 30, 2019 | 18.35% |
May 31, 2019 | 18.35% |
April 30, 2019 | 18.35% |
March 31, 2019 | 18.35% |
February 28, 2019 | 18.35% |
January 31, 2019 | 18.35% |
December 31, 2018 | 18.35% |
November 30, 2018 | 18.35% |
October 31, 2018 | 18.35% |
September 30, 2018 | 18.35% |
August 31, 2018 | 18.35% |
July 31, 2018 | 18.35% |
June 30, 2018 | 18.35% |
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
18.35%
Minimum
Aug 2017
28.02%
Maximum
Mar 2020
23.03%
Average
18.35%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.310 |
Beta (5Y) | 0.831 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.84% |
Historical Sharpe Ratio (5Y) | 0.7739 |
Historical Sortino (5Y) | 0.8937 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.61% |