NewGen Focused Alpha Fund Class C Founders (NEW507)

20.59 -0.44 (-2.09%) CAD  |  Oct 30 2026
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NEW507 Max Drawdown (5Y): 18.70% for Oct. 31, 2026

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2026 18.70%
September 30, 2026 18.70%
August 31, 2026 18.70%
July 31, 2026 18.70%
June 30, 2026 18.70%
May 31, 2026 18.70%
April 30, 2026 18.70%
March 31, 2026 18.70%
February 28, 2026 18.70%
January 31, 2026 18.70%
Date Value
December 31, 2025 18.70%
November 30, 2025 18.70%
October 31, 2025 18.70%
September 30, 2025 18.70%
August 31, 2025 18.70%
July 31, 2025 18.70%
June 30, 2025 18.70%
May 31, 2025 18.70%
April 30, 2025 18.70%

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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CI Munro Alternative Global Growth Series F 23.80%
CC&L Global Market Neutral II Fund F 20.12%
Fidelity Global Value Long/Short Series F 44.41%
Pender Alternative Select Equity Fund Class F 21.06%
Barometer Global Macro Pool Fund Class F 51.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.753
Beta (5Y) 0.7596
Alpha (vs YCharts Benchmark) (5Y) 11.49
Beta (vs YCharts Benchmark) (5Y) 0.2721
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.81%
Historical Sharpe Ratio (5Y) 0.7913
Historical Sortino (5Y) 1.371
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.83%