NEI Canadian Bond Series O (NWT462)

9.552 +0.04 (+0.43%) CAD  |  Dec 20 2024
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NWT462 Max Drawdown (5Y): 16.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Guardian Canadian Bond Series I 18.26%
RBC Bond Sr O 17.93%
Beutel Goodman Core Plus Bond Class I 16.09%
Franklin Canadian Bond Fund O 17.10%
Canada Life Canadian Core Bond Fund N 16.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.270
Beta (5Y) 1.215
Alpha (vs YCharts Benchmark) (5Y) 1.353
Beta (vs YCharts Benchmark) (5Y) 0.6557
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.73%
Historical Sharpe Ratio (5Y) -0.0701
Historical Sortino (5Y) -0.1262
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.03%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NWT462.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NWT462.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.