SEI Conservative Monthly Income Class O (PCA037)

9.784 +0.01 (+0.11%) CAD  |  Dec 24 2024
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PCA037 Max Drawdown (5Y): 13.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
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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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SEI Income 40/60 Class R 14.94%
SEI Income Balanced Pool R 14.54%
SEI Income 20/80 Class R 11.28%
RBC Select Very Conservative Portfolio Sr O 13.53%
RBC Managed Payout Solution-Enhanced O 19.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.663
Beta (5Y) 0.3911
Alpha (vs YCharts Benchmark) (5Y) 2.171
Beta (vs YCharts Benchmark) (5Y) 0.6171
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.89%
Historical Sharpe Ratio (5Y) 0.3138
Historical Sortino (5Y) 0.3316
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.49%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PCA037.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PCA037.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.