SEI US Large Company Eq Class F (PCA304)
12.68
+0.17 (+1.38%)
CAD |
Mar 31 2023
PCA304 Max Drawdown (5Y): 29.62% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 29.62% |
January 31, 2023 | 29.62% |
December 31, 2022 | 29.62% |
November 30, 2022 | 29.62% |
October 31, 2022 | 29.62% |
September 30, 2022 | 29.62% |
August 31, 2022 | 29.62% |
July 31, 2022 | 29.62% |
June 30, 2022 | 29.62% |
May 31, 2022 | 29.62% |
April 30, 2022 | 29.62% |
March 31, 2022 | 29.62% |
February 28, 2022 | 29.62% |
January 31, 2022 | 29.62% |
December 31, 2021 | 29.62% |
November 30, 2021 | 29.62% |
October 31, 2021 | 29.62% |
September 30, 2021 | 29.62% |
August 31, 2021 | 29.62% |
July 31, 2021 | 29.62% |
June 30, 2021 | 29.62% |
May 31, 2021 | 29.62% |
April 30, 2021 | 29.62% |
March 31, 2021 | 29.62% |
February 28, 2021 | 29.62% |
Date | Value |
---|---|
January 31, 2021 | 29.62% |
December 31, 2020 | 29.62% |
November 30, 2020 | 29.62% |
October 31, 2020 | 29.62% |
September 30, 2020 | 29.62% |
August 31, 2020 | 29.62% |
July 31, 2020 | 29.62% |
June 30, 2020 | 29.62% |
May 31, 2020 | 29.62% |
April 30, 2020 | 29.62% |
March 31, 2020 | 29.62% |
February 29, 2020 | 16.66% |
January 31, 2020 | 16.66% |
December 31, 2019 | 16.66% |
November 30, 2019 | 16.66% |
October 31, 2019 | 16.66% |
September 30, 2019 | 16.66% |
August 31, 2019 | 16.66% |
July 31, 2019 | 16.66% |
June 30, 2019 | 16.66% |
May 31, 2019 | 16.66% |
April 30, 2019 | 16.66% |
March 31, 2019 | 16.66% |
February 28, 2019 | 16.66% |
January 31, 2019 | 16.66% |
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
13.49%
Minimum
Apr 2018
29.62%
Maximum
Mar 2020
24.14%
Average
29.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PH&N U.S. Dividend Income Fund F | 27.34% |
RBC U.S. Dividend Fund FT5 | 26.70% |
CIBC U.S. Index F | -- |
NBI SmartData US Equity F | 28.02% |
PH&N US Multi-Style All-Cap Equity Fd F | 27.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2504 |
Beta (5Y) | 0.8382 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1524 |
Beta (vs YCharts Benchmark) (5Y) | 0.7201 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.78% |
Historical Sharpe Ratio (5Y) | 0.5109 |
Historical Sortino (5Y) | 0.5562 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.38% |