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% |