Scotia Wealth High Yield Income Pool Series F (PIN1215)
9.788
0.00 (0.00%)
CAD |
Dec 24 2024
PIN1215 Max Drawdown (5Y): 26.19% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| RBC $U.S. High Yield Bond Sr F | 21.23% |
| Mackenzie Corporate Bond Series PWX8 | 12.12% |
| RBC Global High Yield Bond Sr F | 22.77% |
| Dynamic High Yield Bond Series FP | 20.72% |
| RBC High Yield Bond Sr F | 18.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.945 |
| Beta (5Y) | 0.5251 |
| Alpha (vs YCharts Benchmark) (5Y) | 6.390 |
| Beta (vs YCharts Benchmark) (5Y) | -0.4917 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.45% |
| Historical Sharpe Ratio (5Y) | 0.6231 |
| Historical Sortino (5Y) | 0.5182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.63% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:PIN1215.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:PIN1215.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |