Scotia Wealth Cdn Growth Pool F (PIN1410)
23.37
+0.21 (+0.90%)
CAD |
Aug 12 2022
PIN1410 Max Drawdown (5Y): 32.90% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 32.90% |
June 30, 2022 | 32.90% |
May 31, 2022 | 32.90% |
April 30, 2022 | 32.90% |
March 31, 2022 | 32.90% |
February 28, 2022 | 32.90% |
January 31, 2022 | 32.90% |
December 31, 2021 | 32.90% |
November 30, 2021 | 32.90% |
October 31, 2021 | 32.90% |
September 30, 2021 | 32.90% |
August 31, 2021 | 32.90% |
July 31, 2021 | 32.90% |
June 30, 2021 | 32.90% |
May 31, 2021 | 32.90% |
April 30, 2021 | 32.90% |
March 31, 2021 | 32.90% |
February 28, 2021 | 32.90% |
January 31, 2021 | 32.90% |
December 31, 2020 | 32.90% |
November 30, 2020 | 32.90% |
October 31, 2020 | 32.90% |
September 30, 2020 | 32.90% |
August 31, 2020 | 32.90% |
July 31, 2020 | 32.90% |
Date | Value |
---|---|
June 30, 2020 | 32.90% |
May 31, 2020 | 32.90% |
April 30, 2020 | 32.90% |
March 31, 2020 | 32.90% |
February 29, 2020 | 21.22% |
January 31, 2020 | 21.22% |
December 31, 2019 | 21.22% |
November 30, 2019 | 21.22% |
October 31, 2019 | 21.22% |
September 30, 2019 | 21.22% |
August 31, 2019 | 21.22% |
July 31, 2019 | 21.22% |
June 30, 2019 | 21.22% |
May 31, 2019 | 21.22% |
April 30, 2019 | 21.22% |
March 31, 2019 | 21.22% |
February 28, 2019 | 21.22% |
January 31, 2019 | 21.22% |
December 31, 2018 | 21.22% |
November 30, 2018 | 21.22% |
October 31, 2018 | 21.22% |
September 30, 2018 | 21.22% |
August 31, 2018 | 21.22% |
July 31, 2018 | 21.22% |
June 30, 2018 | 21.22% |
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
21.22%
Minimum
Aug 2017
32.90%
Maximum
Mar 2020
26.87%
Average
21.22%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6995 |
Beta (5Y) | 0.9706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.32% |
Historical Sharpe Ratio (5Y) | 0.5141 |
Historical Sortino (5Y) | 0.5033 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.06% |