Scotia Canadian Income Series K (PIN6200)

8.566 -0.01 (-0.14%) CAD  |  Dec 27 2024
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PIN6200 Max Drawdown (5Y): 16.52% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Scotia Wealth Income Pool Series F 18.68%
MD Bond Series F 16.08%
Scotia Canadian Bond F --
MD Fossil Fuel Free Bond Series F 16.82%
Mackenzie Canadian Bond Series PWX 16.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.131
Beta (5Y) 1.141
Alpha (vs YCharts Benchmark) (5Y) 0.3265
Beta (vs YCharts Benchmark) (5Y) 0.6365
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.43%
Historical Sharpe Ratio (5Y) -0.2249
Historical Sortino (5Y) -0.397
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.81%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PIN6200.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PIN6200.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.