Stone Global Growth L (SCL999)
30.58
+0.06 (+0.19%)
CAD |
May 19 2022
SCL999 Max Drawdown (5Y): 25.72% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.72% |
| March 31, 2022 | 23.95% |
| February 28, 2022 | 23.78% |
| January 31, 2022 | 23.78% |
| December 31, 2021 | 23.78% |
| November 30, 2021 | 23.78% |
| October 31, 2021 | 23.78% |
| September 30, 2021 | 23.78% |
| August 31, 2021 | 23.78% |
| July 31, 2021 | 23.78% |
| June 30, 2021 | 23.78% |
| May 31, 2021 | 23.78% |
| April 30, 2021 | 23.78% |
| March 31, 2021 | 23.78% |
| February 28, 2021 | 23.78% |
| January 31, 2021 | 23.78% |
| December 31, 2020 | 23.78% |
| November 30, 2020 | 23.78% |
| October 31, 2020 | 23.78% |
| September 30, 2020 | 23.78% |
| August 31, 2020 | 23.78% |
| July 31, 2020 | 23.78% |
| June 30, 2020 | 23.78% |
| May 31, 2020 | 23.78% |
| April 30, 2020 | 23.78% |
| Date | Value |
|---|---|
| March 31, 2020 | 23.78% |
| February 29, 2020 | 19.19% |
| January 31, 2020 | 19.19% |
| December 31, 2019 | 19.19% |
| November 30, 2019 | 19.19% |
| October 31, 2019 | 19.19% |
| September 30, 2019 | 19.19% |
| August 31, 2019 | 19.19% |
| July 31, 2019 | 19.19% |
| June 30, 2019 | 19.19% |
| May 31, 2019 | 19.19% |
| April 30, 2019 | 19.19% |
| March 31, 2019 | 19.19% |
| February 28, 2019 | 19.19% |
| January 31, 2019 | 19.19% |
| December 31, 2018 | 19.19% |
| November 30, 2018 | 15.06% |
| October 31, 2018 | 14.72% |
| September 30, 2018 | 14.72% |
| August 31, 2018 | 14.72% |
| July 31, 2018 | 14.72% |
| June 30, 2018 | 14.72% |
| May 31, 2018 | 14.72% |
| April 30, 2018 | 14.72% |
| March 31, 2018 | 14.72% |
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
14.72%
Minimum
May 2017
25.72%
Maximum
Apr 2022
19.80%
Average
19.19%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7488 |
| Beta (5Y) | 0.6784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.94% |
| Historical Sharpe Ratio (5Y) | 0.4651 |
| Historical Sortino (5Y) | 0.5942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.68% |