Steadyhand Equity (SIF130)
22.20
+0.19 (+0.85%)
CAD |
May 24 2022
SIF130 Max Drawdown (5Y): 27.38% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 27.38% |
| March 31, 2022 | 27.38% |
| February 28, 2022 | 27.38% |
| January 31, 2022 | 27.38% |
| December 31, 2021 | 27.38% |
| November 30, 2021 | 27.38% |
| October 31, 2021 | 27.38% |
| September 30, 2021 | 27.38% |
| August 31, 2021 | 27.38% |
| July 31, 2021 | 27.38% |
| June 30, 2021 | 27.38% |
| May 31, 2021 | 27.38% |
| April 30, 2021 | 27.38% |
| March 31, 2021 | 27.38% |
| February 28, 2021 | 27.38% |
| January 31, 2021 | 27.38% |
| December 31, 2020 | 27.38% |
| November 30, 2020 | 27.38% |
| October 31, 2020 | 27.38% |
| September 30, 2020 | 27.38% |
| August 31, 2020 | 27.38% |
| July 31, 2020 | 27.38% |
| June 30, 2020 | 27.38% |
| May 31, 2020 | 27.38% |
| April 30, 2020 | 27.38% |
| Date | Value |
|---|---|
| March 31, 2020 | 27.38% |
| February 29, 2020 | 12.34% |
| January 31, 2020 | 12.34% |
| December 31, 2019 | 12.34% |
| November 30, 2019 | 12.34% |
| October 31, 2019 | 12.34% |
| September 30, 2019 | 12.34% |
| August 31, 2019 | 12.34% |
| July 31, 2019 | 12.34% |
| June 30, 2019 | 12.34% |
| May 31, 2019 | 12.34% |
| April 30, 2019 | 12.34% |
| March 31, 2019 | 12.34% |
| February 28, 2019 | 12.34% |
| January 31, 2019 | 12.34% |
| December 31, 2018 | 12.34% |
| November 30, 2018 | 11.36% |
| October 31, 2018 | 11.36% |
| September 30, 2018 | 11.36% |
| August 31, 2018 | 11.36% |
| July 31, 2018 | 11.36% |
| June 30, 2018 | 11.36% |
| May 31, 2018 | 11.36% |
| April 30, 2018 | 11.36% |
| March 31, 2018 | 11.36% |
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
11.36%
Minimum
May 2017
27.38%
Maximum
Mar 2020
18.55%
Average
12.34%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Manulife Dividend Income Priv Pool T6 | 33.05% |
| Manulife Dividend Income T6 | 32.96% |
| IG Beutel Goodman Canadian Equity J DSC | 34.98% |
| imaxx Equity Growth A | 28.06% |
| Mackenzie Canadian Growth M | 28.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.315 |
| Beta (5Y) | 0.7042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.71% |
| Historical Sharpe Ratio (5Y) | 0.5242 |
| Historical Sortino (5Y) | 0.5343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.29% |