Franklin Bissett Cdn Equity I (TML282)
141.92
+0.73 (+0.52%)
CAD |
May 25 2022
TML282 Max Drawdown (5Y): 33.59% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 33.59% |
March 31, 2022 | 33.59% |
February 28, 2022 | 33.59% |
January 31, 2022 | 33.59% |
December 31, 2021 | 33.59% |
November 30, 2021 | 33.59% |
October 31, 2021 | 33.59% |
September 30, 2021 | 33.59% |
August 31, 2021 | 33.59% |
July 31, 2021 | 33.59% |
June 30, 2021 | 33.59% |
May 31, 2021 | 33.59% |
April 30, 2021 | 33.59% |
March 31, 2021 | 33.59% |
February 28, 2021 | 33.59% |
January 31, 2021 | 33.59% |
December 31, 2020 | 33.59% |
November 30, 2020 | 33.59% |
October 31, 2020 | 33.59% |
September 30, 2020 | 33.59% |
August 31, 2020 | 33.59% |
July 31, 2020 | 33.59% |
June 30, 2020 | 33.59% |
May 31, 2020 | 33.59% |
April 30, 2020 | 33.59% |
Date | Value |
---|---|
March 31, 2020 | 33.59% |
February 29, 2020 | 20.64% |
January 31, 2020 | 20.64% |
December 31, 2019 | 20.64% |
November 30, 2019 | 20.64% |
October 31, 2019 | 20.64% |
September 30, 2019 | 20.64% |
August 31, 2019 | 20.64% |
July 31, 2019 | 20.64% |
June 30, 2019 | 20.64% |
May 31, 2019 | 20.64% |
April 30, 2019 | 20.64% |
March 31, 2019 | 20.64% |
February 28, 2019 | 20.64% |
January 31, 2019 | 20.64% |
December 31, 2018 | 20.64% |
November 30, 2018 | 20.64% |
October 31, 2018 | 20.64% |
September 30, 2018 | 20.64% |
August 31, 2018 | 20.64% |
July 31, 2018 | 20.64% |
June 30, 2018 | 20.64% |
May 31, 2018 | 20.64% |
April 30, 2018 | 20.64% |
March 31, 2018 | 20.64% |
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
20.64%
Minimum
May 2017
33.59%
Maximum
Mar 2020
26.25%
Average
20.64%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.482 |
Beta (5Y) | 0.9162 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.90% |
Historical Sharpe Ratio (5Y) | 0.5016 |
Historical Sortino (5Y) | 0.4576 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.73% |