Yorkville American QVR Enhanced Class A (YAM500)
12.31
+0.06 (+0.51%)
CAD |
Aug 10 2022
YAM500 Max Drawdown (5Y): 22.43% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 22.43% |
| June 30, 2022 | 22.32% |
| May 31, 2022 | 20.51% |
| April 30, 2022 | 20.51% |
| March 31, 2022 | 20.51% |
| February 28, 2022 | 20.51% |
| January 31, 2022 | 20.51% |
| December 31, 2021 | 20.51% |
| November 30, 2021 | 20.51% |
| October 31, 2021 | 20.51% |
| September 30, 2021 | 20.51% |
| August 31, 2021 | 20.51% |
| July 31, 2021 | 20.51% |
| June 30, 2021 | 20.51% |
| May 31, 2021 | 20.51% |
| April 30, 2021 | 20.51% |
| March 31, 2021 | 21.97% |
| February 28, 2021 | 21.97% |
| January 31, 2021 | 21.97% |
| December 31, 2020 | 21.97% |
| November 30, 2020 | 21.97% |
| October 31, 2020 | 21.97% |
| September 30, 2020 | 21.97% |
| August 31, 2020 | 21.97% |
| July 31, 2020 | 21.97% |
| Date | Value |
|---|---|
| June 30, 2020 | 21.97% |
| May 31, 2020 | 21.97% |
| April 30, 2020 | 21.97% |
| March 31, 2020 | 21.97% |
| February 29, 2020 | 21.97% |
| January 31, 2020 | 21.97% |
| December 31, 2019 | 21.97% |
| November 30, 2019 | 21.97% |
| October 31, 2019 | 21.97% |
| September 30, 2019 | 21.97% |
| August 31, 2019 | 21.97% |
| July 31, 2019 | 21.97% |
| June 30, 2019 | 21.97% |
| May 31, 2019 | 21.97% |
| April 30, 2019 | 21.97% |
| March 31, 2019 | 21.97% |
| February 28, 2019 | 21.97% |
| January 31, 2019 | 21.97% |
| December 31, 2018 | 21.97% |
| November 30, 2018 | 21.97% |
| October 31, 2018 | 21.97% |
| September 30, 2018 | 21.97% |
| August 31, 2018 | 21.97% |
| July 31, 2018 | 21.97% |
| June 30, 2018 | 21.97% |
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
20.51%
Minimum
Apr 2021
22.43%
Maximum
Jul 2022
21.64%
Average
21.97%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8383 |
| Beta (5Y) | 0.5553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.84% |
| Historical Sharpe Ratio (5Y) | 0.3229 |
| Historical Sortino (5Y) | 0.4311 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.39% |