YTM Capital Credit Opportunities Series F (YTM511)
9.906
+0.02
(+0.19%)
CAD |
Oct 15 2026
YTM511 Max Drawdown (5Y): 6.81% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 6.81% |
| August 31, 2026 | 6.81% |
| July 31, 2026 | 6.81% |
| June 30, 2026 | 6.81% |
| May 31, 2026 | 6.81% |
| April 30, 2026 | 6.81% |
| March 31, 2026 | 6.81% |
| February 28, 2026 | 6.81% |
| January 31, 2026 | 6.81% |
| December 31, 2025 | 6.81% |
| November 30, 2025 | 6.81% |
| October 31, 2025 | 6.81% |
| September 30, 2025 | 6.81% |
| August 31, 2025 | 6.81% |
| July 31, 2025 | 6.81% |
| June 30, 2025 | 6.81% |
| May 31, 2025 | 6.81% |
| April 30, 2025 | 7.27% |
| March 31, 2025 | 9.15% |
| February 28, 2025 | 9.15% |
| January 31, 2025 | 9.15% |
| December 31, 2024 | 9.15% |
| November 30, 2024 | 9.15% |
| October 31, 2024 | 9.15% |
| September 30, 2024 | 9.15% |
| Date | Value |
|---|---|
| August 31, 2024 | 9.15% |
| July 31, 2024 | 9.15% |
| June 30, 2024 | 9.15% |
| May 31, 2024 | 9.15% |
| April 30, 2024 | 9.15% |
| March 31, 2024 | 9.15% |
| February 29, 2024 | 9.15% |
| January 31, 2024 | 9.15% |
| December 31, 2023 | 9.15% |
| November 30, 2023 | 9.15% |
| October 31, 2023 | 9.15% |
| September 30, 2023 | 9.15% |
| August 31, 2023 | 9.15% |
| July 31, 2023 | 9.15% |
| June 30, 2023 | 9.15% |
| May 31, 2023 | 9.15% |
| April 30, 2023 | 9.15% |
| March 31, 2023 | 9.15% |
| February 28, 2023 | 9.15% |
| January 31, 2023 | 9.15% |
| December 31, 2022 | 9.15% |
| November 30, 2022 | 9.15% |
| October 31, 2022 | 9.15% |
| September 30, 2022 | 9.15% |
| August 31, 2022 | 9.15% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4036 |
| Beta (5Y) | 0.0627 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9809 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0535 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.49% |
| Historical Sharpe Ratio (5Y) | 0.3154 |
| Historical Sortino (5Y) | 0.4395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.22% |