Manulife Financial Maximum Drawdown
| MFC Stock | | | CAD 54.48 0.95 1.77% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Manulife Financial's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The current Maximum Drawdown of 6.69 places Manulife Financial at a contained peak-to-trough loss. Manulife Financial's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 6.69 | |
| MAX | = | Maximum notation for the range of returns on Manulife Financial |
Maximum Drawdown Peers Comparison
Among sector peers, Manulife Financial's Maximum Drawdown of 6.69 is below the 6.96 group average. The range runs from 2.41 (Power Financial Corp) to 11.3 (Fairfax Financial Holdings). Manulife Financial's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Manulife Financial and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Manulife Financial shows nearly
1.00 of Maximum Drawdown per unit of Maximum Drawdown (
6.69 versus
6.69 ). The two measures are closely aligned in magnitude for Manulife Financial.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for Manulife Financial is 6.69. The Maximum Drawdown for Manulife Financial is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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