Mackenzie All Cap Etf Performance

MAUG Etf   19.24  -0.74  -3.70%   
The etf shows a Beta (Systematic Risk) of -0.37, which attests to generally lower market sensitivity than the broad market. Returns on Mackenzie All tend to move against the broader market, though the counter-movement is modest relative to the index.
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Over the last 90 days, Mackenzie All Cap generated negative risk-adjusted returns and added little value for investors with long positions. This reading is usually reviewed beside volatility, downside risk, and benchmark-relative behavior before conviction is increased. In spite of latest unfluctuating performance, the etf's basic indicators remain healthy and the recent disarray on Wall Street may also be a sign of long period gains for the ETF's investors. Learn More
  

Relative Risk vs. Return Landscape

If you had invested C$ 2,001 in Mackenzie All Cap on December 23, 2025 and sold it today you would have lost C$ 77.00 from holding Mackenzie All Cap or given up 3.85% of portfolio value over 90 days. Mackenzie All Cap is generating negative expected returns and shows 0.7401% volatility on return distribution over a 90-day horizon. Simply put, 6% of etfs are less volatile than Mackenzie, and 99% of all equity instruments are likely to generate higher returns than the ETF over the next 90 trading days.
  Expected Return   
       Risk  
This benchmark view frames the instrument through return capture and volatility trade-offs. It is intended to show how efficiently risk has translated into return over the selected horizon. Assuming the 90-day trading horizon Mackenzie All is expected to under-perform the market. But it appears to be less risky and when comparing its historical volatility, the ETF is 1.14 times less risky than the market. the ETF trades about -0.21 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.09 of returns per unit of risk over similar time horizon.

Target Price Odds to finish over Current Price

One of the most enduring patterns in ETF markets is the tendency for prices to revert toward averages. This mean-reverting tendency has been a useful forecasting tool, though some ETFs exhibit persistent mispricings. The speed of convergence varies because some ETFs carry risk factors not immediately reflected in price. Understanding mean reversion in Mackenzie Etf helps frame realistic expectations for price normalization over time.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
19.24 90 days 19.24
close to 99
Applying a normal distribution to this ETF, the odds of Mackenzie All moving above the current price in 90 days from now are close to 99 . That suggests recent trading behavior has favored stronger upside scenarios over this horizon. (The probability curve shows the outcome range with the heaviest concentration for Mackenzie Etf over 90 days). A tighter center suggests recent price behavior has been clustering into a narrower range for Mackenzie Etf.
Assuming the 90-day trading horizon Mackenzie All Cap has a beta of -0.37. This indicates that as returns on the benchmark increase, returns on Mackenzie All tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Mackenzie All Cap is likely to outperform the market. Additionally, Mackenzie All Cap has a negative alpha, implying that the risk taken by holding this instrument is not justified. The ETF is significantly underperforming the Dow Jones Industrial.
   Mackenzie All Price Density   
       Price  

Predictive Modules for Mackenzie All

For Mackenzie All Cap, multiple forecasting techniques provide different perspectives on future ETF price direction. No method can consistently predict the ETF market with certainty, but disciplined forecasting sharpens analysis. Comparing the outputs of diverse models helps set realistic expectations for Mackenzie All Cap price behavior. This multi-model approach helps investors prepare for a range of potential outcomes in Mackenzie All Cap.
Mean reversion analysis in Mackenzie All's involves identifying price extremes that diverge materially from the historical norm. High prices may deter value investors, while unusually low prices often attract buyers anticipating a recovery. Mean reversion in Mackenzie All is distinct from trend following, which rides momentum rather than betting on reversals. Momentum identifies the trend while mean reversion identifies when it has extended beyond sustainable levels.
Competitive positioning is a critical dimension of Mackenzie All analysis. Benchmarking Mackenzie All's performance and risk profile against competitors validates any investment thesis. Evaluating Mackenzie All in context means comparing Mackenzie All's against the competitive peer group. Comparing Mackenzie All against peers transforms raw financial data into actionable insight.

Primary Risk Indicators

The etf market's volatility over the past 10-20 years has tested even experienced investors in Mackenzie All. Large corrections and rapid recoveries have created challenges for investors in Mackenzie All Cap. A disciplined approach to monitoring Mackenzie All's risk indicators supports more effective hedging decisions. Fundamental risk indicators provide the analytical foundation for evaluating Mackenzie All downside exposure.
α
Alpha over Dow Jones
-0.1893
β
Beta against Dow Jones-0.37
σ
Overall volatility
0.21
Ir
Information ratio -0.13

Investor Alerts and Insights

Monitoring Mackenzie All alerts is a practical approach to staying informed about material ETF changes. Reviewing ongoing notifications for Mackenzie All Cap helps identify opportunities and risks before they are fully priced in. Multiple alert categories for Mackenzie All allow investors to focus on the signals most relevant to their strategy. This proactive approach supports better-timed portfolio adjustments.
Mackenzie All Cap generated a negative expected return over the last 90 days

Performance Metrics & Calculation Methodology

Mackenzie All performance is typically evaluated relative to its benchmark and tracking difference over time. Tracking difference (where applicable) can separate exposure returns from implementation effects.

This section for Mackenzie All Cap is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board
Last reviewed on March 12th, 2026