RBC CA Bank Yield ETF (RBNK.TO)
24.13
+0.08
(+0.33%)
CAD |
TSX |
Apr 23, 16:00
RBNK.TO Max Drawdown (5Y): 39.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.05% |
February 29, 2024 | 39.05% |
January 31, 2024 | 39.05% |
December 31, 2023 | 39.05% |
November 30, 2023 | 39.05% |
October 31, 2023 | 39.05% |
September 30, 2023 | 39.05% |
August 31, 2023 | 39.05% |
July 31, 2023 | 39.05% |
June 30, 2023 | 39.05% |
May 31, 2023 | 39.05% |
April 30, 2023 | 39.05% |
March 31, 2023 | 39.05% |
February 28, 2023 | 39.05% |
January 31, 2023 | 39.05% |
December 31, 2022 | 39.05% |
November 30, 2022 | 39.05% |
October 31, 2022 | 39.05% |
September 30, 2022 | 39.05% |
August 31, 2022 | 39.05% |
July 31, 2022 | 39.05% |
June 30, 2022 | 39.05% |
May 31, 2022 | 39.05% |
April 30, 2022 | 39.05% |
March 31, 2022 | 39.05% |
Date | Value |
---|---|
February 28, 2022 | 39.05% |
January 31, 2022 | 39.05% |
December 31, 2021 | 39.05% |
November 30, 2021 | 39.05% |
October 31, 2021 | 39.05% |
September 30, 2021 | 39.05% |
August 31, 2021 | 39.05% |
July 31, 2021 | 39.05% |
June 30, 2021 | 39.05% |
May 31, 2021 | 39.05% |
April 30, 2021 | 39.05% |
March 31, 2021 | 39.05% |
February 28, 2021 | 39.05% |
January 31, 2021 | 39.05% |
December 31, 2020 | 39.05% |
November 30, 2020 | 39.05% |
October 31, 2020 | 39.05% |
September 30, 2020 | 39.05% |
August 31, 2020 | 39.05% |
July 31, 2020 | 39.05% |
June 30, 2020 | 39.05% |
May 31, 2020 | 39.05% |
April 30, 2020 | 39.05% |
March 31, 2020 | 39.05% |
February 29, 2020 | 15.51% |
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
15.51%
Minimum
Apr 2019
39.05%
Maximum
Mar 2020
34.73%
Average
39.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.344 |
Beta (5Y) | 1.130 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3763 |
Beta (vs YCharts Benchmark) (5Y) | 0.7492 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.52% |
Historical Sharpe Ratio (5Y) | 0.3761 |
Historical Sortino (5Y) | 0.4339 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |