RBC Quant EAFE Dividend Leaders ETF(USD) (RID.U.TO)
19.07
0.00 (0.00%)
USD |
TSX |
Jun 28, 16:00
RID.U.TO Max Drawdown (5Y): 34.45% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 34.45% |
April 30, 2024 | 34.45% |
March 31, 2024 | 34.45% |
February 29, 2024 | 34.45% |
January 31, 2024 | 34.45% |
December 31, 2023 | 34.45% |
November 30, 2023 | 34.45% |
October 31, 2023 | 34.45% |
September 30, 2023 | 34.45% |
August 31, 2023 | 34.45% |
July 31, 2023 | 34.45% |
June 30, 2023 | 34.45% |
May 31, 2023 | 34.45% |
April 30, 2023 | 34.45% |
March 31, 2023 | 34.45% |
February 28, 2023 | 34.45% |
January 31, 2023 | 34.45% |
December 31, 2022 | 34.45% |
November 30, 2022 | 34.45% |
October 31, 2022 | 34.45% |
September 30, 2022 | 34.45% |
August 31, 2022 | 34.45% |
July 31, 2022 | 34.45% |
June 30, 2022 | 34.45% |
May 31, 2022 | 34.45% |
Date | Value |
---|---|
April 30, 2022 | 34.45% |
March 31, 2022 | 34.45% |
February 28, 2022 | 34.45% |
January 31, 2022 | 34.45% |
December 31, 2021 | 34.45% |
November 30, 2021 | 34.45% |
October 31, 2021 | 34.45% |
September 30, 2021 | 34.45% |
August 31, 2021 | 34.45% |
July 31, 2021 | 34.45% |
June 30, 2021 | 34.45% |
May 31, 2021 | 34.45% |
April 30, 2021 | 34.45% |
March 31, 2021 | 34.45% |
February 28, 2021 | 34.45% |
January 31, 2021 | 34.45% |
December 31, 2020 | 34.45% |
November 30, 2020 | 34.45% |
October 31, 2020 | 34.45% |
September 30, 2020 | 34.45% |
August 31, 2020 | 34.45% |
July 31, 2020 | 34.45% |
June 30, 2020 | 34.45% |
May 31, 2020 | 34.45% |
April 30, 2020 | 34.45% |
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
21.37%
Minimum
Jun 2019
34.45%
Maximum
Mar 2020
32.49%
Average
34.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7168 |
Beta (5Y) | 0.6797 |
Alpha (vs YCharts Benchmark) (5Y) | 1.050 |
Beta (vs YCharts Benchmark) (5Y) | 0.726 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.49% |
Historical Sharpe Ratio (5Y) | 0.2618 |
Historical Sortino (5Y) | 0.2769 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.84% |