RBC Quant Eurp Div Ldrs(CAD Hedged) ETF (RPDH.TO)
26.96
-0.25
(-0.92%)
CAD |
TSX |
Jun 25, 16:00
RPDH.TO Max Drawdown (5Y): 36.38% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 36.38% |
April 30, 2024 | 36.38% |
March 31, 2024 | 36.38% |
February 29, 2024 | 36.38% |
January 31, 2024 | 36.38% |
December 31, 2023 | 36.38% |
November 30, 2023 | 36.38% |
October 31, 2023 | 36.38% |
September 30, 2023 | 36.38% |
August 31, 2023 | 36.38% |
July 31, 2023 | 36.38% |
June 30, 2023 | 36.38% |
May 31, 2023 | 36.38% |
April 30, 2023 | 36.38% |
March 31, 2023 | 36.38% |
February 28, 2023 | 36.38% |
January 31, 2023 | 36.38% |
December 31, 2022 | 36.38% |
November 30, 2022 | 36.38% |
October 31, 2022 | 36.38% |
September 30, 2022 | 36.38% |
August 31, 2022 | 36.38% |
July 31, 2022 | 36.38% |
June 30, 2022 | 36.38% |
May 31, 2022 | 36.38% |
Date | Value |
---|---|
April 30, 2022 | 36.38% |
March 31, 2022 | 36.38% |
February 28, 2022 | 36.38% |
January 31, 2022 | 36.38% |
December 31, 2021 | 36.38% |
November 30, 2021 | 36.38% |
October 31, 2021 | 36.38% |
September 30, 2021 | 36.38% |
August 31, 2021 | 36.38% |
July 31, 2021 | 36.38% |
June 30, 2021 | 36.38% |
May 31, 2021 | 36.38% |
April 30, 2021 | 36.38% |
March 31, 2021 | 36.38% |
February 28, 2021 | 36.38% |
January 31, 2021 | 36.38% |
December 31, 2020 | 36.38% |
November 30, 2020 | 36.38% |
October 31, 2020 | 36.38% |
September 30, 2020 | 36.38% |
August 31, 2020 | 36.38% |
July 31, 2020 | 36.38% |
June 30, 2020 | 36.38% |
May 31, 2020 | 36.38% |
April 30, 2020 | 36.38% |
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
23.17%
Minimum
Jun 2019
36.38%
Maximum
Mar 2020
34.40%
Average
36.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5609 |
Beta (5Y) | 0.9016 |
Alpha (vs YCharts Benchmark) (5Y) | 1.570 |
Beta (vs YCharts Benchmark) (5Y) | 0.6913 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.12% |
Historical Sharpe Ratio (5Y) | 0.3759 |
Historical Sortino (5Y) | 0.3555 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.50% |