Richards Packaging Income Fund (RPI.UN.TO)
31.77
-0.68
(-2.10%)
CAD |
TSX |
May 03, 16:00
Richards Packaging Income Fund Max Drawdown (5Y): 60.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.65% |
| March 31, 2024 | 60.65% |
| February 29, 2024 | 60.65% |
| January 31, 2024 | 60.65% |
| December 31, 2023 | 60.65% |
| November 30, 2023 | 60.65% |
| October 31, 2023 | 60.65% |
| September 30, 2023 | 60.65% |
| August 31, 2023 | 60.65% |
| July 31, 2023 | 58.19% |
| June 30, 2023 | 58.19% |
| May 31, 2023 | 54.32% |
| April 30, 2023 | 53.27% |
| March 31, 2023 | 53.27% |
| February 28, 2023 | 53.27% |
| January 31, 2023 | 49.67% |
| December 31, 2022 | 47.65% |
| November 30, 2022 | 47.65% |
| October 31, 2022 | 47.65% |
| September 30, 2022 | 47.65% |
| August 31, 2022 | 47.65% |
| July 31, 2022 | 47.65% |
| June 30, 2022 | 47.65% |
| May 31, 2022 | 47.65% |
| April 30, 2022 | 45.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.35% |
| February 28, 2022 | 44.35% |
| January 31, 2022 | 44.35% |
| December 31, 2021 | 44.35% |
| November 30, 2021 | 44.35% |
| October 31, 2021 | 44.35% |
| September 30, 2021 | 44.35% |
| August 31, 2021 | 44.35% |
| July 31, 2021 | 44.35% |
| June 30, 2021 | 44.35% |
| May 31, 2021 | 44.35% |
| April 30, 2021 | 44.35% |
| March 31, 2021 | 44.35% |
| February 28, 2021 | 44.35% |
| January 31, 2021 | 44.35% |
| December 31, 2020 | 44.35% |
| November 30, 2020 | 44.35% |
| October 31, 2020 | 44.35% |
| September 30, 2020 | 44.35% |
| August 31, 2020 | 44.35% |
| July 31, 2020 | 44.35% |
| June 30, 2020 | 44.35% |
| May 31, 2020 | 44.35% |
| April 30, 2020 | 44.35% |
| March 31, 2020 | 44.35% |
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
23.24%
Minimum
May 2019
60.65%
Maximum
Aug 2023
44.90%
Average
44.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Linamar Corp | 70.80% |
| Dorel Industries Inc | 94.43% |
| Martinrea International Inc | 66.24% |
| Aether Catalyst Solutions Inc | 93.33% |
| SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.892 |
| Beta (5Y) | 0.4392 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.31% |
| Historical Sharpe Ratio (5Y) | -0.0904 |
| Historical Sortino (5Y) | -0.1608 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.20% |