RBC US Banks Yield ETF (RUBY.TO)
20.01
+0.22
(+1.11%)
CAD |
TSX |
May 03, 15:32
RUBY.TO Max Drawdown (5Y): 46.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.74% |
March 31, 2024 | 46.74% |
February 29, 2024 | 46.74% |
January 31, 2024 | 46.74% |
December 31, 2023 | 46.74% |
November 30, 2023 | 46.74% |
October 31, 2023 | 46.74% |
September 30, 2023 | 46.74% |
August 31, 2023 | 46.74% |
July 31, 2023 | 46.74% |
June 30, 2023 | 46.74% |
May 31, 2023 | 46.74% |
April 30, 2023 | 46.74% |
March 31, 2023 | 46.74% |
February 28, 2023 | 46.74% |
January 31, 2023 | 46.74% |
December 31, 2022 | 46.74% |
November 30, 2022 | 46.74% |
October 31, 2022 | 46.74% |
September 30, 2022 | 46.74% |
August 31, 2022 | 46.74% |
July 31, 2022 | 46.74% |
June 30, 2022 | 46.74% |
May 31, 2022 | 46.74% |
April 30, 2022 | 46.74% |
Date | Value |
---|---|
March 31, 2022 | 46.74% |
February 28, 2022 | 46.74% |
January 31, 2022 | 46.74% |
December 31, 2021 | 46.74% |
November 30, 2021 | 46.74% |
October 31, 2021 | 46.74% |
September 30, 2021 | 46.74% |
August 31, 2021 | 46.74% |
July 31, 2021 | 46.74% |
June 30, 2021 | 46.74% |
May 31, 2021 | 46.74% |
April 30, 2021 | 46.74% |
March 31, 2021 | 46.74% |
February 28, 2021 | 46.74% |
January 31, 2021 | 46.74% |
December 31, 2020 | 46.74% |
November 30, 2020 | 46.74% |
October 31, 2020 | 46.74% |
September 30, 2020 | 46.74% |
August 31, 2020 | 46.74% |
July 31, 2020 | 46.74% |
June 30, 2020 | 46.74% |
May 31, 2020 | 46.74% |
April 30, 2020 | 46.74% |
March 31, 2020 | 46.74% |
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
23.90%
Minimum
May 2019
46.74%
Maximum
Mar 2020
42.94%
Average
46.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.274 |
Beta (5Y) | 1.362 |
Alpha (vs YCharts Benchmark) (5Y) | -7.822 |
Beta (vs YCharts Benchmark) (5Y) | 1.090 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.06% |
Historical Sharpe Ratio (5Y) | 0.0073 |
Historical Sortino (5Y) | 0.0083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.59% |