RBC Short Term US Corp Bd ETF (RUSB.TO)
20.96
0.00 (0.00%)
CAD |
TSX |
Jun 26, 16:00
RUSB.TO Max Drawdown (5Y): 14.47% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 14.47% |
| April 30, 2024 | 14.47% |
| March 31, 2024 | 14.47% |
| February 29, 2024 | 14.47% |
| January 31, 2024 | 14.47% |
| December 31, 2023 | 14.47% |
| November 30, 2023 | 14.47% |
| October 31, 2023 | 14.47% |
| September 30, 2023 | 14.47% |
| August 31, 2023 | 14.47% |
| July 31, 2023 | 14.47% |
| June 30, 2023 | 14.47% |
| May 31, 2023 | 14.47% |
| April 30, 2023 | 14.47% |
| March 31, 2023 | 14.47% |
| February 28, 2023 | 14.47% |
| January 31, 2023 | 14.47% |
| December 31, 2022 | 14.47% |
| November 30, 2022 | 14.47% |
| October 31, 2022 | 14.47% |
| September 30, 2022 | 14.47% |
| August 31, 2022 | 14.47% |
| July 31, 2022 | 14.47% |
| June 30, 2022 | 14.47% |
| May 31, 2022 | 14.47% |
| Date | Value |
|---|---|
| April 30, 2022 | 14.47% |
| March 31, 2022 | 14.11% |
| February 28, 2022 | 12.58% |
| January 31, 2022 | 12.58% |
| December 31, 2021 | 12.58% |
| November 30, 2021 | 12.58% |
| October 31, 2021 | 12.58% |
| September 30, 2021 | 12.58% |
| August 31, 2021 | 12.58% |
| July 31, 2021 | 12.58% |
| June 30, 2021 | 12.58% |
| May 31, 2021 | 12.58% |
| April 30, 2021 | 10.19% |
| March 31, 2021 | 10.19% |
| February 28, 2021 | 8.28% |
| January 31, 2021 | 7.71% |
| December 31, 2020 | 7.71% |
| November 30, 2020 | 5.51% |
| October 31, 2020 | 5.21% |
| September 30, 2020 | 5.21% |
| August 31, 2020 | 5.21% |
| July 31, 2020 | 4.53% |
| June 30, 2020 | 4.53% |
| May 31, 2020 | 4.53% |
| April 30, 2020 | 4.53% |
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
4.53%
Minimum
Jun 2019
14.47%
Maximum
Apr 2022
10.75%
Average
12.58%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0209 |
| Beta (5Y) | 0.2938 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4534 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.66% |
| Historical Sharpe Ratio (5Y) | -0.1076 |
| Historical Sortino (5Y) | -0.1877 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.51% |