RBC Quant Em Mkts Div Ldrs ETF (RXD.TO)
22.23
+0.19
(+0.86%)
CAD |
TSX |
Sep 27, 16:00
RXD.TO Max Drawdown (5Y): 29.61% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 29.61% |
July 31, 2024 | 29.61% |
June 30, 2024 | 29.61% |
May 31, 2024 | 29.61% |
April 30, 2024 | 29.61% |
March 31, 2024 | 29.61% |
February 29, 2024 | 29.61% |
January 31, 2024 | 29.61% |
December 31, 2023 | 29.61% |
November 30, 2023 | 29.61% |
October 31, 2023 | 29.61% |
September 30, 2023 | 29.61% |
August 31, 2023 | 29.61% |
July 31, 2023 | 29.61% |
June 30, 2023 | 29.61% |
May 31, 2023 | 29.61% |
April 30, 2023 | 29.61% |
March 31, 2023 | 29.61% |
February 28, 2023 | 29.61% |
January 31, 2023 | 29.61% |
December 31, 2022 | 29.61% |
November 30, 2022 | 29.61% |
October 31, 2022 | 29.61% |
September 30, 2022 | 27.11% |
August 31, 2022 | 27.11% |
Date | Value |
---|---|
July 31, 2022 | 27.11% |
June 30, 2022 | 27.11% |
May 31, 2022 | 27.11% |
April 30, 2022 | 27.11% |
March 31, 2022 | 27.11% |
February 28, 2022 | 27.11% |
January 31, 2022 | 27.11% |
December 31, 2021 | 27.11% |
November 30, 2021 | 27.11% |
October 31, 2021 | 27.11% |
September 30, 2021 | 27.11% |
August 31, 2021 | 27.11% |
July 31, 2021 | 27.11% |
June 30, 2021 | 27.11% |
May 31, 2021 | 27.11% |
April 30, 2021 | 27.11% |
March 31, 2021 | 27.11% |
February 28, 2021 | 27.11% |
January 31, 2021 | 27.11% |
December 31, 2020 | 27.11% |
November 30, 2020 | 27.11% |
October 31, 2020 | 27.11% |
September 30, 2020 | 27.11% |
August 31, 2020 | 27.11% |
July 31, 2020 | 27.11% |
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
26.03%
Minimum
Sep 2019
29.61%
Maximum
Oct 2022
27.96%
Average
27.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.143 |
Beta (5Y) | 0.5138 |
Alpha (vs YCharts Benchmark) (5Y) | 1.406 |
Beta (vs YCharts Benchmark) (5Y) | 0.6496 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.12% |
Historical Sharpe Ratio (5Y) | 0.2184 |
Historical Sortino (5Y) | 0.2788 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.29% |