Royal Bank of Canada (RY.TO)
163.30
+0.26
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Apr 25, 16:00
163.30
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After-Hours: 16:15
Royal Bank of Canada Max Drawdown (5Y): 24.84% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| National Bank of Canada | 31.72% |
| Bank of Nova Scotia | 34.87% |
| Bank of Montreal | 38.74% |
| Canadian Imperial Bank of Commerce | 36.09% |
| The Toronto-Dominion Bank | 28.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.965 |
| Beta (5Y) | 0.9525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.32% |
| Historical Sharpe Ratio (5Y) | 0.9313 |
| Historical Sortino (5Y) | 1.887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.10% |