Royal Bank of Canada (RY)
97.66
+0.39
(+0.40%)
USD |
NYSE |
Apr 25, 16:00
97.66
0.00 (0.00%)
After-Hours: 20:00
Royal Bank of Canada Max Drawdown (5Y): 39.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.95% |
| February 29, 2024 | 39.95% |
| January 31, 2024 | 39.95% |
| December 31, 2023 | 39.95% |
| November 30, 2023 | 39.95% |
| October 31, 2023 | 39.95% |
| September 30, 2023 | 39.95% |
| August 31, 2023 | 39.95% |
| July 31, 2023 | 39.95% |
| June 30, 2023 | 39.95% |
| May 31, 2023 | 39.95% |
| April 30, 2023 | 39.95% |
| March 31, 2023 | 39.95% |
| February 28, 2023 | 39.95% |
| January 31, 2023 | 39.95% |
| December 31, 2022 | 39.95% |
| November 30, 2022 | 39.95% |
| October 31, 2022 | 39.95% |
| September 30, 2022 | 39.95% |
| August 31, 2022 | 39.95% |
| July 31, 2022 | 39.95% |
| June 30, 2022 | 39.95% |
| May 31, 2022 | 39.95% |
| April 30, 2022 | 39.95% |
| March 31, 2022 | 39.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.95% |
| January 31, 2022 | 39.95% |
| December 31, 2021 | 39.95% |
| November 30, 2021 | 39.95% |
| October 31, 2021 | 39.95% |
| September 30, 2021 | 39.95% |
| August 31, 2021 | 39.95% |
| July 31, 2021 | 39.95% |
| June 30, 2021 | 39.95% |
| May 31, 2021 | 39.95% |
| April 30, 2021 | 39.95% |
| March 31, 2021 | 39.95% |
| February 28, 2021 | 39.95% |
| January 31, 2021 | 39.95% |
| December 31, 2020 | 39.95% |
| November 30, 2020 | 39.95% |
| October 31, 2020 | 39.95% |
| September 30, 2020 | 39.95% |
| August 31, 2020 | 39.95% |
| July 31, 2020 | 39.95% |
| June 30, 2020 | 39.95% |
| May 31, 2020 | 39.95% |
| April 30, 2020 | 39.95% |
| March 31, 2020 | 39.95% |
| February 29, 2020 | 37.33% |
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
37.33%
Minimum
Apr 2019
39.95%
Maximum
Mar 2020
39.47%
Average
39.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| JPMorgan Chase & Co | 43.62% |
| Citigroup Inc | 56.50% |
| Bank of America Corp | 48.93% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.923 |
| Beta (5Y) | 0.8607 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.41% |
| Historical Sharpe Ratio (5Y) | 0.3551 |
| Historical Sortino (5Y) | 0.4766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.68% |