Capital Group US Equity Canada D (CIF837)
26.32
+0.17 (+0.64%)
CAD |
Aug 05 2022
CIF837 Max Drawdown (5Y): 24.86% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 24.86% |
| June 30, 2022 | 24.86% |
| May 31, 2022 | 24.86% |
| April 30, 2022 | 24.86% |
| March 31, 2022 | 24.86% |
| February 28, 2022 | 24.86% |
| January 31, 2022 | 24.86% |
| December 31, 2021 | 24.86% |
| November 30, 2021 | 24.86% |
| October 31, 2021 | 24.86% |
| September 30, 2021 | 24.86% |
| August 31, 2021 | 24.86% |
| July 31, 2021 | 24.86% |
| June 30, 2021 | 24.86% |
| May 31, 2021 | 24.86% |
| April 30, 2021 | 24.86% |
| March 31, 2021 | 24.86% |
| February 28, 2021 | 24.86% |
| January 31, 2021 | 24.86% |
| December 31, 2020 | 24.86% |
| November 30, 2020 | 24.86% |
| October 31, 2020 | 24.86% |
| September 30, 2020 | 24.86% |
| August 31, 2020 | 24.86% |
| July 31, 2020 | 24.86% |
| Date | Value |
|---|---|
| June 30, 2020 | 24.86% |
| May 31, 2020 | 24.86% |
| April 30, 2020 | 24.86% |
| March 31, 2020 | 24.86% |
| February 29, 2020 | 15.85% |
| January 31, 2020 | 15.85% |
| December 31, 2019 | 15.85% |
| November 30, 2019 | 15.85% |
| October 31, 2019 | 15.85% |
| September 30, 2019 | 15.85% |
| August 31, 2019 | 15.85% |
| July 31, 2019 | 15.85% |
| June 30, 2019 | 15.85% |
| May 31, 2019 | 15.85% |
| April 30, 2019 | 15.85% |
| March 31, 2019 | 15.85% |
| February 28, 2019 | 15.85% |
| January 31, 2019 | 15.85% |
| December 31, 2018 | 15.85% |
| November 30, 2018 | 10.75% |
| October 31, 2018 | 10.75% |
| September 30, 2018 | 10.75% |
| August 31, 2018 | 10.75% |
| July 31, 2018 | 10.75% |
| June 30, 2018 | 10.75% |
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
10.39%
Minimum
Aug 2017
24.86%
Maximum
Mar 2020
18.84%
Average
15.85%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC U.S. Equity Value Fund D | 25.71% |
| RBC U.S. Equity Currency Neutral Fd D | 34.10% |
| TD U.S. Dividend Growth Fund-D | -- |
| BMO US Equity D | 28.14% |
| RBC U.S. Equity Fund D | 26.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2059 |
| Beta (5Y) | 0.7562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.62% |
| Historical Sharpe Ratio (5Y) | 0.5026 |
| Historical Sortino (5Y) | 0.5836 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.70% |