iProfile U.S. Equity Private Pool TI (IGI896)
13.90
+0.20 (+1.47%)
CAD |
Jun 24 2022
IGI896 Max Drawdown (5Y): 26.66% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 26.66% |
| April 30, 2022 | 26.66% |
| March 31, 2022 | 26.66% |
| February 28, 2022 | 26.66% |
| January 31, 2022 | 26.66% |
| December 31, 2021 | 26.66% |
| November 30, 2021 | 26.66% |
| October 31, 2021 | 26.66% |
| September 30, 2021 | 26.66% |
| August 31, 2021 | 26.66% |
| July 31, 2021 | 26.66% |
| June 30, 2021 | 26.66% |
| May 31, 2021 | 26.66% |
| April 30, 2021 | 26.66% |
| March 31, 2021 | 26.66% |
| February 28, 2021 | 26.66% |
| January 31, 2021 | 26.66% |
| December 31, 2020 | 26.66% |
| November 30, 2020 | 26.66% |
| October 31, 2020 | 26.66% |
| September 30, 2020 | 26.66% |
| August 31, 2020 | 26.66% |
| July 31, 2020 | 26.66% |
| June 30, 2020 | 26.66% |
| May 31, 2020 | 26.66% |
| Date | Value |
|---|---|
| April 30, 2020 | 26.66% |
| March 31, 2020 | 26.66% |
| February 29, 2020 | 17.80% |
| January 31, 2020 | 17.80% |
| December 31, 2019 | 17.80% |
| November 30, 2019 | 17.80% |
| October 31, 2019 | 17.80% |
| September 30, 2019 | 17.80% |
| August 31, 2019 | 17.80% |
| July 31, 2019 | 17.80% |
| June 30, 2019 | 17.80% |
| May 31, 2019 | 17.80% |
| April 30, 2019 | 17.80% |
| March 31, 2019 | 17.80% |
| February 28, 2019 | 17.80% |
| January 31, 2019 | 17.80% |
| December 31, 2018 | 17.80% |
| November 30, 2018 | 12.76% |
| October 31, 2018 | 12.76% |
| September 30, 2018 | 12.76% |
| August 31, 2018 | 12.76% |
| July 31, 2018 | 12.76% |
| June 30, 2018 | 12.76% |
| May 31, 2018 | 12.76% |
| April 30, 2018 | 12.76% |
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
12.76%
Minimum
Jun 2017
26.66%
Maximum
Mar 2020
20.27%
Average
17.80%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| NEI US Equity RS F | 25.83% |
| RBC U.S. Equity Value Fund F | 25.68% |
| RBC Priv U.S. Large-Cap Core Eqty Pool F | 25.33% |
| NBI SmartData US Equity F | 28.02% |
| RBC U.S. Equity Currency Neutral Fd F | 34.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.190 |
| Beta (5Y) | 0.8127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.43% |
| Historical Sharpe Ratio (5Y) | 0.7488 |
| Historical Sortino (5Y) | 0.8627 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.40% |