NEI US Equity RS F (NWT963)
35.11
+0.70 (+2.04%)
CAD |
Jun 24 2022
NWT963 Max Drawdown (5Y): 25.83% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 25.83% |
| April 30, 2022 | 25.83% |
| March 31, 2022 | 25.83% |
| February 28, 2022 | 25.83% |
| January 31, 2022 | 25.83% |
| December 31, 2021 | 25.83% |
| November 30, 2021 | 25.83% |
| October 31, 2021 | 25.83% |
| September 30, 2021 | 25.83% |
| August 31, 2021 | 25.83% |
| July 31, 2021 | 25.83% |
| June 30, 2021 | 25.83% |
| May 31, 2021 | 25.83% |
| April 30, 2021 | 25.83% |
| March 31, 2021 | 25.83% |
| February 28, 2021 | 25.83% |
| January 31, 2021 | 25.83% |
| December 31, 2020 | 25.83% |
| November 30, 2020 | 25.83% |
| October 31, 2020 | 25.83% |
| September 30, 2020 | 25.83% |
| August 31, 2020 | 25.83% |
| July 31, 2020 | 25.83% |
| June 30, 2020 | 25.83% |
| May 31, 2020 | 25.83% |
| Date | Value |
|---|---|
| April 30, 2020 | 25.83% |
| March 31, 2020 | 25.83% |
| February 29, 2020 | 14.84% |
| January 31, 2020 | 14.84% |
| December 31, 2019 | 14.84% |
| November 30, 2019 | 14.84% |
| October 31, 2019 | 14.84% |
| September 30, 2019 | 14.84% |
| August 31, 2019 | 14.84% |
| July 31, 2019 | 14.84% |
| June 30, 2019 | 14.84% |
| May 31, 2019 | 14.84% |
| April 30, 2019 | 14.84% |
| March 31, 2019 | 14.84% |
| February 28, 2019 | 14.84% |
| January 31, 2019 | 14.84% |
| December 31, 2018 | 14.84% |
| November 30, 2018 | 14.84% |
| October 31, 2018 | 14.84% |
| September 30, 2018 | 14.84% |
| August 31, 2018 | 14.84% |
| July 31, 2018 | 14.84% |
| June 30, 2018 | 14.84% |
| May 31, 2018 | 14.84% |
| April 30, 2018 | 14.84% |
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
14.84%
Minimum
Jun 2017
25.83%
Maximum
Mar 2020
19.78%
Average
14.84%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| 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% |
| BMO US Equity Class F | 28.12% |
| PH&N US Multi-Style All-Cap Equity Fd F | 27.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.939 |
| Beta (5Y) | 0.649 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.77% |
| Historical Sharpe Ratio (5Y) | 0.6943 |
| Historical Sortino (5Y) | 0.7589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.06% |