RBC U.S. Equity Fund D (RBF1022)
36.42
-0.38 (-1.04%)
CAD |
Jun 30 2022
RBF1022 Max Drawdown (5Y): 26.00% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 26.00% |
| May 31, 2022 | 26.00% |
| April 30, 2022 | 26.00% |
| March 31, 2022 | 26.00% |
| February 28, 2022 | 26.00% |
| January 31, 2022 | 26.00% |
| December 31, 2021 | 26.00% |
| November 30, 2021 | 26.00% |
| October 31, 2021 | 26.00% |
| September 30, 2021 | 26.00% |
| August 31, 2021 | 26.00% |
| July 31, 2021 | 26.00% |
| June 30, 2021 | 26.00% |
| May 31, 2021 | 26.00% |
| April 30, 2021 | 26.00% |
| March 31, 2021 | 26.00% |
| February 28, 2021 | 26.00% |
| January 31, 2021 | 26.00% |
| December 31, 2020 | 26.00% |
| November 30, 2020 | 26.00% |
| October 31, 2020 | 26.00% |
| September 30, 2020 | 26.00% |
| August 31, 2020 | 26.00% |
| July 31, 2020 | 26.00% |
| June 30, 2020 | 26.00% |
| Date | Value |
|---|---|
| May 31, 2020 | 26.00% |
| April 30, 2020 | 26.00% |
| March 31, 2020 | 26.00% |
| February 29, 2020 | 15.78% |
| January 31, 2020 | 15.78% |
| December 31, 2019 | 15.78% |
| November 30, 2019 | 15.78% |
| October 31, 2019 | 15.78% |
| September 30, 2019 | 15.78% |
| August 31, 2019 | 15.78% |
| July 31, 2019 | 15.78% |
| June 30, 2019 | 15.78% |
| May 31, 2019 | 15.78% |
| April 30, 2019 | 15.78% |
| March 31, 2019 | 15.78% |
| February 28, 2019 | 15.78% |
| January 31, 2019 | 15.78% |
| December 31, 2018 | 15.78% |
| November 30, 2018 | 11.89% |
| October 31, 2018 | 11.89% |
| September 30, 2018 | 11.89% |
| August 31, 2018 | 11.89% |
| July 31, 2018 | 11.89% |
| June 30, 2018 | 11.89% |
| May 31, 2018 | 11.89% |
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
11.89%
Minimum
Oct 2017
26.00%
Maximum
Mar 2020
19.57%
Average
15.78%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.760 |
| Beta (5Y) | 0.745 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.89% |
| Historical Sharpe Ratio (5Y) | 0.6177 |
| Historical Sortino (5Y) | 0.7232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.14% |