RBC U.S. Equity Value Fund D (RBF1073)
18.13
+0.26 (+1.46%)
CAD |
May 27 2022
RBF1073 Max Drawdown (5Y): 25.71% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.71% |
| March 31, 2022 | 25.71% |
| February 28, 2022 | 25.71% |
| January 31, 2022 | 25.71% |
| December 31, 2021 | 25.71% |
| November 30, 2021 | 25.71% |
| October 31, 2021 | 25.71% |
| September 30, 2021 | 25.71% |
| August 31, 2021 | 25.71% |
| July 31, 2021 | 25.71% |
| June 30, 2021 | 25.71% |
| May 31, 2021 | 25.71% |
| April 30, 2021 | 25.71% |
| March 31, 2021 | 25.71% |
| February 28, 2021 | 25.71% |
| January 31, 2021 | 25.71% |
| December 31, 2020 | 25.71% |
| November 30, 2020 | 25.71% |
| October 31, 2020 | 25.71% |
| September 30, 2020 | 25.71% |
| August 31, 2020 | 25.71% |
| July 31, 2020 | 25.71% |
| June 30, 2020 | 25.71% |
| May 31, 2020 | 25.71% |
| April 30, 2020 | 25.71% |
| Date | Value |
|---|---|
| March 31, 2020 | 25.71% |
| February 29, 2020 | 15.01% |
| January 31, 2020 | 15.01% |
| December 31, 2019 | 15.01% |
| November 30, 2019 | 15.01% |
| October 31, 2019 | 15.01% |
| September 30, 2019 | 15.01% |
| August 31, 2019 | 15.01% |
| July 31, 2019 | 15.01% |
| June 30, 2019 | 15.01% |
| May 31, 2019 | 15.01% |
| April 30, 2019 | 15.01% |
| March 31, 2019 | 15.01% |
| February 28, 2019 | 15.01% |
| January 31, 2019 | 15.01% |
| December 31, 2018 | 15.01% |
| November 30, 2018 | 11.08% |
| October 31, 2018 | 11.08% |
| September 30, 2018 | 11.08% |
| August 31, 2018 | 11.08% |
| July 31, 2018 | 11.08% |
| June 30, 2018 | 11.08% |
| May 31, 2018 | 11.08% |
| April 30, 2018 | 11.08% |
| March 31, 2018 | 11.08% |
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
11.08%
Minimum
May 2017
25.71%
Maximum
Mar 2020
18.40%
Average
15.01%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BMO US Equity D | 28.14% |
| Capital Group US Equity Canada D | 24.86% |
| RBC U.S. Equity Fund D | 26.00% |
| RBC U.S. Equity Currency Neutral Fd D | 34.10% |
| Scotia US Equity Index D | 27.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.281 |
| Beta (5Y) | 0.7247 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.61% |
| Historical Sharpe Ratio (5Y) | 0.6923 |
| Historical Sortino (5Y) | 0.777 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.01% |