RBC U.S. Equity Currency Neutral Fd A (RBF133)
20.47
+0.38 (+1.91%)
CAD |
May 26 2022
RBF133 Max Drawdown (5Y): 34.16% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.16% |
| March 31, 2022 | 34.16% |
| February 28, 2022 | 34.16% |
| January 31, 2022 | 34.16% |
| December 31, 2021 | 34.16% |
| November 30, 2021 | 34.16% |
| October 31, 2021 | 34.16% |
| September 30, 2021 | 34.16% |
| August 31, 2021 | 34.16% |
| July 31, 2021 | 34.16% |
| June 30, 2021 | 34.16% |
| May 31, 2021 | 34.16% |
| April 30, 2021 | 34.16% |
| March 31, 2021 | 34.16% |
| February 28, 2021 | 34.16% |
| January 31, 2021 | 34.16% |
| December 31, 2020 | 34.16% |
| November 30, 2020 | 34.16% |
| October 31, 2020 | 34.16% |
| September 30, 2020 | 34.16% |
| August 31, 2020 | 34.16% |
| July 31, 2020 | 34.16% |
| June 30, 2020 | 34.16% |
| May 31, 2020 | 34.16% |
| April 30, 2020 | 34.16% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.16% |
| February 29, 2020 | 20.21% |
| January 31, 2020 | 20.21% |
| December 31, 2019 | 20.21% |
| November 30, 2019 | 20.21% |
| October 31, 2019 | 20.21% |
| September 30, 2019 | 20.21% |
| August 31, 2019 | 20.21% |
| July 31, 2019 | 20.21% |
| June 30, 2019 | 20.21% |
| May 31, 2019 | 20.21% |
| April 30, 2019 | 20.21% |
| March 31, 2019 | 20.21% |
| February 28, 2019 | 20.21% |
| January 31, 2019 | 20.21% |
| December 31, 2018 | 20.21% |
| November 30, 2018 | 17.36% |
| October 31, 2018 | 17.36% |
| September 30, 2018 | 17.36% |
| August 31, 2018 | 17.36% |
| July 31, 2018 | 17.36% |
| June 30, 2018 | 17.36% |
| May 31, 2018 | 17.36% |
| April 30, 2018 | 17.36% |
| March 31, 2018 | 17.36% |
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
17.36%
Minimum
Dec 2017
34.16%
Maximum
Mar 2020
25.96%
Average
23.07%
Median
Max Drawdown (5Y) Benchmarks
| DFA US Core Equity Class A (H) | 37.17% |
| RBC U.S. Equity Value Fund A | 25.79% |
| Dynamic US Dividend Advantage A | 28.46% |
| NBI SmartData US Equity Adv | 28.08% |
| PH&N US Multi-Style All-Cap Equity Fd A | 28.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4789 |
| Beta (5Y) | 1.036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.91% |
| Historical Sharpe Ratio (5Y) | 0.5935 |
| Historical Sortino (5Y) | 0.5729 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.45% |