PH&N LifeTime 2050 Fund F (RBF1381)

11.94 +0.05 (+0.41%) CAD  |  Dec 24 2024
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RBF1381 Max Drawdown (5Y): 25.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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PH&N LifeTime 2045 Fund F 24.00%
PH&N LifeTime 2040 Fund F 25.20%
PH&N LifeTime 2055 Sr F 26.43%
PH&N LifeTime 2060 Fund Series F --
RBC Retirement 2045 Portfolio F 23.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.686
Beta (5Y) 0.7330
Alpha (vs YCharts Benchmark) (5Y) 4.501
Beta (vs YCharts Benchmark) (5Y) 1.194
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 13.74%
Historical Sharpe Ratio (5Y) 0.3265
Historical Sortino (5Y) 0.3608
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.49%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBF1381.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBF1381.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.