RBC Retirement 2030 Portfolio Series F (RBF1631)

12.54 +0.03 (+0.26%) CAD  |  Dec 24 2024
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RBF1631 Max Drawdown (5Y): 23.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
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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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Max Drawdown (5Y) Benchmarks

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RBC Target 2030 Education Sr F 19.61%
RBC Retirement 2035 Portfolio F 23.32%
RBC Retirement 2025 Portfolio F 20.25%
PH&N LifeTime 2030 Fund F 21.43%
RBC Retirement 2020 Portfolio F 16.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.9874
Beta (5Y) 0.6005
Alpha (vs YCharts Benchmark) (5Y) 4.900
Beta (vs YCharts Benchmark) (5Y) 0.941
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 11.03%
Historical Sharpe Ratio (5Y) 0.443
Historical Sortino (5Y) 0.4415
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.99%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBF1631.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBF1631.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.