RBC U.S. Mid-Cap Growth Equity Fund A (RBF171)
39.86
+0.51 (+1.29%)
CAD |
May 25 2022
RBF171 Max Drawdown (5Y): 28.87% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 28.87% |
| March 31, 2022 | 28.87% |
| February 28, 2022 | 28.87% |
| January 31, 2022 | 28.87% |
| December 31, 2021 | 28.87% |
| November 30, 2021 | 28.87% |
| October 31, 2021 | 28.87% |
| September 30, 2021 | 28.87% |
| August 31, 2021 | 28.87% |
| July 31, 2021 | 28.87% |
| June 30, 2021 | 28.87% |
| May 31, 2021 | 28.87% |
| April 30, 2021 | 28.87% |
| March 31, 2021 | 28.87% |
| February 28, 2021 | 28.87% |
| January 31, 2021 | 28.87% |
| December 31, 2020 | 28.87% |
| November 30, 2020 | 28.87% |
| October 31, 2020 | 28.87% |
| September 30, 2020 | 28.87% |
| August 31, 2020 | 28.87% |
| July 31, 2020 | 28.87% |
| June 30, 2020 | 28.87% |
| May 31, 2020 | 28.87% |
| April 30, 2020 | 28.87% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.87% |
| February 29, 2020 | 18.50% |
| January 31, 2020 | 18.50% |
| December 31, 2019 | 18.50% |
| November 30, 2019 | 18.50% |
| October 31, 2019 | 18.50% |
| September 30, 2019 | 18.50% |
| August 31, 2019 | 18.50% |
| July 31, 2019 | 18.50% |
| June 30, 2019 | 18.50% |
| May 31, 2019 | 18.50% |
| April 30, 2019 | 18.50% |
| March 31, 2019 | 18.50% |
| February 28, 2019 | 18.50% |
| January 31, 2019 | 18.50% |
| December 31, 2018 | 18.50% |
| November 30, 2018 | 12.89% |
| October 31, 2018 | 12.89% |
| September 30, 2018 | 12.89% |
| August 31, 2018 | 12.89% |
| July 31, 2018 | 12.89% |
| June 30, 2018 | 12.89% |
| May 31, 2018 | 12.89% |
| April 30, 2018 | 12.89% |
| March 31, 2018 | 12.89% |
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
12.89%
Minimum
Oct 2017
28.87%
Maximum
Mar 2020
21.39%
Average
18.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC U.S. Mid-Cap Grwth Eq Cur Ntl Fd A | 36.60% |
| CIBC US Small Companies | 30.14% |
| TD US Mid-Cap Growth Class - A | 31.03% |
| TD US Mid-Cap Growth - I | 31.06% |
| IG Mackenzie U.S. Opportunities J DSC | 35.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.086 |
| Beta (5Y) | 0.8832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.32% |
| Historical Sharpe Ratio (5Y) | 0.644 |
| Historical Sortino (5Y) | 0.7849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.05% |