RBC Global Dividend Growth Fund A (RBF176)
20.47
+0.07 (+0.35%)
CAD |
Jul 04 2022
RBF176 Max Drawdown (5Y): 29.58% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 29.58% |
| May 31, 2022 | 29.58% |
| April 30, 2022 | 29.58% |
| March 31, 2022 | 29.58% |
| February 28, 2022 | 29.58% |
| January 31, 2022 | 29.58% |
| December 31, 2021 | 29.58% |
| November 30, 2021 | 29.58% |
| October 31, 2021 | 29.58% |
| September 30, 2021 | 29.58% |
| August 31, 2021 | 29.58% |
| July 31, 2021 | 29.58% |
| June 30, 2021 | 29.58% |
| May 31, 2021 | 29.58% |
| April 30, 2021 | 29.58% |
| March 31, 2021 | 29.58% |
| February 28, 2021 | 29.58% |
| January 31, 2021 | 29.58% |
| December 31, 2020 | 29.58% |
| November 30, 2020 | 29.58% |
| October 31, 2020 | 29.58% |
| September 30, 2020 | 29.58% |
| August 31, 2020 | 29.58% |
| July 31, 2020 | 29.58% |
| June 30, 2020 | 29.58% |
| Date | Value |
|---|---|
| May 31, 2020 | 29.58% |
| April 30, 2020 | 29.58% |
| March 31, 2020 | 29.58% |
| February 29, 2020 | 15.28% |
| January 31, 2020 | 15.28% |
| December 31, 2019 | 15.28% |
| November 30, 2019 | 15.28% |
| October 31, 2019 | 15.28% |
| September 30, 2019 | 15.28% |
| August 31, 2019 | 15.28% |
| July 31, 2019 | 15.28% |
| June 30, 2019 | 15.28% |
| May 31, 2019 | 15.28% |
| April 30, 2019 | 15.28% |
| March 31, 2019 | 15.28% |
| February 28, 2019 | 15.28% |
| January 31, 2019 | 15.28% |
| December 31, 2018 | 15.28% |
| November 30, 2018 | 15.28% |
| October 31, 2018 | 15.28% |
| September 30, 2018 | 15.28% |
| August 31, 2018 | 15.28% |
| July 31, 2018 | 15.28% |
| June 30, 2018 | 15.28% |
| May 31, 2018 | 15.28% |
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
15.28%
Minimum
Dec 2017
29.58%
Maximum
Mar 2020
22.54%
Average
24.00%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.233 |
| Beta (5Y) | 0.7931 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.60% |
| Historical Sharpe Ratio (5Y) | 0.5537 |
| Historical Sortino (5Y) | 0.6257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |