PH&N LifeTime 2020 Sr D (RBF1910)

11.31 +0.01 (+0.13%) CAD  |  Dec 24 2024
More

RBF1910 Max Drawdown (5Y): 14.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
PH&N LifeTime 2015 Sr D 13.59%
PH&N LifeTime 2025 Sr D 17.98%
PH&N LifeTime 2030 Fund Sr D 21.61%
RBC Managed Payout Solution-Enhanced Plus Fd Sr D 24.23%
RBC Retirement 2020 Portfolio FT5 16.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.131
Beta (5Y) 0.4226
Alpha (vs YCharts Benchmark) (5Y) 1.012
Beta (vs YCharts Benchmark) (5Y) 0.7042
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 8.31%
Historical Sharpe Ratio (5Y) 0.1207
Historical Sortino (5Y) 0.1509
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.49%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBF1910.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBF1910.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.