RBC O'Shaughnessy U.S. Growth Fund II A (RBF204)
7.802
+0.27 (+3.62%)
CAD |
Jun 24 2022
RBF204 Max Drawdown (5Y): 46.46% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 46.46% |
| April 30, 2022 | 46.46% |
| March 31, 2022 | 46.46% |
| February 28, 2022 | 46.46% |
| January 31, 2022 | 46.46% |
| December 31, 2021 | 46.46% |
| November 30, 2021 | 46.46% |
| October 31, 2021 | 46.46% |
| September 30, 2021 | 46.46% |
| August 31, 2021 | 46.46% |
| July 31, 2021 | 46.46% |
| June 30, 2021 | 46.46% |
| May 31, 2021 | 46.46% |
| April 30, 2021 | 46.46% |
| March 31, 2021 | 46.46% |
| February 28, 2021 | 46.46% |
| January 31, 2021 | 46.46% |
| December 31, 2020 | 46.46% |
| November 30, 2020 | 46.46% |
| October 31, 2020 | 46.46% |
| September 30, 2020 | 46.46% |
| August 31, 2020 | 46.46% |
| July 31, 2020 | 46.46% |
| June 30, 2020 | 46.46% |
| May 31, 2020 | 46.46% |
| Date | Value |
|---|---|
| April 30, 2020 | 46.46% |
| March 31, 2020 | 46.46% |
| February 29, 2020 | 28.38% |
| January 31, 2020 | 28.38% |
| December 31, 2019 | 28.38% |
| November 30, 2019 | 28.38% |
| October 31, 2019 | 28.38% |
| September 30, 2019 | 28.38% |
| August 31, 2019 | 28.38% |
| July 31, 2019 | 28.38% |
| June 30, 2019 | 28.38% |
| May 31, 2019 | 28.38% |
| April 30, 2019 | 28.38% |
| March 31, 2019 | 28.38% |
| February 28, 2019 | 28.38% |
| January 31, 2019 | 28.38% |
| December 31, 2018 | 28.38% |
| November 30, 2018 | 18.10% |
| October 31, 2018 | 17.58% |
| September 30, 2018 | 17.58% |
| August 31, 2018 | 17.58% |
| July 31, 2018 | 17.58% |
| June 30, 2018 | 17.58% |
| May 31, 2018 | 17.58% |
| April 30, 2018 | 21.98% |
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
17.58%
Minimum
May 2018
46.46%
Maximum
Mar 2020
36.92%
Average
44.19%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.90 |
| Beta (5Y) | 1.232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.11% |
| Historical Sharpe Ratio (5Y) | 0.104 |
| Historical Sortino (5Y) | 0.1118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.57% |