RBC Priv U.S. Large-Cap Core Eqty Pool F (RBF20940)
30.35
-0.24 (-0.78%)
CAD |
May 16 2022
RBF20940 Max Drawdown (5Y): 25.33% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.33% |
| March 31, 2022 | 25.33% |
| February 28, 2022 | 25.33% |
| January 31, 2022 | 25.33% |
| December 31, 2021 | 25.33% |
| November 30, 2021 | 25.33% |
| October 31, 2021 | 25.33% |
| September 30, 2021 | 25.33% |
| August 31, 2021 | 25.33% |
| July 31, 2021 | 25.33% |
| June 30, 2021 | 25.33% |
| May 31, 2021 | 25.33% |
| April 30, 2021 | 25.33% |
| March 31, 2021 | 25.33% |
| February 28, 2021 | 25.33% |
| January 31, 2021 | 25.33% |
| December 31, 2020 | 25.33% |
| November 30, 2020 | 25.33% |
| October 31, 2020 | 25.33% |
| September 30, 2020 | 25.33% |
| August 31, 2020 | 25.33% |
| July 31, 2020 | 25.33% |
| June 30, 2020 | 25.33% |
| May 31, 2020 | 25.33% |
| April 30, 2020 | 25.33% |
| Date | Value |
|---|---|
| March 31, 2020 | 25.33% |
| February 29, 2020 | 15.63% |
| January 31, 2020 | 15.63% |
| December 31, 2019 | 15.63% |
| November 30, 2019 | 15.63% |
| October 31, 2019 | 15.63% |
| September 30, 2019 | 15.63% |
| August 31, 2019 | 15.63% |
| July 31, 2019 | 15.63% |
| June 30, 2019 | 15.63% |
| May 31, 2019 | 15.63% |
| April 30, 2019 | 15.63% |
| March 31, 2019 | 15.63% |
| February 28, 2019 | 15.63% |
| January 31, 2019 | 15.63% |
| December 31, 2018 | 15.63% |
| November 30, 2018 | 14.40% |
| October 31, 2018 | 14.40% |
| September 30, 2018 | 14.40% |
| August 31, 2018 | 14.40% |
| July 31, 2018 | 14.40% |
| June 30, 2018 | 14.40% |
| May 31, 2018 | 14.40% |
| April 30, 2018 | 14.40% |
| March 31, 2018 | 14.40% |
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
14.40%
Minimum
May 2017
25.33%
Maximum
Mar 2020
19.44%
Average
15.63%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TD Dow Jones Industrial Avg Index - F | 30.64% |
| RBC U.S. Equity Value Fund F | 25.68% |
| PH&N U.S. Dividend Income Fund F | 27.34% |
| Dynamic US Dividend Advantage F | 28.39% |
| NBI SmartData US Equity F | 28.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.864 |
| Beta (5Y) | 0.732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.41% |
| Historical Sharpe Ratio (5Y) | 0.7754 |
| Historical Sortino (5Y) | 0.9343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.23% |