RBC QUBE Low Vol U.S. Equity Fund O (RBF288)
25.86
+0.23 (+0.91%)
CAD |
May 17 2022
RBF288 Max Drawdown (5Y): 30.05% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 30.05% |
| March 31, 2022 | 30.05% |
| February 28, 2022 | 30.05% |
| January 31, 2022 | 30.05% |
| December 31, 2021 | 30.05% |
| November 30, 2021 | 30.05% |
| October 31, 2021 | 30.05% |
| September 30, 2021 | 30.05% |
| August 31, 2021 | 30.05% |
| July 31, 2021 | 30.05% |
| June 30, 2021 | 30.05% |
| May 31, 2021 | 30.05% |
| April 30, 2021 | 30.05% |
| March 31, 2021 | 30.05% |
| February 28, 2021 | 30.05% |
| January 31, 2021 | 30.05% |
| December 31, 2020 | 30.05% |
| November 30, 2020 | 30.05% |
| October 31, 2020 | 30.05% |
| September 30, 2020 | 30.05% |
| August 31, 2020 | 30.05% |
| July 31, 2020 | 30.05% |
| June 30, 2020 | 30.05% |
| May 31, 2020 | 30.05% |
| April 30, 2020 | 30.05% |
| Date | Value |
|---|---|
| March 31, 2020 | 30.05% |
| February 29, 2020 | 11.49% |
| January 31, 2020 | 10.21% |
| December 31, 2019 | 10.21% |
| November 30, 2019 | 10.21% |
| October 31, 2019 | 10.21% |
| September 30, 2019 | 10.21% |
| August 31, 2019 | 10.21% |
| July 31, 2019 | 10.21% |
| June 30, 2019 | 10.21% |
| May 31, 2019 | 10.21% |
| April 30, 2019 | 10.21% |
| March 31, 2019 | 10.21% |
| February 28, 2019 | 10.21% |
| January 31, 2019 | 10.21% |
| December 31, 2018 | 10.21% |
| November 30, 2018 | 8.72% |
| October 31, 2018 | 8.72% |
| September 30, 2018 | 8.72% |
| August 31, 2018 | 8.72% |
| July 31, 2018 | 8.72% |
| June 30, 2018 | 8.72% |
| May 31, 2018 | 8.72% |
| April 30, 2018 | 8.72% |
| March 31, 2018 | 8.72% |
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
7.80%
Minimum
May 2017
30.05%
Maximum
Mar 2020
18.30%
Average
10.21%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.308 |
| Beta (5Y) | 0.6314 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.22% |
| Historical Sharpe Ratio (5Y) | 0.6748 |
| Historical Sortino (5Y) | 0.7241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.17% |