RBC U.S. Dividend Fund T5 (RBF4539)
26.63
-0.42 (-1.56%)
CAD |
Jun 28 2022
RBF4539 Max Drawdown (5Y): 26.81% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 26.81% |
| April 30, 2022 | 26.81% |
| March 31, 2022 | 26.81% |
| February 28, 2022 | 26.81% |
| January 31, 2022 | 26.81% |
| December 31, 2021 | 26.81% |
| November 30, 2021 | 26.81% |
| October 31, 2021 | 26.81% |
| September 30, 2021 | 26.81% |
| August 31, 2021 | 26.81% |
| July 31, 2021 | 26.81% |
| June 30, 2021 | 26.81% |
| May 31, 2021 | 26.81% |
| April 30, 2021 | 26.81% |
| March 31, 2021 | 26.81% |
| February 28, 2021 | 26.81% |
| January 31, 2021 | 26.81% |
| December 31, 2020 | 26.81% |
| November 30, 2020 | 26.81% |
| October 31, 2020 | 26.81% |
| September 30, 2020 | 26.81% |
| August 31, 2020 | 26.81% |
| July 31, 2020 | 26.81% |
| June 30, 2020 | 26.81% |
| May 31, 2020 | 26.81% |
| Date | Value |
|---|---|
| April 30, 2020 | 26.81% |
| March 31, 2020 | 26.81% |
| February 29, 2020 | 13.65% |
| January 31, 2020 | 13.65% |
| December 31, 2019 | 13.65% |
| November 30, 2019 | 13.65% |
| October 31, 2019 | 13.65% |
| September 30, 2019 | 13.65% |
| August 31, 2019 | 13.65% |
| July 31, 2019 | 13.65% |
| June 30, 2019 | 13.65% |
| May 31, 2019 | 13.65% |
| April 30, 2019 | 13.65% |
| March 31, 2019 | 13.65% |
| February 28, 2019 | 13.65% |
| January 31, 2019 | 13.65% |
| December 31, 2018 | 13.65% |
| November 30, 2018 | 10.48% |
| October 31, 2018 | 10.48% |
| September 30, 2018 | 10.48% |
| August 31, 2018 | 10.48% |
| July 31, 2018 | 10.48% |
| June 30, 2018 | 10.48% |
| May 31, 2018 | 10.48% |
| April 30, 2018 | 10.48% |
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
10.48%
Minimum
Jun 2017
26.81%
Maximum
Mar 2020
18.62%
Average
13.65%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SEI US Large Company Eq Hedge Cl E | 36.45% |
| PH&N U.S. Equity Fund A | 25.44% |
| IA Clarington US Dividend Growth L | 29.45% |
| NBI SmartData US Equity T5 | 28.11% |
| RBC U.S. Equity Fund T5 | 26.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.266 |
| Beta (5Y) | 0.7035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.61% |
| Historical Sharpe Ratio (5Y) | 0.6166 |
| Historical Sortino (5Y) | 0.6636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.16% |