RBC QUBE Low Vol U.S. Equity Fund A (RBF488)
25.71
+0.06 (+0.25%)
CAD |
Aug 10 2022
RBF488 Max Drawdown (5Y): 30.22% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 30.22% |
| June 30, 2022 | 30.22% |
| May 31, 2022 | 30.22% |
| April 30, 2022 | 30.22% |
| March 31, 2022 | 30.22% |
| February 28, 2022 | 30.22% |
| January 31, 2022 | 30.22% |
| December 31, 2021 | 30.22% |
| November 30, 2021 | 30.22% |
| October 31, 2021 | 30.22% |
| September 30, 2021 | 30.22% |
| August 31, 2021 | 30.22% |
| July 31, 2021 | 30.22% |
| June 30, 2021 | 30.22% |
| May 31, 2021 | 30.22% |
| April 30, 2021 | 30.22% |
| March 31, 2021 | 30.22% |
| February 28, 2021 | 30.22% |
| January 31, 2021 | 30.22% |
| December 31, 2020 | 30.22% |
| November 30, 2020 | 30.22% |
| October 31, 2020 | 30.22% |
| September 30, 2020 | 30.22% |
| August 31, 2020 | 30.22% |
| July 31, 2020 | 30.22% |
| Date | Value |
|---|---|
| June 30, 2020 | 30.22% |
| May 31, 2020 | 30.22% |
| April 30, 2020 | 30.22% |
| March 31, 2020 | 30.22% |
| February 29, 2020 | 11.57% |
| January 31, 2020 | 10.33% |
| December 31, 2019 | 10.33% |
| November 30, 2019 | 10.33% |
| October 31, 2019 | 10.33% |
| September 30, 2019 | 10.33% |
| August 31, 2019 | 10.33% |
| July 31, 2019 | 10.33% |
| June 30, 2019 | 10.33% |
| May 31, 2019 | 10.33% |
| April 30, 2019 | 10.33% |
| March 31, 2019 | 10.33% |
| February 28, 2019 | 10.33% |
| January 31, 2019 | 10.33% |
| December 31, 2018 | 10.33% |
| November 30, 2018 | 9.18% |
| October 31, 2018 | 9.18% |
| September 30, 2018 | 9.18% |
| August 31, 2018 | 9.18% |
| July 31, 2018 | 9.18% |
| June 30, 2018 | 9.18% |
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
8.08%
Minimum
Aug 2017
30.22%
Maximum
Mar 2020
19.64%
Average
10.95%
Median
Max Drawdown (5Y) Benchmarks
| CIBC US Index Premium | 27.15% |
| RBC U.S. Equity Fund A | 26.07% |
| DFA US Core Equity A | 30.83% |
| SEI US Large Cap Index O | 27.73% |
| TD U.S. Dividend Growth Fund-I | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.840 |
| Beta (5Y) | 0.6134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.28% |
| Historical Sharpe Ratio (5Y) | 0.6041 |
| Historical Sortino (5Y) | 0.662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.15% |