RBC O'Shaughnessy U.S. Growth Fund A (RBF551)
16.04
+0.57 (+3.69%)
CAD |
Jun 24 2022
RBF551 Max Drawdown (5Y): 49.49% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 49.49% |
| April 30, 2022 | 49.49% |
| March 31, 2022 | 49.49% |
| February 28, 2022 | 49.49% |
| January 31, 2022 | 49.49% |
| December 31, 2021 | 49.49% |
| November 30, 2021 | 49.49% |
| October 31, 2021 | 49.49% |
| September 30, 2021 | 49.49% |
| August 31, 2021 | 49.49% |
| July 31, 2021 | 49.49% |
| June 30, 2021 | 49.49% |
| May 31, 2021 | 49.49% |
| April 30, 2021 | 49.49% |
| March 31, 2021 | 49.49% |
| February 28, 2021 | 49.49% |
| January 31, 2021 | 49.49% |
| December 31, 2020 | 49.49% |
| November 30, 2020 | 49.49% |
| October 31, 2020 | 49.49% |
| September 30, 2020 | 49.49% |
| August 31, 2020 | 49.49% |
| July 31, 2020 | 49.49% |
| June 30, 2020 | 49.49% |
| May 31, 2020 | 49.49% |
| Date | Value |
|---|---|
| April 30, 2020 | 49.49% |
| March 31, 2020 | 49.49% |
| February 29, 2020 | 28.84% |
| January 31, 2020 | 28.84% |
| December 31, 2019 | 28.84% |
| November 30, 2019 | 28.84% |
| October 31, 2019 | 28.84% |
| September 30, 2019 | 28.84% |
| August 31, 2019 | 28.84% |
| July 31, 2019 | 28.84% |
| June 30, 2019 | 28.84% |
| May 31, 2019 | 28.84% |
| April 30, 2019 | 28.84% |
| March 31, 2019 | 28.84% |
| February 28, 2019 | 28.84% |
| January 31, 2019 | 28.84% |
| December 31, 2018 | 28.84% |
| November 30, 2018 | 21.12% |
| October 31, 2018 | 21.12% |
| September 30, 2018 | 21.12% |
| August 31, 2018 | 21.12% |
| July 31, 2018 | 21.12% |
| June 30, 2018 | 21.12% |
| May 31, 2018 | 21.12% |
| April 30, 2018 | 21.12% |
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
21.12%
Minimum
Apr 2018
49.49%
Maximum
Mar 2020
38.08%
Average
39.12%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.24 |
| Beta (5Y) | 1.285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.46% |
| Historical Sharpe Ratio (5Y) | 0.1156 |
| Historical Sortino (5Y) | 0.13 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |