RBC Global All-Equity Portfolio F (RBF5718)

16.53 +0.03 (+0.17%) CAD  |  Jan 09 2025
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RBF5718 Max Drawdown (5Y): 26.27% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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RBC Global Equity Sr F 27.72%
Fidelity Global Series F 28.32%
RBC Global Equity Focus Sr F 27.76%
PH&N Global Equity Fund Sr F 27.65%
RBC Vision Global Equity Series F 27.82%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.514
Beta (5Y) 0.7209
Alpha (vs YCharts Benchmark) (5Y) 1.631
Beta (vs YCharts Benchmark) (5Y) 0.688
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.11%
Historical Sharpe Ratio (5Y) 0.5288
Historical Sortino (5Y) 0.6033
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.29%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBF5718.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBF5718.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.