RBC U.S. Mid-Cap Grwth Eq Cur Ntl Fd A (RBF589)
21.59
+0.04 (+0.17%)
CAD |
Jan 27 2023
RBF589 Max Drawdown (5Y): 36.60% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 36.60% |
| November 30, 2022 | 36.60% |
| October 31, 2022 | 36.60% |
| September 30, 2022 | 36.60% |
| August 31, 2022 | 36.60% |
| July 31, 2022 | 36.60% |
| June 30, 2022 | 36.60% |
| May 31, 2022 | 36.60% |
| April 30, 2022 | 36.60% |
| March 31, 2022 | 36.60% |
| February 28, 2022 | 36.60% |
| January 31, 2022 | 36.60% |
| December 31, 2021 | 36.60% |
| November 30, 2021 | 36.60% |
| October 31, 2021 | 36.60% |
| September 30, 2021 | 36.60% |
| August 31, 2021 | 36.60% |
| July 31, 2021 | 36.60% |
| June 30, 2021 | 36.60% |
| May 31, 2021 | 36.60% |
| April 30, 2021 | 36.60% |
| March 31, 2021 | 36.60% |
| February 28, 2021 | 36.60% |
| January 31, 2021 | 36.60% |
| December 31, 2020 | 36.60% |
| Date | Value |
|---|---|
| November 30, 2020 | 36.60% |
| October 31, 2020 | 36.60% |
| September 30, 2020 | 36.60% |
| August 31, 2020 | 36.60% |
| July 31, 2020 | 36.60% |
| June 30, 2020 | 36.60% |
| May 31, 2020 | 36.60% |
| April 30, 2020 | 36.60% |
| March 31, 2020 | 36.60% |
| February 29, 2020 | 22.14% |
| January 31, 2020 | 22.14% |
| December 31, 2019 | 22.14% |
| November 30, 2019 | 22.14% |
| October 31, 2019 | 22.14% |
| September 30, 2019 | 22.14% |
| August 31, 2019 | 22.14% |
| July 31, 2019 | 22.14% |
| June 30, 2019 | 22.14% |
| May 31, 2019 | 22.14% |
| April 30, 2019 | 22.14% |
| March 31, 2019 | 22.14% |
| February 28, 2019 | 22.14% |
| January 31, 2019 | 22.14% |
| December 31, 2018 | 22.14% |
| November 30, 2018 | 18.39% |
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
18.39%
Minimum
Jan 2018
36.60%
Maximum
Mar 2020
29.64%
Average
36.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.929 |
| Beta (5Y) | 1.186 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.588 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.55% |
| Historical Sharpe Ratio (5Y) | 0.3526 |
| Historical Sortino (5Y) | 0.4127 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |