RBC Vision Canadian Equity Fund F (RBF651)
18.92
-0.08 (-0.44%)
CAD |
Aug 17 2022
RBF651 Max Drawdown (5Y): 36.13% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 36.13% |
| June 30, 2022 | 36.13% |
| May 31, 2022 | 36.13% |
| April 30, 2022 | 36.13% |
| March 31, 2022 | 36.13% |
| February 28, 2022 | 36.13% |
| January 31, 2022 | 36.13% |
| December 31, 2021 | 36.13% |
| November 30, 2021 | 36.13% |
| October 31, 2021 | 36.13% |
| September 30, 2021 | 36.13% |
| August 31, 2021 | 36.13% |
| July 31, 2021 | 36.13% |
| June 30, 2021 | 36.13% |
| May 31, 2021 | 36.13% |
| April 30, 2021 | 36.13% |
| March 31, 2021 | 36.13% |
| February 28, 2021 | 36.13% |
| January 31, 2021 | 36.13% |
| December 31, 2020 | 36.13% |
| November 30, 2020 | 36.13% |
| October 31, 2020 | 36.13% |
| September 30, 2020 | 36.13% |
| August 31, 2020 | 36.13% |
| July 31, 2020 | 36.13% |
| Date | Value |
|---|---|
| June 30, 2020 | 36.13% |
| May 31, 2020 | 36.13% |
| April 30, 2020 | 36.13% |
| March 31, 2020 | 36.13% |
| February 29, 2020 | 20.80% |
| January 31, 2020 | 20.80% |
| December 31, 2019 | 20.80% |
| November 30, 2019 | 20.80% |
| October 31, 2019 | 20.80% |
| September 30, 2019 | 20.80% |
| August 31, 2019 | 20.80% |
| July 31, 2019 | 20.80% |
| June 30, 2019 | 20.80% |
| May 31, 2019 | 20.80% |
| April 30, 2019 | 20.80% |
| March 31, 2019 | 20.80% |
| February 28, 2019 | 20.80% |
| January 31, 2019 | 20.80% |
| December 31, 2018 | 20.80% |
| November 30, 2018 | 20.80% |
| October 31, 2018 | 20.80% |
| September 30, 2018 | 20.80% |
| August 31, 2018 | 20.80% |
| July 31, 2018 | 20.80% |
| June 30, 2018 | 20.80% |
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
20.80%
Minimum
Aug 2017
36.13%
Maximum
Mar 2020
28.21%
Average
20.80%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| CIBC Canadian Index F-Premium | 37.00% |
| Mackenzie Canadian Equity F | 36.51% |
| TD Canadian Index - F | 37.02% |
| NEI Canadian Equity RS F | 36.39% |
| PH&N Vintage Fund F | 36.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.571 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.20% |
| Historical Sharpe Ratio (5Y) | 0.4796 |
| Historical Sortino (5Y) | 0.4408 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.31% |