RBC Vision Global Equity Fund F (RBF653)
21.08
-0.17 (-0.82%)
CAD |
Aug 08 2022
RBF653 Max Drawdown (5Y): 27.82% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 27.82% |
June 30, 2022 | 27.82% |
May 31, 2022 | 26.46% |
April 30, 2022 | 26.46% |
March 31, 2022 | 26.46% |
February 28, 2022 | 26.46% |
January 31, 2022 | 26.46% |
December 31, 2021 | 26.46% |
November 30, 2021 | 26.46% |
October 31, 2021 | 26.46% |
September 30, 2021 | 26.46% |
August 31, 2021 | 26.46% |
July 31, 2021 | 26.46% |
June 30, 2021 | 26.46% |
May 31, 2021 | 26.46% |
April 30, 2021 | 26.46% |
March 31, 2021 | 26.46% |
February 28, 2021 | 26.46% |
January 31, 2021 | 26.46% |
December 31, 2020 | 26.46% |
November 30, 2020 | 26.46% |
October 31, 2020 | 26.46% |
September 30, 2020 | 26.46% |
August 31, 2020 | 26.46% |
July 31, 2020 | 26.46% |
Date | Value |
---|---|
June 30, 2020 | 26.46% |
May 31, 2020 | 26.46% |
April 30, 2020 | 26.46% |
March 31, 2020 | 26.46% |
February 29, 2020 | 14.04% |
January 31, 2020 | 14.04% |
December 31, 2019 | 14.04% |
November 30, 2019 | 14.04% |
October 31, 2019 | 14.04% |
September 30, 2019 | 14.04% |
August 31, 2019 | 14.04% |
July 31, 2019 | 14.04% |
June 30, 2019 | 14.04% |
May 31, 2019 | 14.04% |
April 30, 2019 | 14.04% |
March 31, 2019 | 14.04% |
February 28, 2019 | 14.04% |
January 31, 2019 | 14.04% |
December 31, 2018 | 14.04% |
November 30, 2018 | 13.02% |
October 31, 2018 | 13.02% |
September 30, 2018 | 13.02% |
August 31, 2018 | 13.02% |
July 31, 2018 | 13.02% |
June 30, 2018 | 13.02% |
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
13.02%
Minimum
Oct 2017
27.82%
Maximum
Jun 2022
19.87%
Average
15.11%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.023 |
Beta (5Y) | 0.7583 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.89% |
Historical Sharpe Ratio (5Y) | 0.7357 |
Historical Sortino (5Y) | 0.9072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |