RBC North American Value Fund FT5 (RBF666)
30.74
+0.13 (+0.41%)
CAD |
Aug 18 2022
RBF666 Max Drawdown (5Y): 35.07% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.07% |
| June 30, 2022 | 35.07% |
| May 31, 2022 | 35.07% |
| April 30, 2022 | 35.07% |
| March 31, 2022 | 35.07% |
| February 28, 2022 | 35.07% |
| January 31, 2022 | 35.07% |
| December 31, 2021 | 35.07% |
| November 30, 2021 | 35.07% |
| October 31, 2021 | 35.07% |
| September 30, 2021 | 35.07% |
| August 31, 2021 | 35.07% |
| July 31, 2021 | 35.07% |
| June 30, 2021 | 35.07% |
| May 31, 2021 | 35.07% |
| April 30, 2021 | 35.07% |
| March 31, 2021 | 35.07% |
| February 28, 2021 | 35.07% |
| January 31, 2021 | 35.07% |
| December 31, 2020 | 35.07% |
| November 30, 2020 | 35.07% |
| October 31, 2020 | 35.07% |
| September 30, 2020 | 35.07% |
| August 31, 2020 | 35.07% |
| July 31, 2020 | 35.07% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.07% |
| May 31, 2020 | 35.07% |
| April 30, 2020 | 35.07% |
| March 31, 2020 | 35.07% |
| February 29, 2020 | 16.07% |
| January 31, 2020 | 16.07% |
| December 31, 2019 | 16.07% |
| November 30, 2019 | 16.07% |
| October 31, 2019 | 16.07% |
| September 30, 2019 | 16.07% |
| August 31, 2019 | 16.07% |
| July 31, 2019 | 16.07% |
| June 30, 2019 | 16.07% |
| May 31, 2019 | 16.07% |
| April 30, 2019 | 16.07% |
| March 31, 2019 | 16.07% |
| February 28, 2019 | 16.07% |
| January 31, 2019 | 16.07% |
| December 31, 2018 | 16.07% |
| November 30, 2018 | 13.15% |
| October 31, 2018 | 13.15% |
| September 30, 2018 | 13.15% |
| August 31, 2018 | 13.15% |
| July 31, 2018 | 13.15% |
| June 30, 2018 | 13.15% |
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
13.15%
Minimum
Aug 2017
35.07%
Maximum
Mar 2020
24.48%
Average
16.07%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Sun Life MFS Canadian Equity F | 30.52% |
| TD Canadian Equity - F | 34.40% |
| Mackenzie Ivy Canadian F | 31.49% |
| Dynamic Canadian Value Class Series F | 29.83% |
| Dynamic Value Fund of Canada Series F | 29.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.065 |
| Beta (5Y) | 0.9623 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.04% |
| Historical Sharpe Ratio (5Y) | 0.629 |
| Historical Sortino (5Y) | 0.5583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |