RBC U.S. Equity Value Fund O (RBF8073)
17.45
+0.03 (+0.16%)
CAD |
May 20 2022
RBF8073 Max Drawdown (5Y): 25.61% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.61% |
| March 31, 2022 | 25.61% |
| February 28, 2022 | 25.61% |
| January 31, 2022 | 25.61% |
| December 31, 2021 | 25.61% |
| November 30, 2021 | 25.61% |
| October 31, 2021 | 25.61% |
| September 30, 2021 | 25.61% |
| August 31, 2021 | 25.61% |
| July 31, 2021 | 25.61% |
| June 30, 2021 | 25.61% |
| May 31, 2021 | 25.61% |
| April 30, 2021 | 25.61% |
| March 31, 2021 | 25.61% |
| February 28, 2021 | 25.61% |
| January 31, 2021 | 25.61% |
| December 31, 2020 | 25.61% |
| November 30, 2020 | 25.61% |
| October 31, 2020 | 25.61% |
| September 30, 2020 | 25.61% |
| August 31, 2020 | 25.61% |
| July 31, 2020 | 25.61% |
| June 30, 2020 | 25.61% |
| May 31, 2020 | 25.61% |
| April 30, 2020 | 25.61% |
| Date | Value |
|---|---|
| March 31, 2020 | 25.61% |
| February 29, 2020 | 14.74% |
| January 31, 2020 | 14.74% |
| December 31, 2019 | 14.74% |
| November 30, 2019 | 14.74% |
| October 31, 2019 | 14.74% |
| September 30, 2019 | 14.74% |
| August 31, 2019 | 14.74% |
| July 31, 2019 | 14.74% |
| June 30, 2019 | 14.74% |
| May 31, 2019 | 14.74% |
| April 30, 2019 | 14.74% |
| March 31, 2019 | 14.74% |
| February 28, 2019 | 14.74% |
| January 31, 2019 | 14.74% |
| December 31, 2018 | 14.74% |
| November 30, 2018 | 10.96% |
| October 31, 2018 | 10.96% |
| September 30, 2018 | 10.96% |
| August 31, 2018 | 10.96% |
| July 31, 2018 | 10.96% |
| June 30, 2018 | 10.96% |
| May 31, 2018 | 10.96% |
| April 30, 2018 | 10.96% |
| March 31, 2018 | 10.96% |
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
10.96%
Minimum
May 2017
25.61%
Maximum
Mar 2020
18.25%
Average
14.74%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.395 |
| Beta (5Y) | 0.725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.61% |
| Historical Sharpe Ratio (5Y) | 0.7745 |
| Historical Sortino (5Y) | 0.8676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.93% |