PH&N Canadian Income Sr O (RBF8495)

20.02 +0.13 (+0.64%) CAD  |  Dec 23 2024
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RBF8495 Max Drawdown (5Y): 36.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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PH&N Dividend Income Sr O 36.15%
Desjardins Canadian Equity Income I 39.52%
RBC Private Canadian Dividend Pool Sr O 36.99%
PH&N Canadian Growth Sr O 36.51%
RBC Canadian Dividend Sr O 36.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.5831
Beta (5Y) 0.9740
Alpha (vs YCharts Benchmark) (5Y) 6.471
Beta (vs YCharts Benchmark) (5Y) 0.6984
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.20%
Historical Sharpe Ratio (5Y) 0.588
Historical Sortino (5Y) 0.5567
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.67%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBF8495.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBF8495.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.