RBC Retirement 2030 Portfolio Series O (RBF8631)
12.43
+0.03
(+0.26%)
CAD |
Dec 24 2024
RBF8631 Max Drawdown (5Y): 22.99% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| PH&N LifeTime 2030 Fund Sr O | 21.02% |
| RBC Retirement 2035 Portfolio O | 23.25% |
| RBC Retirement 2025 Portfolio O | 20.18% |
| RBC Retirement 2020 Portfolio O | 16.58% |
| RBC Target 2030 Education Sr D | 19.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1168 |
| Beta (5Y) | 0.6005 |
| Alpha (vs YCharts Benchmark) (5Y) | 5.771 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9412 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.04% |
| Historical Sharpe Ratio (5Y) | 0.5218 |
| Historical Sortino (5Y) | 0.5168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.92% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:RBF8631.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:RBF8631.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |