BlueBay Global Sovereign Bond Series F (RBF9178)

8.495 +0.01 (+0.10%) CAD  |  Dec 20 2024
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RBF9178 Max Drawdown (5Y): 16.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '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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RBC Global Bond Sr I 18.34%
Global Fixed Income Corporate Class WT8 20.66%
Global Fixed Income Pool OF 22.20%
CI Global Bond Corporate Class F 22.95%
CI Global Bond Fund Series F 22.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.4359
Beta (5Y) 0.9908
Alpha (vs YCharts Benchmark) (5Y) -0.3898
Beta (vs YCharts Benchmark) (5Y) 0.5962
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 5.20%
Historical Sharpe Ratio (5Y) -0.5141
Historical Sortino (5Y) -0.7989
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.77%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:RBF9178.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RBF9178.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.