RBC Microcap Value I (RMVIX)
28.25
-0.28 (-0.98%)
USD |
May 19 2022
RMVIX Max Drawdown (5Y): 45.51% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 45.51% |
| March 31, 2022 | 45.51% |
| February 28, 2022 | 45.51% |
| January 31, 2022 | 45.51% |
| December 31, 2021 | 45.51% |
| November 30, 2021 | 45.51% |
| October 31, 2021 | 45.51% |
| September 30, 2021 | 45.51% |
| August 31, 2021 | 45.51% |
| July 31, 2021 | 45.51% |
| June 30, 2021 | 45.51% |
| May 31, 2021 | 45.51% |
| April 30, 2021 | 45.51% |
| March 31, 2021 | 45.51% |
| February 28, 2021 | 45.51% |
| January 31, 2021 | 45.51% |
| December 31, 2020 | 45.51% |
| November 30, 2020 | 45.51% |
| October 31, 2020 | 45.51% |
| September 30, 2020 | 45.51% |
| August 31, 2020 | 45.51% |
| July 31, 2020 | 45.51% |
| June 30, 2020 | 45.51% |
| May 31, 2020 | 45.51% |
| April 30, 2020 | 45.51% |
| Date | Value |
|---|---|
| March 31, 2020 | 45.51% |
| February 29, 2020 | 23.75% |
| January 31, 2020 | 23.75% |
| December 31, 2019 | 23.75% |
| November 30, 2019 | 23.75% |
| October 31, 2019 | 23.75% |
| September 30, 2019 | 23.75% |
| August 31, 2019 | 23.75% |
| July 31, 2019 | 23.75% |
| June 30, 2019 | 23.75% |
| May 31, 2019 | 23.75% |
| April 30, 2019 | 23.75% |
| March 31, 2019 | 23.75% |
| February 28, 2019 | 23.75% |
| January 31, 2019 | 23.75% |
| December 31, 2018 | 23.75% |
| November 30, 2018 | 20.94% |
| October 31, 2018 | 20.94% |
| September 30, 2018 | 20.94% |
| August 31, 2018 | 20.94% |
| July 31, 2018 | 20.94% |
| June 30, 2018 | 20.94% |
| May 31, 2018 | 20.94% |
| April 30, 2018 | 20.94% |
| March 31, 2018 | 20.94% |
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
20.94%
Minimum
May 2017
45.51%
Maximum
Mar 2020
32.29%
Average
23.75%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Third Avenue Small Cap Value Instl | 40.38% |
| Royce Opportunity Instl | 50.42% |
| Allspring Small Company Value Inst | 46.40% |
| LSV Small Cap Value Institutional | 54.74% |
| Royce Special Equity Instl | 32.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.799 |
| Beta (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.93% |
| Historical Sharpe Ratio (5Y) | 0.3707 |
| Historical Sortino (5Y) | 0.3916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.03% |