RBC Small Cap Core A (TEEAX)
14.63
-0.16 (-1.08%)
USD |
Jul 06 2022
TEEAX Max Drawdown (5Y): 50.86% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 50.86% |
| May 31, 2022 | 50.86% |
| April 30, 2022 | 50.86% |
| March 31, 2022 | 50.86% |
| February 28, 2022 | 50.86% |
| January 31, 2022 | 50.86% |
| December 31, 2021 | 50.86% |
| November 30, 2021 | 50.86% |
| October 31, 2021 | 50.86% |
| September 30, 2021 | 50.86% |
| August 31, 2021 | 50.86% |
| July 31, 2021 | 50.86% |
| June 30, 2021 | 50.86% |
| May 31, 2021 | 50.86% |
| April 30, 2021 | 50.86% |
| March 31, 2021 | 50.86% |
| February 28, 2021 | 50.86% |
| January 31, 2021 | 50.86% |
| December 31, 2020 | 50.86% |
| November 30, 2020 | 50.86% |
| October 31, 2020 | 50.86% |
| September 30, 2020 | 50.86% |
| August 31, 2020 | 50.86% |
| July 31, 2020 | 50.86% |
| June 30, 2020 | 50.86% |
| Date | Value |
|---|---|
| May 31, 2020 | 50.86% |
| April 30, 2020 | 50.86% |
| March 31, 2020 | 50.86% |
| February 29, 2020 | 33.34% |
| January 31, 2020 | 33.34% |
| December 31, 2019 | 33.34% |
| November 30, 2019 | 33.34% |
| October 31, 2019 | 33.34% |
| September 30, 2019 | 33.34% |
| August 31, 2019 | 33.34% |
| July 31, 2019 | 33.34% |
| June 30, 2019 | 33.34% |
| May 31, 2019 | 33.34% |
| April 30, 2019 | 33.34% |
| March 31, 2019 | 33.34% |
| February 28, 2019 | 33.34% |
| January 31, 2019 | 33.34% |
| December 31, 2018 | 33.34% |
| November 30, 2018 | 25.60% |
| October 31, 2018 | 25.60% |
| September 30, 2018 | 25.60% |
| August 31, 2018 | 25.60% |
| July 31, 2018 | 25.60% |
| June 30, 2018 | 25.60% |
| May 31, 2018 | 25.60% |
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
25.60%
Minimum
Jul 2017
50.86%
Maximum
Mar 2020
39.32%
Average
33.34%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC Enterprise A | 48.47% |
| Pacific Funds Small-Cap A | 45.52% |
| Praxis Small Cap Index A | 44.25% |
| First Trust/Confluence Small Cap Val A | 39.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.14 |
| Beta (5Y) | 1.263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.58% |
| Historical Sharpe Ratio (5Y) | 0.1518 |
| Historical Sortino (5Y) | 0.1684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.02% |