The Toronto-Dominion Bank (TD)
58.84
+0.15
(+0.26%)
USD |
NYSE |
May 02, 09:32
Toronto-Dominion Bank Max Drawdown (5Y): 41.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.99% |
March 31, 2024 | 41.99% |
February 29, 2024 | 41.99% |
January 31, 2024 | 41.99% |
December 31, 2023 | 41.99% |
November 30, 2023 | 41.99% |
October 31, 2023 | 41.99% |
September 30, 2023 | 41.99% |
August 31, 2023 | 41.99% |
July 31, 2023 | 41.99% |
June 30, 2023 | 41.99% |
May 31, 2023 | 41.99% |
April 30, 2023 | 41.99% |
March 31, 2023 | 41.99% |
February 28, 2023 | 41.99% |
January 31, 2023 | 41.99% |
December 31, 2022 | 41.99% |
November 30, 2022 | 41.99% |
October 31, 2022 | 41.99% |
September 30, 2022 | 41.99% |
August 31, 2022 | 41.99% |
July 31, 2022 | 41.99% |
June 30, 2022 | 41.99% |
May 31, 2022 | 41.99% |
April 30, 2022 | 41.99% |
Date | Value |
---|---|
March 31, 2022 | 41.99% |
February 28, 2022 | 41.99% |
January 31, 2022 | 41.99% |
December 31, 2021 | 41.99% |
November 30, 2021 | 41.99% |
October 31, 2021 | 41.99% |
September 30, 2021 | 41.99% |
August 31, 2021 | 41.99% |
July 31, 2021 | 41.99% |
June 30, 2021 | 41.99% |
May 31, 2021 | 41.99% |
April 30, 2021 | 41.99% |
March 31, 2021 | 41.99% |
February 28, 2021 | 41.99% |
January 31, 2021 | 41.99% |
December 31, 2020 | 41.99% |
November 30, 2020 | 41.99% |
October 31, 2020 | 41.99% |
September 30, 2020 | 41.99% |
August 31, 2020 | 41.99% |
July 31, 2020 | 41.99% |
June 30, 2020 | 41.99% |
May 31, 2020 | 41.99% |
April 30, 2020 | 41.99% |
March 31, 2020 | 41.99% |
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
32.35%
Minimum
May 2019
41.99%
Maximum
Mar 2020
40.39%
Average
41.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Wells Fargo & Co | 64.47% |
Citigroup Inc | 56.50% |
Bank of America Corp | 48.93% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.308 |
Beta (5Y) | 0.8392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.13% |
Historical Sharpe Ratio (5Y) | 0.1211 |
Historical Sortino (5Y) | 0.1548 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.29% |