The Toronto-Dominion Bank (TD)
55.90
-0.04
(-0.07%)
USD |
NYSE |
Nov 21, 16:00
55.91
+0.01
(+0.02%)
Pre-Market: 08:34
Toronto-Dominion Bank Max Drawdown (5Y): 41.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.99% |
| September 30, 2024 | 41.99% |
| August 31, 2024 | 41.99% |
| July 31, 2024 | 41.99% |
| June 30, 2024 | 41.99% |
| May 31, 2024 | 41.99% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
41.99%
Maximum
Mar 2020
41.35%
Average
41.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| JPMorgan Chase & Co | 43.62% |
| Wells Fargo & Co | 64.47% |
| Citigroup Inc | 56.50% |
| Charles Schwab Corp | 51.08% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.239 |
| Beta (5Y) | 0.8197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.53% |
| Historical Sharpe Ratio (5Y) | 0.0526 |
| Historical Sortino (5Y) | 0.0677 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.06% |