TD Canadian Aggregate Bond Index ETF (TDB.TO)
12.52
-0.06
(-0.48%)
CAD |
TSX |
Apr 25, 16:00
TDB.TO Max Drawdown (5Y): 17.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 17.30% |
February 29, 2024 | 17.30% |
January 31, 2024 | 17.30% |
December 31, 2023 | 17.30% |
November 30, 2023 | 17.30% |
October 31, 2023 | 17.30% |
September 30, 2023 | 17.30% |
August 31, 2023 | 17.30% |
July 31, 2023 | 17.30% |
June 30, 2023 | 17.30% |
May 31, 2023 | 17.30% |
April 30, 2023 | 17.30% |
March 31, 2023 | 17.30% |
February 28, 2023 | 17.30% |
January 31, 2023 | 17.30% |
December 31, 2022 | 17.30% |
November 30, 2022 | 17.30% |
October 31, 2022 | 17.30% |
September 30, 2022 | 16.49% |
August 31, 2022 | 16.49% |
July 31, 2022 | 16.49% |
June 30, 2022 | 16.49% |
May 31, 2022 | 13.81% |
April 30, 2022 | 13.81% |
March 31, 2022 | 13.81% |
Date | Value |
---|---|
February 28, 2022 | 13.81% |
January 31, 2022 | 13.81% |
December 31, 2021 | 13.81% |
November 30, 2021 | 13.81% |
October 31, 2021 | 13.81% |
September 30, 2021 | 13.81% |
August 31, 2021 | 13.81% |
July 31, 2021 | 13.81% |
June 30, 2021 | 13.81% |
May 31, 2021 | 13.81% |
April 30, 2021 | 13.81% |
March 31, 2021 | 13.81% |
February 28, 2021 | 13.81% |
January 31, 2021 | 13.81% |
December 31, 2020 | 13.81% |
November 30, 2020 | 13.81% |
October 31, 2020 | 13.81% |
September 30, 2020 | 13.81% |
August 31, 2020 | 13.81% |
July 31, 2020 | 13.81% |
June 30, 2020 | 13.81% |
May 31, 2020 | 13.81% |
April 30, 2020 | 13.81% |
March 31, 2020 | 13.81% |
February 29, 2020 | 4.42% |
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
4.42%
Minimum
Apr 2019
17.30%
Maximum
Oct 2022
13.32%
Average
13.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1462 |
Beta (5Y) | 1.094 |
Alpha (vs YCharts Benchmark) (5Y) | -0.121 |
Beta (vs YCharts Benchmark) (5Y) | 0.6096 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.06% |
Historical Sharpe Ratio (5Y) | -0.268 |
Historical Sortino (5Y) | -0.4433 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |