Templeton Dragon Fund Inc (TDF)
8.60
+0.09
(+1.06%)
USD |
NYSE |
May 03, 16:00
8.615
+0.02
(+0.17%)
After-Hours: 20:00
TDF Max Drawdown (5Y): 66.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.88% |
| March 31, 2024 | 66.88% |
| February 29, 2024 | 66.88% |
| January 31, 2024 | 66.75% |
| December 31, 2023 | 65.06% |
| November 30, 2023 | 65.06% |
| October 31, 2023 | 65.06% |
| September 30, 2023 | 65.06% |
| August 31, 2023 | 65.06% |
| July 31, 2023 | 65.06% |
| June 30, 2023 | 65.06% |
| May 31, 2023 | 65.06% |
| April 30, 2023 | 65.06% |
| March 31, 2023 | 65.06% |
| February 28, 2023 | 65.06% |
| January 31, 2023 | 65.06% |
| December 31, 2022 | 65.06% |
| November 30, 2022 | 65.06% |
| October 31, 2022 | 65.06% |
| September 30, 2022 | 57.55% |
| August 31, 2022 | 53.51% |
| July 31, 2022 | 53.51% |
| June 30, 2022 | 53.51% |
| May 31, 2022 | 53.51% |
| April 30, 2022 | 53.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 51.14% |
| February 28, 2022 | 38.07% |
| January 31, 2022 | 35.20% |
| December 31, 2021 | 33.52% |
| November 30, 2021 | 29.56% |
| October 31, 2021 | 29.56% |
| September 30, 2021 | 29.56% |
| August 31, 2021 | 29.56% |
| July 31, 2021 | 29.56% |
| June 30, 2021 | 29.56% |
| May 31, 2021 | 29.56% |
| April 30, 2021 | 29.56% |
| March 31, 2021 | 29.56% |
| February 28, 2021 | 29.56% |
| January 31, 2021 | 29.56% |
| December 31, 2020 | 29.56% |
| November 30, 2020 | 34.62% |
| October 31, 2020 | 34.62% |
| September 30, 2020 | 34.62% |
| August 31, 2020 | 34.62% |
| July 31, 2020 | 34.62% |
| June 30, 2020 | 34.62% |
| May 31, 2020 | 34.62% |
| April 30, 2020 | 34.62% |
| March 31, 2020 | 34.62% |
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
29.56%
Minimum
Dec 2020
66.88%
Maximum
Feb 2024
45.65%
Average
34.62%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.35 |
| Beta (5Y) | 0.9183 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6542 |
| Beta (vs YCharts Benchmark) (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.29% |
| Historical Sharpe Ratio (5Y) | -0.3043 |
| Historical Sortino (5Y) | -0.5351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.00% |