Templeton Emerging Markets Income Fund (TEI)
5.42
-0.11
(-1.99%)
USD |
NYSE |
May 23, 16:00
5.43
+0.01
(+0.18%)
Pre-Market: 20:00
TEI Max Drawdown (5Y): 43.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.85% |
| March 31, 2024 | 43.85% |
| February 29, 2024 | 43.85% |
| January 31, 2024 | 43.85% |
| December 31, 2023 | 43.85% |
| November 30, 2023 | 43.85% |
| October 31, 2023 | 43.85% |
| September 30, 2023 | 43.85% |
| August 31, 2023 | 43.85% |
| July 31, 2023 | 43.85% |
| June 30, 2023 | 43.85% |
| May 31, 2023 | 43.85% |
| April 30, 2023 | 43.85% |
| March 31, 2023 | 43.85% |
| February 28, 2023 | 43.85% |
| January 31, 2023 | 43.85% |
| December 31, 2022 | 43.85% |
| November 30, 2022 | 43.85% |
| October 31, 2022 | 43.85% |
| September 30, 2022 | 43.66% |
| August 31, 2022 | 39.49% |
| July 31, 2022 | 39.49% |
| June 30, 2022 | 33.66% |
| May 31, 2022 | 32.55% |
| April 30, 2022 | 32.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.55% |
| February 28, 2022 | 32.55% |
| January 31, 2022 | 32.55% |
| December 31, 2021 | 32.55% |
| November 30, 2021 | 32.55% |
| October 31, 2021 | 32.55% |
| September 30, 2021 | 32.55% |
| August 31, 2021 | 32.55% |
| July 31, 2021 | 32.55% |
| June 30, 2021 | 32.55% |
| May 31, 2021 | 32.55% |
| April 30, 2021 | 32.55% |
| March 31, 2021 | 32.55% |
| February 28, 2021 | 32.55% |
| January 31, 2021 | 32.55% |
| December 31, 2020 | 32.55% |
| November 30, 2020 | 33.84% |
| October 31, 2020 | 35.08% |
| September 30, 2020 | 35.08% |
| August 31, 2020 | 35.08% |
| July 31, 2020 | 35.08% |
| June 30, 2020 | 35.08% |
| May 31, 2020 | 35.08% |
| April 30, 2020 | 35.08% |
| March 31, 2020 | 35.08% |
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
32.55%
Minimum
Dec 2020
43.85%
Maximum
Oct 2022
37.34%
Average
35.08%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.515 |
| Beta (5Y) | 1.310 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.408 |
| Beta (vs YCharts Benchmark) (5Y) | 1.433 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.90% |
| Historical Sharpe Ratio (5Y) | -0.2714 |
| Historical Sortino (5Y) | -0.3613 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.45% |