TD International Equity Index ETF (TPE.TO)
23.12
-0.19
(-0.82%)
CAD |
TSX |
Sep 27, 16:00
TPE.TO Max Drawdown (5Y): 27.42% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 27.42% |
July 31, 2024 | 27.42% |
June 30, 2024 | 27.42% |
May 31, 2024 | 27.42% |
April 30, 2024 | 27.42% |
March 31, 2024 | 27.42% |
February 29, 2024 | 27.42% |
January 31, 2024 | 27.42% |
December 31, 2023 | 27.42% |
November 30, 2023 | 27.42% |
October 31, 2023 | 27.42% |
September 30, 2023 | 27.42% |
August 31, 2023 | 27.42% |
July 31, 2023 | 27.42% |
June 30, 2023 | 27.42% |
May 31, 2023 | 27.42% |
April 30, 2023 | 27.42% |
March 31, 2023 | 27.42% |
February 28, 2023 | 27.42% |
January 31, 2023 | 27.42% |
December 31, 2022 | 27.42% |
November 30, 2022 | 27.42% |
October 31, 2022 | 27.42% |
September 30, 2022 | 27.42% |
August 31, 2022 | 27.42% |
Date | Value |
---|---|
July 31, 2022 | 27.42% |
June 30, 2022 | 27.42% |
May 31, 2022 | 27.42% |
April 30, 2022 | 27.42% |
March 31, 2022 | 27.42% |
February 28, 2022 | 27.42% |
January 31, 2022 | 27.42% |
December 31, 2021 | 27.42% |
November 30, 2021 | 27.42% |
October 31, 2021 | 27.42% |
September 30, 2021 | 27.42% |
August 31, 2021 | 27.42% |
July 31, 2021 | 27.42% |
June 30, 2021 | 27.42% |
May 31, 2021 | 27.42% |
April 30, 2021 | 27.42% |
March 31, 2021 | 27.42% |
February 28, 2021 | 27.42% |
January 31, 2021 | 27.42% |
December 31, 2020 | 27.42% |
November 30, 2020 | 27.42% |
October 31, 2020 | 27.42% |
September 30, 2020 | 27.42% |
August 31, 2020 | 27.42% |
July 31, 2020 | 27.42% |
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
14.06%
Minimum
Sep 2019
27.42%
Maximum
Mar 2020
26.08%
Average
27.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BMO MSCI EAFE ETF | 27.80% |
iShares MSCI EAFE ETF (CAD-Hedged) | 33.67% |
iShares Core MSCI EAFE IMI ETF CADH | 33.85% |
Vanguard FTSE Dev AC ex Nrth Amer ETF | 29.15% |
iShares Core MSCI EAFE IMI ETF | 28.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0642 |
Beta (5Y) | 0.7475 |
Alpha (vs YCharts Benchmark) (5Y) | 2.367 |
Beta (vs YCharts Benchmark) (5Y) | 0.7162 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.48% |
Historical Sharpe Ratio (5Y) | 0.4218 |
Historical Sortino (5Y) | 0.4868 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |