TD Select US Short Term Corp Bd Ldr ETF (TUSB.TO)
14.01
+0.02
(+0.14%)
CAD |
TSX |
Sep 27, 16:00
TUSB.TO Max Drawdown (5Y): 12.05% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 12.05% |
| July 31, 2024 | 12.05% |
| June 30, 2024 | 12.05% |
| May 31, 2024 | 12.05% |
| April 30, 2024 | 12.05% |
| March 31, 2024 | 12.05% |
| February 29, 2024 | 12.05% |
| January 31, 2024 | 12.05% |
| December 31, 2023 | 12.05% |
| November 30, 2023 | 12.05% |
| October 31, 2023 | 12.05% |
| September 30, 2023 | 12.05% |
| August 31, 2023 | 12.05% |
| July 31, 2023 | 12.05% |
| June 30, 2023 | 12.05% |
| May 31, 2023 | 12.05% |
| April 30, 2023 | 12.05% |
| March 31, 2023 | 12.05% |
| February 28, 2023 | 12.05% |
| January 31, 2023 | 12.05% |
| December 31, 2022 | 12.05% |
| November 30, 2022 | 12.05% |
| October 31, 2022 | 12.05% |
| September 30, 2022 | 12.05% |
| August 31, 2022 | 12.05% |
| Date | Value |
|---|---|
| July 31, 2022 | 12.05% |
| June 30, 2022 | 12.05% |
| May 31, 2022 | 12.05% |
| April 30, 2022 | 12.05% |
| March 31, 2022 | 11.64% |
| February 28, 2022 | 11.42% |
| January 31, 2022 | 11.42% |
| December 31, 2021 | 11.42% |
| November 30, 2021 | 11.42% |
| October 31, 2021 | 11.42% |
| September 30, 2021 | 11.42% |
| August 31, 2021 | 11.42% |
| July 31, 2021 | 11.42% |
| June 30, 2021 | 11.42% |
| May 31, 2021 | 11.42% |
| April 30, 2021 | 10.11% |
| March 31, 2021 | 8.64% |
| February 28, 2021 | 7.41% |
| January 31, 2021 | 7.29% |
| December 31, 2020 | 6.51% |
| November 30, 2020 | 6.28% |
| October 31, 2020 | 6.28% |
| September 30, 2020 | 6.28% |
| August 31, 2020 | 6.28% |
| July 31, 2020 | 6.28% |
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
2.65%
Minimum
Sep 2019
12.05%
Maximum
Apr 2022
9.79%
Average
11.53%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3599 |
| Beta (5Y) | 0.1562 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.041 |
| Beta (vs YCharts Benchmark) (5Y) | -0.0065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.35% |
| Historical Sharpe Ratio (5Y) | -0.0032 |
| Historical Sortino (5Y) | -0.0054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.59% |