TD Global Conservative Opportunities Premium Srs (TDB2493)

12.64 +0.04 (+0.32%) CAD  |  Dec 20 2024
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TDB2493 Max Drawdown (5Y): 14.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Fidelity Conservative Managed Risk Portfolio Sr S8 15.00%
Sun Life Granite Conservative Cl Srs A 17.34%
CI Select Income Managed Corporate Class E 15.49%
Counsel Conservative Portfolio Series E 16.40%
Fidelity Conservative Income Private Pl Sr I5 12.13%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.973
Beta (5Y) 0.4101
Alpha (vs YCharts Benchmark) (5Y) 0.0485
Beta (vs YCharts Benchmark) (5Y) 0.7127
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.95%
Historical Sharpe Ratio (5Y) 0.0049
Historical Sortino (5Y) 0.006
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.08%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:TDB2493.TO", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:TDB2493.TO", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.