TD Global Balanced Opportunities - Adv (TDB2501)
13.26
-0.01 (-0.10%)
CAD |
May 19 2022
TDB2501 Max Drawdown (5Y): 18.76% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 18.76% |
| March 31, 2022 | 18.76% |
| February 28, 2022 | 18.76% |
| January 31, 2022 | 18.76% |
| December 31, 2021 | 18.76% |
| November 30, 2021 | 18.76% |
| October 31, 2021 | 18.76% |
| September 30, 2021 | 18.76% |
| August 31, 2021 | 18.76% |
| July 31, 2021 | 18.76% |
| June 30, 2021 | 18.76% |
| May 31, 2021 | 18.76% |
| April 30, 2021 | 18.76% |
| March 31, 2021 | 18.76% |
| February 28, 2021 | 18.76% |
| January 31, 2021 | 18.76% |
| December 31, 2020 | 18.76% |
| November 30, 2020 | 19.46% |
| October 31, 2020 | 19.46% |
| September 30, 2020 | 19.46% |
| August 31, 2020 | 19.46% |
| July 31, 2020 | 19.46% |
| June 30, 2020 | 19.46% |
| May 31, 2020 | 19.46% |
| April 30, 2020 | 19.46% |
| Date | Value |
|---|---|
| March 31, 2020 | 19.46% |
| February 29, 2020 | 19.46% |
| January 31, 2020 | 19.46% |
| December 31, 2019 | 19.46% |
| November 30, 2019 | 19.46% |
| October 31, 2019 | 19.46% |
| September 30, 2019 | 19.46% |
| August 31, 2019 | 19.46% |
| July 31, 2019 | 19.46% |
| June 30, 2019 | 19.46% |
| May 31, 2019 | 19.46% |
| April 30, 2019 | 19.46% |
| March 31, 2019 | 19.46% |
| February 28, 2019 | 19.46% |
| January 31, 2019 | 19.46% |
| December 31, 2018 | 19.46% |
| November 30, 2018 | 19.46% |
| October 31, 2018 | 19.46% |
| September 30, 2018 | 19.46% |
| August 31, 2018 | 19.46% |
| July 31, 2018 | 19.46% |
| June 30, 2018 | 19.46% |
| May 31, 2018 | 19.46% |
| April 30, 2018 | 19.46% |
| March 31, 2018 | 19.46% |
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
18.76%
Minimum
Dec 2020
19.46%
Maximum
May 2017
19.26%
Average
19.46%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Dynamic U.S. Strategic Yield N | 18.35% |
| TD Tactical Monthly Income A | 23.21% |
| CC&L Diversified Income Port Arbour Ser | 17.62% |
| CC&L Core Income and Growth C | 28.13% |
| Manulife Tactical Income T | 18.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.436 |
| Beta (5Y) | 0.5254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.96% |
| Historical Sharpe Ratio (5Y) | 0.2822 |
| Historical Sortino (5Y) | 0.2823 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.25% |