TD Global Balanced Opportunities - F (TDB2505)
14.82
+0.06 (+0.41%)
CAD |
May 24 2022
TDB2505 Max Drawdown (5Y): 18.71% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 18.71% |
March 31, 2022 | 18.71% |
February 28, 2022 | 18.71% |
January 31, 2022 | 18.71% |
December 31, 2021 | 18.71% |
November 30, 2021 | 18.71% |
October 31, 2021 | 18.71% |
September 30, 2021 | 18.71% |
August 31, 2021 | 18.71% |
July 31, 2021 | 18.71% |
June 30, 2021 | 18.71% |
May 31, 2021 | 18.71% |
April 30, 2021 | 18.71% |
March 31, 2021 | 18.71% |
February 28, 2021 | 18.71% |
January 31, 2021 | 18.71% |
December 31, 2020 | 18.71% |
November 30, 2020 | 18.71% |
October 31, 2020 | 18.71% |
September 30, 2020 | 18.71% |
August 31, 2020 | 18.71% |
July 31, 2020 | 18.71% |
June 30, 2020 | 18.71% |
May 31, 2020 | 18.71% |
April 30, 2020 | 18.71% |
Date | Value |
---|---|
March 31, 2020 | 18.71% |
February 29, 2020 | 18.14% |
January 31, 2020 | 18.14% |
December 31, 2019 | 18.14% |
November 30, 2019 | 18.14% |
October 31, 2019 | 18.14% |
September 30, 2019 | 18.14% |
August 31, 2019 | 18.14% |
July 31, 2019 | 18.14% |
June 30, 2019 | 18.14% |
May 31, 2019 | 18.14% |
April 30, 2019 | 18.14% |
March 31, 2019 | 18.14% |
February 28, 2019 | 18.14% |
January 31, 2019 | 18.14% |
December 31, 2018 | 18.14% |
November 30, 2018 | 18.14% |
October 31, 2018 | 18.14% |
September 30, 2018 | 18.14% |
August 31, 2018 | 18.14% |
July 31, 2018 | 18.14% |
June 30, 2018 | 18.14% |
May 31, 2018 | 18.14% |
April 30, 2018 | 18.14% |
March 31, 2018 | 18.14% |
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
18.14%
Minimum
May 2017
18.71%
Maximum
Mar 2020
18.39%
Average
18.14%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.288 |
Beta (5Y) | 0.5256 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.97% |
Historical Sharpe Ratio (5Y) | 0.4103 |
Historical Sortino (5Y) | 0.4082 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.15% |