TD U.S. Monthly Income C$ Premium Series (TDB2793)

23.62 -0.07 (-0.30%) CAD  |  Dec 27 2024
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TDB2793 Monthly Value at Risk (VaR) 5% (5Y Lookback)

Monthly Value at Risk (VaR) 5% (5Y Lookback) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (5Y Lookback) Range, Past 5 Years

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Median

Monthly Value at Risk (VaR) 5% (5Y Lookback) Benchmarks

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TD U.S. Monthly Income Fund (US$) Premium Series Upgrade
Fidelity U.S. Growth and Inc Private Pl Sr B Upgrade
Dynamic Global Yield Private Pool - Series I Upgrade
T. Rowe Price Global Allocation Fund Series A Upgrade
Fidelity Global Asset Allocation Priv Pool Sr B Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade

Monthly Value at Risk (VaR) 5% (5Y Lookback) Excel Add-In Codes

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Metric Code: historical_monthly_var_5_5y
Latest Data Point: =YCP("M:TDB2793.TO", "historical_monthly_var_5_5y")
Last 5 Data Points: =YCS("M:TDB2793.TO", "historical_monthly_var_5_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.