TD Canadian Equity - F (TDB408)
20.95
+0.34 (+1.65%)
CAD |
Jun 24 2022
TDB408 Max Drawdown (5Y): 34.40% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 34.40% |
April 30, 2022 | 34.40% |
March 31, 2022 | 34.40% |
February 28, 2022 | 34.40% |
January 31, 2022 | 34.40% |
December 31, 2021 | 34.40% |
November 30, 2021 | 34.40% |
October 31, 2021 | 34.40% |
September 30, 2021 | 34.40% |
August 31, 2021 | 34.40% |
July 31, 2021 | 34.40% |
June 30, 2021 | 34.40% |
May 31, 2021 | 34.40% |
April 30, 2021 | 34.40% |
March 31, 2021 | 34.40% |
February 28, 2021 | 34.40% |
January 31, 2021 | 34.40% |
December 31, 2020 | 34.40% |
November 30, 2020 | 34.40% |
October 31, 2020 | 34.40% |
September 30, 2020 | 34.40% |
August 31, 2020 | 34.40% |
July 31, 2020 | 34.40% |
June 30, 2020 | 34.40% |
May 31, 2020 | 34.40% |
Date | Value |
---|---|
April 30, 2020 | 34.40% |
March 31, 2020 | 34.40% |
February 29, 2020 | 22.15% |
January 31, 2020 | 22.15% |
December 31, 2019 | 22.15% |
November 30, 2019 | 22.15% |
October 31, 2019 | 22.15% |
September 30, 2019 | 22.15% |
August 31, 2019 | 22.15% |
July 31, 2019 | 22.15% |
June 30, 2019 | 22.15% |
May 31, 2019 | 22.15% |
April 30, 2019 | 22.15% |
March 31, 2019 | 22.15% |
February 28, 2019 | 22.15% |
January 31, 2019 | 22.15% |
December 31, 2018 | 22.15% |
November 30, 2018 | 22.15% |
October 31, 2018 | 22.15% |
September 30, 2018 | 22.15% |
August 31, 2018 | 22.15% |
July 31, 2018 | 22.15% |
June 30, 2018 | 22.15% |
May 31, 2018 | 22.15% |
April 30, 2018 | 22.15% |
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
22.15%
Minimum
Jul 2017
34.40%
Maximum
Mar 2020
27.67%
Average
22.15%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2638 |
Beta (5Y) | 0.9575 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.93% |
Historical Sharpe Ratio (5Y) | 0.6241 |
Historical Sortino (5Y) | 0.5571 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.56% |