TD Emerald U.S. Market Index (TDB507)
39.87
+0.10 (+0.25%)
CAD |
Aug 18 2022
TDB507 Max Drawdown (5Y): 27.24% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 27.24% |
| June 30, 2022 | 27.24% |
| May 31, 2022 | 27.24% |
| April 30, 2022 | 27.24% |
| March 31, 2022 | 27.24% |
| February 28, 2022 | 27.24% |
| January 31, 2022 | 27.24% |
| December 31, 2021 | 27.24% |
| November 30, 2021 | 27.24% |
| October 31, 2021 | 27.24% |
| September 30, 2021 | 27.24% |
| August 31, 2021 | 27.24% |
| July 31, 2021 | 27.24% |
| June 30, 2021 | 27.24% |
| May 31, 2021 | 27.24% |
| April 30, 2021 | 27.24% |
| March 31, 2021 | 27.24% |
| February 28, 2021 | 27.24% |
| January 31, 2021 | 27.24% |
| December 31, 2020 | 27.24% |
| November 30, 2020 | 27.24% |
| October 31, 2020 | 27.24% |
| September 30, 2020 | 27.24% |
| August 31, 2020 | 27.24% |
| July 31, 2020 | 27.24% |
| Date | Value |
|---|---|
| June 30, 2020 | 27.24% |
| May 31, 2020 | 27.24% |
| April 30, 2020 | 27.24% |
| March 31, 2020 | 27.24% |
| February 29, 2020 | 15.88% |
| January 31, 2020 | 15.88% |
| December 31, 2019 | 15.88% |
| November 30, 2019 | 15.88% |
| October 31, 2019 | 15.88% |
| September 30, 2019 | 15.88% |
| August 31, 2019 | 15.88% |
| July 31, 2019 | 15.88% |
| June 30, 2019 | 15.88% |
| May 31, 2019 | 15.88% |
| April 30, 2019 | 15.88% |
| March 31, 2019 | 15.88% |
| February 28, 2019 | 15.88% |
| January 31, 2019 | 15.88% |
| December 31, 2018 | 15.88% |
| November 30, 2018 | 10.93% |
| October 31, 2018 | 10.93% |
| September 30, 2018 | 10.93% |
| August 31, 2018 | 10.93% |
| July 31, 2018 | 10.93% |
| June 30, 2018 | 10.93% |
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
10.93%
Minimum
Aug 2017
27.24%
Maximum
Mar 2020
20.05%
Average
15.88%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SEI US Large Cap Index Hedged O | 34.73% |
| CIBC U.S. Index F-Premium | 27.13% |
| TD US Index I | 27.22% |
| MDPIM S&P 500 Index Pool F | -- |
| FDP US Index Equity Portfolio A | 28.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.559 |
| Beta (5Y) | 0.7802 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.66% |
| Historical Sharpe Ratio (5Y) | 0.8317 |
| Historical Sortino (5Y) | 0.9699 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.50% |