TD US Mid-Cap Growth - I (TDB974)
110.39
-1.29 (-1.16%)
CAD |
May 24 2022
TDB974 Max Drawdown (5Y): 31.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.06% |
| March 31, 2022 | 31.06% |
| February 28, 2022 | 31.06% |
| January 31, 2022 | 31.06% |
| December 31, 2021 | 31.06% |
| November 30, 2021 | 31.06% |
| October 31, 2021 | 31.06% |
| September 30, 2021 | 31.06% |
| August 31, 2021 | 31.06% |
| July 31, 2021 | 31.06% |
| June 30, 2021 | 31.06% |
| May 31, 2021 | 31.06% |
| April 30, 2021 | 31.06% |
| March 31, 2021 | 31.06% |
| February 28, 2021 | 31.06% |
| January 31, 2021 | 31.06% |
| December 31, 2020 | 31.06% |
| November 30, 2020 | 31.06% |
| October 31, 2020 | 31.06% |
| September 30, 2020 | 31.06% |
| August 31, 2020 | 31.06% |
| July 31, 2020 | 31.06% |
| June 30, 2020 | 31.06% |
| May 31, 2020 | 31.06% |
| April 30, 2020 | 31.06% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.06% |
| February 29, 2020 | 17.22% |
| January 31, 2020 | 17.22% |
| December 31, 2019 | 17.22% |
| November 30, 2019 | 17.22% |
| October 31, 2019 | 17.22% |
| September 30, 2019 | 17.22% |
| August 31, 2019 | 17.22% |
| July 31, 2019 | 17.22% |
| June 30, 2019 | 17.22% |
| May 31, 2019 | 17.22% |
| April 30, 2019 | 17.22% |
| March 31, 2019 | 17.22% |
| February 28, 2019 | 17.22% |
| January 31, 2019 | 17.22% |
| December 31, 2018 | 17.22% |
| November 30, 2018 | 15.18% |
| October 31, 2018 | 15.18% |
| September 30, 2018 | 15.18% |
| August 31, 2018 | 15.18% |
| July 31, 2018 | 15.18% |
| June 30, 2018 | 15.18% |
| May 31, 2018 | 15.18% |
| April 30, 2018 | 15.18% |
| March 31, 2018 | 15.18% |
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
15.18%
Minimum
May 2017
31.06%
Maximum
Mar 2020
22.57%
Average
17.22%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC U.S. Mid-Cap Growth Equity Fund A | 28.87% |
| RBC U.S. Mid-Cap Grwth Eq Cur Ntl Fd A | 36.60% |
| CIBC US Small Companies | 30.14% |
| Fidelity Small Cap America Cl B | 32.69% |
| TD US Small-Cap Equity - A | 32.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.091 |
| Beta (5Y) | 0.8904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.02% |
| Historical Sharpe Ratio (5Y) | 0.4463 |
| Historical Sortino (5Y) | 0.5026 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.99% |