Touchstone Anti-Benchmark US Core Eq I (TDELX)
12.95
+0.20 (+1.57%)
USD |
Jun 23 2022
TDELX Max Drawdown (5Y): 32.57% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 32.57% |
| April 30, 2022 | 32.57% |
| March 31, 2022 | 32.57% |
| February 28, 2022 | 32.57% |
| January 31, 2022 | 32.57% |
| December 31, 2021 | 32.57% |
| November 30, 2021 | 32.57% |
| October 31, 2021 | 32.57% |
| September 30, 2021 | 32.57% |
| August 31, 2021 | 32.57% |
| July 31, 2021 | 32.57% |
| June 30, 2021 | 32.57% |
| May 31, 2021 | 32.57% |
| April 30, 2021 | 32.57% |
| March 31, 2021 | 32.57% |
| February 28, 2021 | 32.57% |
| January 31, 2021 | 32.57% |
| December 31, 2020 | 32.57% |
| November 30, 2020 | 32.57% |
| October 31, 2020 | 32.57% |
| September 30, 2020 | 32.57% |
| August 31, 2020 | 32.57% |
| July 31, 2020 | 32.57% |
| June 30, 2020 | 32.57% |
| May 31, 2020 | 32.57% |
| Date | Value |
|---|---|
| April 30, 2020 | 32.57% |
| March 31, 2020 | 32.57% |
| February 29, 2020 | 19.23% |
| January 31, 2020 | 19.23% |
| December 31, 2019 | 19.23% |
| November 30, 2019 | 19.23% |
| October 31, 2019 | 19.23% |
| September 30, 2019 | 19.23% |
| August 31, 2019 | 19.23% |
| July 31, 2019 | 19.23% |
| June 30, 2019 | 19.23% |
| May 31, 2019 | 19.23% |
| April 30, 2019 | 19.23% |
| March 31, 2019 | 19.23% |
| February 28, 2019 | 19.23% |
| January 31, 2019 | 19.23% |
| December 31, 2018 | 19.23% |
| November 30, 2018 | 9.87% |
| October 31, 2018 | 9.42% |
| September 30, 2018 | 9.15% |
| August 31, 2018 | 9.15% |
| July 31, 2018 | 9.15% |
| June 30, 2018 | 9.15% |
| May 31, 2018 | 9.15% |
| April 30, 2018 | 9.15% |
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
9.15%
Minimum
Jan 2018
32.57%
Maximum
Mar 2020
22.89%
Average
19.23%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.643 |
| Beta (5Y) | 0.8181 |
| Historical Sortino (5Y) | 0.3911 |