Bank of Montreal (BMO)
93.05
+1.82
(+2.00%)
USD |
NYSE |
May 06, 16:00
93.05
0.00 (0.00%)
Pre-Market: 20:00
Bank of Montreal Max Drawdown (5Y): 50.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.96% |
March 31, 2024 | 50.96% |
February 29, 2024 | 50.96% |
January 31, 2024 | 50.96% |
December 31, 2023 | 50.96% |
November 30, 2023 | 50.96% |
October 31, 2023 | 50.96% |
September 30, 2023 | 50.96% |
August 31, 2023 | 50.96% |
July 31, 2023 | 50.96% |
June 30, 2023 | 50.96% |
May 31, 2023 | 50.96% |
April 30, 2023 | 50.96% |
March 31, 2023 | 50.96% |
February 28, 2023 | 50.96% |
January 31, 2023 | 50.96% |
December 31, 2022 | 50.96% |
November 30, 2022 | 50.96% |
October 31, 2022 | 50.96% |
September 30, 2022 | 50.96% |
August 31, 2022 | 50.96% |
July 31, 2022 | 50.96% |
June 30, 2022 | 50.96% |
May 31, 2022 | 50.96% |
April 30, 2022 | 50.96% |
Date | Value |
---|---|
March 31, 2022 | 50.96% |
February 28, 2022 | 50.96% |
January 31, 2022 | 50.96% |
December 31, 2021 | 50.96% |
November 30, 2021 | 50.96% |
October 31, 2021 | 50.96% |
September 30, 2021 | 50.96% |
August 31, 2021 | 50.96% |
July 31, 2021 | 50.96% |
June 30, 2021 | 50.96% |
May 31, 2021 | 50.96% |
April 30, 2021 | 50.96% |
March 31, 2021 | 50.96% |
February 28, 2021 | 50.96% |
January 31, 2021 | 50.96% |
December 31, 2020 | 50.96% |
November 30, 2020 | 50.96% |
October 31, 2020 | 50.96% |
September 30, 2020 | 50.96% |
August 31, 2020 | 50.96% |
July 31, 2020 | 50.96% |
June 30, 2020 | 50.96% |
May 31, 2020 | 50.96% |
April 30, 2020 | 50.96% |
March 31, 2020 | 50.96% |
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
34.68%
Minimum
May 2019
50.96%
Maximum
Mar 2020
48.25%
Average
50.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Citigroup Inc | 56.50% |
Wells Fargo & Co | 64.47% |
Bank of N.T Butterfield & Son Ltd | 69.72% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.729 |
Beta (5Y) | 1.126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.35% |
Historical Sharpe Ratio (5Y) | 0.1587 |
Historical Sortino (5Y) | 0.1922 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.82% |