Bank of Montreal (BMO.TO)
126.65
-0.23
(-0.18%)
CAD |
TSX |
Nov 01, 16:00
Bank of Montreal Max Drawdown (5Y): 45.58% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 45.58% |
| August 31, 2024 | 45.58% |
| July 31, 2024 | 45.58% |
| June 30, 2024 | 45.58% |
| May 31, 2024 | 45.58% |
| April 30, 2024 | 45.58% |
| March 31, 2024 | 45.58% |
| February 29, 2024 | 45.58% |
| January 31, 2024 | 45.58% |
| December 31, 2023 | 45.58% |
| November 30, 2023 | 45.58% |
| October 31, 2023 | 45.58% |
| September 30, 2023 | 45.58% |
| August 31, 2023 | 45.58% |
| July 31, 2023 | 45.58% |
| June 30, 2023 | 45.58% |
| May 31, 2023 | 45.58% |
| April 30, 2023 | 45.58% |
| March 31, 2023 | 45.58% |
| February 28, 2023 | 45.58% |
| January 31, 2023 | 45.58% |
| December 31, 2022 | 45.58% |
| November 30, 2022 | 45.58% |
| October 31, 2022 | 45.58% |
| September 30, 2022 | 45.58% |
| Date | Value |
|---|---|
| August 31, 2022 | 45.58% |
| July 31, 2022 | 45.58% |
| June 30, 2022 | 45.58% |
| May 31, 2022 | 45.58% |
| April 30, 2022 | 45.58% |
| March 31, 2022 | 45.58% |
| February 28, 2022 | 45.58% |
| January 31, 2022 | 45.58% |
| December 31, 2021 | 45.58% |
| November 30, 2021 | 45.58% |
| October 31, 2021 | 45.58% |
| September 30, 2021 | 45.58% |
| August 31, 2021 | 45.58% |
| July 31, 2021 | 45.58% |
| June 30, 2021 | 45.58% |
| May 31, 2021 | 45.58% |
| April 30, 2021 | 45.58% |
| March 31, 2021 | 45.58% |
| February 28, 2021 | 45.58% |
| January 31, 2021 | 45.58% |
| December 31, 2020 | 45.58% |
| November 30, 2020 | 45.58% |
| October 31, 2020 | 45.58% |
| September 30, 2020 | 45.58% |
| August 31, 2020 | 45.58% |
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
19.53%
Minimum
Nov 2019
45.58%
Maximum
Mar 2020
43.81%
Average
45.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| National Bank of Canada | 48.22% |
| Canadian Western Bank | 57.86% |
| Bank of Nova Scotia | 38.96% |
| Royal Bank of Canada | 33.84% |
| Canadian Imperial Bank of Commerce | 41.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.881 |
| Beta (5Y) | 1.244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.10% |
| Historical Sharpe Ratio (5Y) | 0.2725 |
| Historical Sortino (5Y) | 0.3158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |