Bank of Montreal (BMO)
94.92
+0.29
(+0.31%)
USD |
NYSE |
Nov 22, 16:00
94.91
-0.01
(-0.01%)
After-Hours: 20:00
Bank of Montreal Max Drawdown (5Y): 50.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.96% |
| September 30, 2024 | 50.96% |
| August 31, 2024 | 50.96% |
| July 31, 2024 | 50.96% |
| June 30, 2024 | 50.96% |
| May 31, 2024 | 50.96% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
50.96%
Maximum
Mar 2020
49.88%
Average
50.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| JPMorgan Chase & Co | 43.62% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.684 |
| Beta (5Y) | 1.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.69% |
| Historical Sharpe Ratio (5Y) | 0.2097 |
| Historical Sortino (5Y) | 0.2592 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.01% |