BMO Global Consumer Staples H CAD ETF (STPL.TO)
23.51
+0.03
(+0.13%)
CAD |
TSX |
Apr 26, 13:14
STPL.TO Max Drawdown (5Y): 23.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 23.82% |
| February 29, 2024 | 23.82% |
| January 31, 2024 | 23.82% |
| December 31, 2023 | 23.82% |
| November 30, 2023 | 23.82% |
| October 31, 2023 | 23.82% |
| September 30, 2023 | 23.82% |
| August 31, 2023 | 23.82% |
| July 31, 2023 | 23.82% |
| June 30, 2023 | 23.82% |
| May 31, 2023 | 23.82% |
| April 30, 2023 | 23.82% |
| March 31, 2023 | 23.82% |
| February 28, 2023 | 23.82% |
| January 31, 2023 | 23.82% |
| December 31, 2022 | 23.82% |
| November 30, 2022 | 23.82% |
| October 31, 2022 | 23.82% |
| September 30, 2022 | 23.82% |
| August 31, 2022 | 23.82% |
| July 31, 2022 | 23.82% |
| June 30, 2022 | 23.82% |
| May 31, 2022 | 23.82% |
| April 30, 2022 | 23.82% |
| March 31, 2022 | 23.82% |
| Date | Value |
|---|---|
| February 28, 2022 | 23.82% |
| January 31, 2022 | 23.82% |
| December 31, 2021 | 23.82% |
| November 30, 2021 | 23.82% |
| October 31, 2021 | 23.82% |
| September 30, 2021 | 23.82% |
| August 31, 2021 | 23.82% |
| July 31, 2021 | 23.82% |
| June 30, 2021 | 23.82% |
| May 31, 2021 | 23.82% |
| April 30, 2021 | 23.82% |
| March 31, 2021 | 23.82% |
| February 28, 2021 | 23.82% |
| January 31, 2021 | 23.82% |
| December 31, 2020 | 23.82% |
| November 30, 2020 | 23.82% |
| October 31, 2020 | 23.82% |
| September 30, 2020 | 23.82% |
| August 31, 2020 | 23.82% |
| July 31, 2020 | 23.82% |
| June 30, 2020 | 23.82% |
| May 31, 2020 | 23.82% |
| April 30, 2020 | 23.82% |
| March 31, 2020 | 23.82% |
| February 29, 2020 | 12.18% |
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
12.18%
Minimum
Apr 2019
23.82%
Maximum
Mar 2020
21.69%
Average
23.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3639 |
| Beta (5Y) | 0.4659 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.170 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.54% |
| Historical Sharpe Ratio (5Y) | 0.2813 |
| Historical Sortino (5Y) | 0.313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.06% |