BMO Aggregate Bond ETF (ZAG.TO)
13.39
+0.02
(+0.15%)
CAD |
TSX |
May 06, 11:37
ZAG.TO Max Drawdown (5Y): 18.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 18.04% |
March 31, 2024 | 18.04% |
February 29, 2024 | 18.04% |
January 31, 2024 | 18.04% |
December 31, 2023 | 18.04% |
November 30, 2023 | 18.04% |
October 31, 2023 | 18.04% |
September 30, 2023 | 18.04% |
August 31, 2023 | 18.04% |
July 31, 2023 | 18.04% |
June 30, 2023 | 18.04% |
May 31, 2023 | 18.04% |
April 30, 2023 | 18.04% |
March 31, 2023 | 18.04% |
February 28, 2023 | 18.04% |
January 31, 2023 | 18.04% |
December 31, 2022 | 18.04% |
November 30, 2022 | 18.04% |
October 31, 2022 | 18.04% |
September 30, 2022 | 17.50% |
August 31, 2022 | 17.50% |
July 31, 2022 | 17.50% |
June 30, 2022 | 17.50% |
May 31, 2022 | 16.50% |
April 30, 2022 | 16.50% |
Date | Value |
---|---|
March 31, 2022 | 16.50% |
February 28, 2022 | 16.50% |
January 31, 2022 | 16.50% |
December 31, 2021 | 16.50% |
November 30, 2021 | 16.50% |
October 31, 2021 | 16.50% |
September 30, 2021 | 16.50% |
August 31, 2021 | 16.50% |
July 31, 2021 | 16.50% |
June 30, 2021 | 16.50% |
May 31, 2021 | 16.50% |
April 30, 2021 | 16.50% |
March 31, 2021 | 16.50% |
February 28, 2021 | 16.50% |
January 31, 2021 | 16.50% |
December 31, 2020 | 16.50% |
November 30, 2020 | 16.50% |
October 31, 2020 | 16.50% |
September 30, 2020 | 16.50% |
August 31, 2020 | 16.50% |
July 31, 2020 | 16.50% |
June 30, 2020 | 16.50% |
May 31, 2020 | 16.50% |
April 30, 2020 | 16.50% |
March 31, 2020 | 16.50% |
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
4.71%
Minimum
May 2019
18.04%
Maximum
Oct 2022
15.09%
Average
16.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1057 |
Beta (5Y) | 1.184 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2975 |
Beta (vs YCharts Benchmark) (5Y) | 0.6007 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.31% |
Historical Sharpe Ratio (5Y) | -0.3073 |
Historical Sortino (5Y) | -0.497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.29% |