BMO Aggregate Bond ETF (ZAG.TO)
13.86
+0.02
(+0.14%)
CAD |
TSX |
Nov 14, 15:59
ZAG.TO Max Drawdown (5Y): 18.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 18.04% |
| September 30, 2024 | 18.04% |
| August 31, 2024 | 18.04% |
| July 31, 2024 | 18.04% |
| June 30, 2024 | 18.04% |
| May 31, 2024 | 18.04% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
18.04%
Maximum
Oct 2022
16.42%
Average
16.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9882 |
| Beta (5Y) | 1.197 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.214 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.40% |
| Historical Sharpe Ratio (5Y) | -0.2635 |
| Historical Sortino (5Y) | -0.4297 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.29% |