BMO Equal Weight US Banks ETF (ZBK.TO)
29.17
-0.24
(-0.82%)
CAD |
TSX |
Apr 25, 16:00
ZBK.TO Max Drawdown (5Y): 48.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.81% |
February 29, 2024 | 48.81% |
January 31, 2024 | 48.81% |
December 31, 2023 | 48.81% |
November 30, 2023 | 48.81% |
October 31, 2023 | 48.81% |
September 30, 2023 | 48.81% |
August 31, 2023 | 48.81% |
July 31, 2023 | 48.81% |
June 30, 2023 | 48.81% |
May 31, 2023 | 48.81% |
April 30, 2023 | 45.87% |
March 31, 2023 | 45.87% |
February 28, 2023 | 45.87% |
January 31, 2023 | 45.87% |
December 31, 2022 | 45.87% |
November 30, 2022 | 45.87% |
October 31, 2022 | 45.87% |
September 30, 2022 | 45.87% |
August 31, 2022 | 45.87% |
July 31, 2022 | 45.87% |
June 30, 2022 | 45.87% |
May 31, 2022 | 45.87% |
April 30, 2022 | 45.87% |
March 31, 2022 | 45.87% |
Date | Value |
---|---|
February 28, 2022 | 45.87% |
January 31, 2022 | 45.87% |
December 31, 2021 | 45.87% |
November 30, 2021 | 45.87% |
October 31, 2021 | 45.87% |
September 30, 2021 | 45.87% |
August 31, 2021 | 45.87% |
July 31, 2021 | 45.87% |
June 30, 2021 | 45.87% |
May 31, 2021 | 45.87% |
April 30, 2021 | 45.87% |
March 31, 2021 | 45.87% |
February 28, 2021 | 45.87% |
January 31, 2021 | 45.87% |
December 31, 2020 | 45.87% |
November 30, 2020 | 45.87% |
October 31, 2020 | 45.87% |
September 30, 2020 | 45.87% |
August 31, 2020 | 45.87% |
July 31, 2020 | 45.87% |
June 30, 2020 | 45.87% |
May 31, 2020 | 45.87% |
April 30, 2020 | 45.87% |
March 31, 2020 | 45.87% |
February 29, 2020 | 26.17% |
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
26.17%
Minimum
Apr 2019
48.81%
Maximum
May 2023
42.80%
Average
45.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.868 |
Beta (5Y) | 1.342 |
Alpha (vs YCharts Benchmark) (5Y) | -6.914 |
Beta (vs YCharts Benchmark) (5Y) | 1.092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.96% |
Historical Sharpe Ratio (5Y) | 0.1399 |
Historical Sortino (5Y) | 0.1561 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |