BMO MSCI China ESG Leaders ETF (ZCH.TO)
13.33
+0.02
(+0.15%)
CAD |
TSX |
Jun 28, 16:00
ZCH.TO Max Drawdown (5Y): 73.84% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 73.84% |
April 30, 2024 | 73.84% |
March 31, 2024 | 73.84% |
February 29, 2024 | 73.84% |
January 31, 2024 | 73.84% |
December 31, 2023 | 73.84% |
November 30, 2023 | 73.84% |
October 31, 2023 | 73.84% |
September 30, 2023 | 73.84% |
August 31, 2023 | 73.84% |
July 31, 2023 | 73.84% |
June 30, 2023 | 73.84% |
May 31, 2023 | 73.84% |
April 30, 2023 | 73.84% |
March 31, 2023 | 73.84% |
February 28, 2023 | 73.84% |
January 31, 2023 | 73.84% |
December 31, 2022 | 73.84% |
November 30, 2022 | 73.84% |
October 31, 2022 | 73.84% |
September 30, 2022 | 67.71% |
August 31, 2022 | 67.55% |
July 31, 2022 | 67.55% |
June 30, 2022 | 67.55% |
May 31, 2022 | 67.55% |
Date | Value |
---|---|
April 30, 2022 | 67.55% |
March 31, 2022 | 67.55% |
February 28, 2022 | 57.24% |
January 31, 2022 | 55.25% |
December 31, 2021 | 55.25% |
November 30, 2021 | 50.78% |
October 31, 2021 | 50.78% |
September 30, 2021 | 50.45% |
August 31, 2021 | 50.45% |
July 31, 2021 | 46.58% |
June 30, 2021 | 36.25% |
May 31, 2021 | 36.25% |
April 30, 2021 | 31.26% |
March 31, 2021 | 31.26% |
February 28, 2021 | 31.26% |
January 31, 2021 | 31.26% |
December 31, 2020 | 31.26% |
November 30, 2020 | 31.26% |
October 31, 2020 | 31.26% |
September 30, 2020 | 31.26% |
August 31, 2020 | 31.26% |
July 31, 2020 | 31.26% |
June 30, 2020 | 31.26% |
May 31, 2020 | 31.26% |
April 30, 2020 | 31.26% |
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
31.26%
Minimum
Jun 2019
73.84%
Maximum
Oct 2022
52.63%
Average
53.02%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.92 |
Beta (5Y) | 0.2387 |
Alpha (vs YCharts Benchmark) (5Y) | -5.489 |
Beta (vs YCharts Benchmark) (5Y) | 1.028 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.62% |
Historical Sharpe Ratio (5Y) | -0.3364 |
Historical Sortino (5Y) | -0.5581 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.74% |