BMO Discount Bond ETF (ZDB.TO)
15.02
+0.02
(+0.13%)
CAD |
TSX |
Nov 14, 15:59
ZDB.TO Max Drawdown (5Y): 18.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 18.10% |
| September 30, 2024 | 18.10% |
| August 31, 2024 | 18.10% |
| July 31, 2024 | 18.10% |
| June 30, 2024 | 18.10% |
| May 31, 2024 | 18.10% |
| April 30, 2024 | 18.10% |
| March 31, 2024 | 18.10% |
| February 29, 2024 | 18.10% |
| January 31, 2024 | 18.10% |
| December 31, 2023 | 18.10% |
| November 30, 2023 | 18.10% |
| October 31, 2023 | 18.10% |
| September 30, 2023 | 18.10% |
| August 31, 2023 | 18.10% |
| July 31, 2023 | 18.10% |
| June 30, 2023 | 18.10% |
| May 31, 2023 | 18.10% |
| April 30, 2023 | 18.10% |
| March 31, 2023 | 18.10% |
| February 28, 2023 | 18.10% |
| January 31, 2023 | 18.10% |
| December 31, 2022 | 18.10% |
| November 30, 2022 | 18.10% |
| October 31, 2022 | 18.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 17.48% |
| August 31, 2022 | 17.48% |
| July 31, 2022 | 17.48% |
| June 30, 2022 | 17.48% |
| May 31, 2022 | 14.70% |
| April 30, 2022 | 13.41% |
| March 31, 2022 | 12.64% |
| February 28, 2022 | 12.64% |
| January 31, 2022 | 12.64% |
| December 31, 2021 | 12.64% |
| November 30, 2021 | 12.64% |
| October 31, 2021 | 12.64% |
| September 30, 2021 | 12.64% |
| August 31, 2021 | 12.64% |
| July 31, 2021 | 12.64% |
| June 30, 2021 | 12.64% |
| May 31, 2021 | 12.64% |
| April 30, 2021 | 12.64% |
| March 31, 2021 | 12.64% |
| February 28, 2021 | 12.64% |
| January 31, 2021 | 12.64% |
| December 31, 2020 | 12.64% |
| November 30, 2020 | 12.64% |
| October 31, 2020 | 12.64% |
| September 30, 2020 | 12.64% |
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
4.63%
Minimum
Nov 2019
18.10%
Maximum
Oct 2022
14.75%
Average
14.06%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.222 |
| Beta (5Y) | 1.256 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1314 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.57% |
| Historical Sharpe Ratio (5Y) | -0.2457 |
| Historical Sortino (5Y) | -0.4123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.33% |