BMO Discount Bond ETF (ZDB.TO)
14.54
+0.10
(+0.73%)
CAD |
TSX |
May 15, 14:33
ZDB.TO Max Drawdown (5Y): 18.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 12.64% |
July 31, 2020 | 12.64% |
June 30, 2020 | 12.64% |
May 31, 2020 | 12.64% |
April 30, 2020 | 12.64% |
March 31, 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
May 2019
18.10%
Maximum
Oct 2022
13.41%
Average
12.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2709 |
Beta (5Y) | 1.228 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2652 |
Beta (vs YCharts Benchmark) (5Y) | 0.5862 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.47% |
Historical Sharpe Ratio (5Y) | -0.2901 |
Historical Sortino (5Y) | -0.4805 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.33% |