BMO US Dividend ETF (CAD) (ZDY.TO)
34.24
-0.02 (-0.06%)
CAD |
TSX |
Jun 27, 16:00
ZDY.TO Max Drawdown (5Y): 32.98% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 32.98% |
| April 30, 2022 | 32.98% |
| March 31, 2022 | 32.98% |
| February 28, 2022 | 32.98% |
| January 31, 2022 | 32.98% |
| December 31, 2021 | 32.98% |
| November 30, 2021 | 32.98% |
| October 31, 2021 | 32.98% |
| September 30, 2021 | 32.98% |
| August 31, 2021 | 32.98% |
| July 31, 2021 | 32.98% |
| June 30, 2021 | 32.98% |
| May 31, 2021 | 32.98% |
| April 30, 2021 | 32.98% |
| March 31, 2021 | 32.98% |
| February 28, 2021 | 32.98% |
| January 31, 2021 | 32.98% |
| December 31, 2020 | 32.98% |
| November 30, 2020 | 32.98% |
| October 31, 2020 | 32.98% |
| September 30, 2020 | 32.98% |
| August 31, 2020 | 32.98% |
| July 31, 2020 | 32.98% |
| June 30, 2020 | 32.98% |
| May 31, 2020 | 32.98% |
| Date | Value |
|---|---|
| April 30, 2020 | 32.98% |
| March 31, 2020 | 32.98% |
| February 29, 2020 | 13.69% |
| January 31, 2020 | 12.22% |
| December 31, 2019 | 12.22% |
| November 30, 2019 | 12.22% |
| October 31, 2019 | 12.22% |
| September 30, 2019 | 12.22% |
| August 31, 2019 | 12.22% |
| July 31, 2019 | 12.22% |
| June 30, 2019 | 12.22% |
| May 31, 2019 | 12.22% |
| April 30, 2019 | 12.22% |
| March 31, 2019 | 12.22% |
| February 28, 2019 | 12.22% |
| January 31, 2019 | 12.22% |
| December 31, 2018 | 12.22% |
| November 30, 2018 | 9.96% |
| October 31, 2018 | 9.96% |
| September 30, 2018 | 9.96% |
| August 31, 2018 | 9.96% |
| July 31, 2018 | 9.96% |
| June 30, 2018 | 9.96% |
| May 31, 2018 | 9.96% |
| April 30, 2018 | 9.96% |
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
7.38%
Minimum
Jun 2017
32.98%
Maximum
Mar 2020
20.80%
Average
12.22%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.263 |
| Beta (5Y) | 0.8082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.17% |
| Historical Sharpe Ratio (5Y) | 0.4627 |
| Historical Sortino (5Y) | 0.4538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.80% |