BMO MSCI EAFE ETF (ZEA.TO)
22.86
0.00 (0.00%)
CAD |
TSX |
Nov 15, 16:00
ZEA.TO Max Drawdown (5Y): 27.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 27.80% |
September 30, 2024 | 27.80% |
August 31, 2024 | 27.80% |
July 31, 2024 | 27.80% |
June 30, 2024 | 27.80% |
May 31, 2024 | 27.80% |
April 30, 2024 | 27.80% |
March 31, 2024 | 27.80% |
February 29, 2024 | 27.80% |
January 31, 2024 | 27.80% |
December 31, 2023 | 27.80% |
November 30, 2023 | 27.80% |
October 31, 2023 | 27.80% |
September 30, 2023 | 27.80% |
August 31, 2023 | 27.80% |
July 31, 2023 | 27.80% |
June 30, 2023 | 27.80% |
May 31, 2023 | 27.80% |
April 30, 2023 | 27.80% |
March 31, 2023 | 27.80% |
February 28, 2023 | 27.80% |
January 31, 2023 | 27.80% |
December 31, 2022 | 27.80% |
November 30, 2022 | 27.80% |
October 31, 2022 | 27.80% |
Date | Value |
---|---|
September 30, 2022 | 27.80% |
August 31, 2022 | 27.80% |
July 31, 2022 | 27.80% |
June 30, 2022 | 27.80% |
May 31, 2022 | 27.80% |
April 30, 2022 | 27.80% |
March 31, 2022 | 27.80% |
February 28, 2022 | 27.80% |
January 31, 2022 | 27.80% |
December 31, 2021 | 27.80% |
November 30, 2021 | 27.80% |
October 31, 2021 | 27.80% |
September 30, 2021 | 27.80% |
August 31, 2021 | 27.80% |
July 31, 2021 | 27.80% |
June 30, 2021 | 27.80% |
May 31, 2021 | 27.80% |
April 30, 2021 | 27.80% |
March 31, 2021 | 27.80% |
February 28, 2021 | 27.80% |
January 31, 2021 | 27.80% |
December 31, 2020 | 27.80% |
November 30, 2020 | 27.80% |
October 31, 2020 | 27.80% |
September 30, 2020 | 27.80% |
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
18.11%
Minimum
Nov 2019
27.80%
Maximum
Mar 2020
27.15%
Average
27.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.071 |
Beta (5Y) | 0.766 |
Alpha (vs YCharts Benchmark) (5Y) | -1.970 |
Beta (vs YCharts Benchmark) (5Y) | 0.6768 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.27% |
Historical Sharpe Ratio (5Y) | 0.3232 |
Historical Sortino (5Y) | 0.3709 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.89% |