BMO Emerging Markets Bd Hdgd to CAD ETF (ZEF.TO)
12.20
+0.07
(+0.58%)
CAD |
TSX |
May 03, 16:00
ZEF.TO Max Drawdown (5Y): 23.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 23.81% |
March 31, 2024 | 23.81% |
February 29, 2024 | 23.81% |
January 31, 2024 | 23.81% |
December 31, 2023 | 23.81% |
November 30, 2023 | 23.81% |
October 31, 2023 | 23.81% |
September 30, 2023 | 23.81% |
August 31, 2023 | 23.81% |
July 31, 2023 | 23.81% |
June 30, 2023 | 23.81% |
May 31, 2023 | 23.81% |
April 30, 2023 | 23.81% |
March 31, 2023 | 23.81% |
February 28, 2023 | 23.81% |
January 31, 2023 | 23.81% |
December 31, 2022 | 23.81% |
November 30, 2022 | 23.81% |
October 31, 2022 | 23.81% |
September 30, 2022 | 22.58% |
August 31, 2022 | 22.49% |
July 31, 2022 | 22.49% |
June 30, 2022 | 22.49% |
May 31, 2022 | 22.49% |
April 30, 2022 | 22.49% |
Date | Value |
---|---|
March 31, 2022 | 22.49% |
February 28, 2022 | 22.49% |
January 31, 2022 | 22.49% |
December 31, 2021 | 22.49% |
November 30, 2021 | 22.49% |
October 31, 2021 | 22.49% |
September 30, 2021 | 22.49% |
August 31, 2021 | 22.49% |
July 31, 2021 | 22.49% |
June 30, 2021 | 22.49% |
May 31, 2021 | 22.49% |
April 30, 2021 | 22.49% |
March 31, 2021 | 22.49% |
February 28, 2021 | 22.49% |
January 31, 2021 | 22.49% |
December 31, 2020 | 22.49% |
November 30, 2020 | 22.49% |
October 31, 2020 | 22.49% |
September 30, 2020 | 22.49% |
August 31, 2020 | 22.49% |
July 31, 2020 | 22.49% |
June 30, 2020 | 22.49% |
May 31, 2020 | 22.49% |
April 30, 2020 | 22.49% |
March 31, 2020 | 22.49% |
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
8.40%
Minimum
May 2019
23.81%
Maximum
Oct 2022
20.56%
Average
22.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1641 |
Beta (5Y) | 1.213 |
Alpha (vs YCharts Benchmark) (5Y) | -1.294 |
Beta (vs YCharts Benchmark) (5Y) | 0.9198 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.24% |
Historical Sharpe Ratio (5Y) | -0.2513 |
Historical Sortino (5Y) | -0.2663 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.28% |