BMO Long Federal Bond ETF (ZFL.TO)
12.73
+0.21
(+1.68%)
CAD |
TSX |
May 15, 15:40
ZFL.TO Max Drawdown (5Y): 40.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 40.33% |
| March 31, 2024 | 40.33% |
| February 29, 2024 | 40.33% |
| January 31, 2024 | 40.33% |
| December 31, 2023 | 40.33% |
| November 30, 2023 | 40.33% |
| October 31, 2023 | 40.33% |
| September 30, 2023 | 38.78% |
| August 31, 2023 | 37.76% |
| July 31, 2023 | 37.76% |
| June 30, 2023 | 37.76% |
| May 31, 2023 | 37.76% |
| April 30, 2023 | 37.76% |
| March 31, 2023 | 37.76% |
| February 28, 2023 | 37.76% |
| January 31, 2023 | 37.76% |
| December 31, 2022 | 37.76% |
| November 30, 2022 | 37.76% |
| October 31, 2022 | 37.76% |
| September 30, 2022 | 35.73% |
| August 31, 2022 | 35.73% |
| July 31, 2022 | 35.73% |
| June 30, 2022 | 35.73% |
| May 31, 2022 | 31.75% |
| April 30, 2022 | 29.01% |
| Date | Value |
|---|---|
| March 31, 2022 | 25.75% |
| February 28, 2022 | 21.12% |
| January 31, 2022 | 19.89% |
| December 31, 2021 | 19.89% |
| November 30, 2021 | 19.89% |
| October 31, 2021 | 19.89% |
| September 30, 2021 | 19.89% |
| August 31, 2021 | 19.89% |
| July 31, 2021 | 19.89% |
| June 30, 2021 | 19.89% |
| May 31, 2021 | 19.89% |
| April 30, 2021 | 18.86% |
| March 31, 2021 | 18.86% |
| February 28, 2021 | 16.30% |
| January 31, 2021 | 12.73% |
| December 31, 2020 | 12.73% |
| November 30, 2020 | 12.73% |
| October 31, 2020 | 12.73% |
| September 30, 2020 | 12.73% |
| August 31, 2020 | 12.73% |
| July 31, 2020 | 12.73% |
| June 30, 2020 | 12.73% |
| May 31, 2020 | 12.73% |
| April 30, 2020 | 12.73% |
| March 31, 2020 | 12.73% |
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
12.73%
Minimum
May 2019
40.33%
Maximum
Oct 2023
24.79%
Average
19.89%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.940 |
| Beta (5Y) | 2.243 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.907 |
| Beta (vs YCharts Benchmark) (5Y) | 1.384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.14% |
| Historical Sharpe Ratio (5Y) | -0.4523 |
| Historical Sortino (5Y) | -0.8132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.47% |