BMO Mid Federal Bond ETF (ZFM.TO)
14.59
+0.03
(+0.21%)
CAD |
TSX |
Nov 14, 15:53
ZFM.TO Max Drawdown (5Y): 19.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 19.06% |
| September 30, 2024 | 19.06% |
| August 31, 2024 | 19.06% |
| July 31, 2024 | 19.06% |
| June 30, 2024 | 19.06% |
| May 31, 2024 | 19.06% |
| April 30, 2024 | 19.06% |
| March 31, 2024 | 19.06% |
| February 29, 2024 | 19.06% |
| January 31, 2024 | 19.06% |
| December 31, 2023 | 19.06% |
| November 30, 2023 | 19.06% |
| October 31, 2023 | 19.06% |
| September 30, 2023 | 18.85% |
| August 31, 2023 | 18.85% |
| July 31, 2023 | 18.85% |
| June 30, 2023 | 18.85% |
| May 31, 2023 | 18.85% |
| April 30, 2023 | 18.85% |
| March 31, 2023 | 18.85% |
| February 28, 2023 | 18.85% |
| January 31, 2023 | 18.85% |
| December 31, 2022 | 18.85% |
| November 30, 2022 | 18.85% |
| October 31, 2022 | 18.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 18.85% |
| August 31, 2022 | 18.85% |
| July 31, 2022 | 18.85% |
| June 30, 2022 | 18.85% |
| May 31, 2022 | 15.55% |
| April 30, 2022 | 14.31% |
| March 31, 2022 | 12.31% |
| February 28, 2022 | 8.45% |
| January 31, 2022 | 7.85% |
| December 31, 2021 | 7.42% |
| November 30, 2021 | 7.42% |
| October 31, 2021 | 7.42% |
| September 30, 2021 | 7.42% |
| August 31, 2021 | 7.42% |
| July 31, 2021 | 7.42% |
| June 30, 2021 | 7.42% |
| May 31, 2021 | 7.42% |
| April 30, 2021 | 7.42% |
| March 31, 2021 | 7.42% |
| February 28, 2021 | 7.42% |
| January 31, 2021 | 7.42% |
| December 31, 2020 | 7.42% |
| November 30, 2020 | 7.42% |
| October 31, 2020 | 7.42% |
| September 30, 2020 | 7.42% |
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
7.42%
Minimum
Nov 2019
19.06%
Maximum
Oct 2023
13.35%
Average
14.93%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2719 |
| Beta (5Y) | 1.198 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3528 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8167 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.19% |
| Historical Sharpe Ratio (5Y) | -0.3711 |
| Historical Sortino (5Y) | -0.5982 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.40% |