BMO Short Federal Bond ETF (ZFS.TO)
13.50
-0.02
(-0.15%)
CAD |
TSX |
Jun 27, 16:00
ZFS.TO Max Drawdown (5Y): 6.80% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 6.80% |
| April 30, 2024 | 6.80% |
| March 31, 2024 | 6.80% |
| February 29, 2024 | 6.80% |
| January 31, 2024 | 6.80% |
| December 31, 2023 | 6.80% |
| November 30, 2023 | 6.80% |
| October 31, 2023 | 6.80% |
| September 30, 2023 | 6.80% |
| August 31, 2023 | 6.80% |
| July 31, 2023 | 6.80% |
| June 30, 2023 | 6.80% |
| May 31, 2023 | 6.80% |
| April 30, 2023 | 6.80% |
| March 31, 2023 | 6.80% |
| February 28, 2023 | 6.80% |
| January 31, 2023 | 6.80% |
| December 31, 2022 | 6.80% |
| November 30, 2022 | 6.80% |
| October 31, 2022 | 6.80% |
| September 30, 2022 | 6.53% |
| August 31, 2022 | 6.53% |
| July 31, 2022 | 6.53% |
| June 30, 2022 | 6.53% |
| May 31, 2022 | 5.17% |
| Date | Value |
|---|---|
| April 30, 2022 | 5.11% |
| March 31, 2022 | 4.48% |
| February 28, 2022 | 2.81% |
| January 31, 2022 | 2.63% |
| December 31, 2021 | 2.63% |
| November 30, 2021 | 2.63% |
| October 31, 2021 | 2.63% |
| September 30, 2021 | 2.63% |
| August 31, 2021 | 2.63% |
| July 31, 2021 | 2.63% |
| June 30, 2021 | 2.63% |
| May 31, 2021 | 2.63% |
| April 30, 2021 | 2.63% |
| March 31, 2021 | 2.63% |
| February 28, 2021 | 2.63% |
| January 31, 2021 | 2.63% |
| December 31, 2020 | 2.63% |
| November 30, 2020 | 2.63% |
| October 31, 2020 | 2.63% |
| September 30, 2020 | 2.63% |
| August 31, 2020 | 2.63% |
| July 31, 2020 | 2.63% |
| June 30, 2020 | 2.63% |
| May 31, 2020 | 2.63% |
| April 30, 2020 | 2.63% |
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
2.63%
Minimum
Jun 2019
6.80%
Maximum
Oct 2022
4.40%
Average
2.63%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7711 |
| Beta (5Y) | 0.3382 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.515 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2758 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.47% |
| Historical Sharpe Ratio (5Y) | -0.6047 |
| Historical Sortino (5Y) | -0.9081 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.14% |