BMO Government Bond ETF (ZGB.TO)
44.56
-0.11
(-0.25%)
CAD |
TSX |
Mar 28, 13:45
ZGB.TO Max Drawdown (5Y): 19.31% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 19.31% |
January 31, 2024 | 19.31% |
December 31, 2023 | 19.31% |
November 30, 2023 | 19.31% |
October 31, 2023 | 19.31% |
September 30, 2023 | 19.31% |
August 31, 2023 | 19.31% |
July 31, 2023 | 19.31% |
June 30, 2023 | 19.31% |
May 31, 2023 | 19.31% |
April 30, 2023 | 19.31% |
March 31, 2023 | 19.31% |
February 28, 2023 | 19.31% |
January 31, 2023 | 19.31% |
December 31, 2022 | 19.31% |
November 30, 2022 | 19.31% |
October 31, 2022 | 19.31% |
September 30, 2022 | 18.55% |
August 31, 2022 | 18.55% |
July 31, 2022 | 18.55% |
June 30, 2022 | 18.55% |
May 31, 2022 | 15.51% |
April 30, 2022 | 14.36% |
March 31, 2022 | 12.43% |
February 28, 2022 | 9.25% |
Date | Value |
---|---|
January 31, 2022 | 7.80% |
December 31, 2021 | 7.45% |
November 30, 2021 | 7.45% |
October 31, 2021 | 7.19% |
September 30, 2021 | 7.19% |
August 31, 2021 | 7.19% |
July 31, 2021 | 7.19% |
June 30, 2021 | 7.19% |
May 31, 2021 | 7.19% |
April 30, 2021 | 7.19% |
March 31, 2021 | 7.19% |
February 28, 2021 | 6.93% |
January 31, 2021 | 6.93% |
December 31, 2020 | 6.93% |
November 30, 2020 | 6.93% |
October 31, 2020 | 6.93% |
September 30, 2020 | 6.93% |
August 31, 2020 | 6.93% |
July 31, 2020 | 6.93% |
June 30, 2020 | 6.93% |
May 31, 2020 | 6.93% |
April 30, 2020 | 6.93% |
March 31, 2020 | 6.93% |
February 29, 2020 | 3.31% |
January 31, 2020 | 3.31% |
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
1.77%
Minimum
Mar 2019
19.31%
Maximum
Oct 2022
10.79%
Average
7.19%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2843 |
Beta (5Y) | 1.162 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2597 |
Beta (vs YCharts Benchmark) (5Y) | 0.6777 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.94% |
Historical Sharpe Ratio (5Y) | -0.2402 |
Historical Sortino (5Y) | -0.4106 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.24% |