BMO High Yld US Corp Bd Hdgd to CAD ETF (ZHY.TO)
11.10
-0.01
(-0.09%)
CAD |
TSX |
May 17, 16:00
ZHY.TO Max Drawdown (5Y): 28.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.44% |
March 31, 2024 | 28.44% |
February 29, 2024 | 28.44% |
January 31, 2024 | 28.44% |
December 31, 2023 | 28.44% |
November 30, 2023 | 28.44% |
October 31, 2023 | 28.44% |
September 30, 2023 | 28.44% |
August 31, 2023 | 28.44% |
July 31, 2023 | 28.44% |
June 30, 2023 | 28.44% |
May 31, 2023 | 28.44% |
April 30, 2023 | 28.44% |
March 31, 2023 | 28.44% |
February 28, 2023 | 28.44% |
January 31, 2023 | 28.44% |
December 31, 2022 | 28.44% |
November 30, 2022 | 28.44% |
October 31, 2022 | 28.44% |
September 30, 2022 | 28.44% |
August 31, 2022 | 28.44% |
July 31, 2022 | 28.44% |
June 30, 2022 | 28.44% |
May 31, 2022 | 28.44% |
April 30, 2022 | 28.44% |
Date | Value |
---|---|
March 31, 2022 | 28.44% |
February 28, 2022 | 28.44% |
January 31, 2022 | 28.44% |
December 31, 2021 | 28.44% |
November 30, 2021 | 28.44% |
October 31, 2021 | 28.44% |
September 30, 2021 | 28.44% |
August 31, 2021 | 28.44% |
July 31, 2021 | 28.44% |
June 30, 2021 | 28.44% |
May 31, 2021 | 28.44% |
April 30, 2021 | 28.44% |
March 31, 2021 | 28.44% |
February 28, 2021 | 28.44% |
January 31, 2021 | 28.44% |
December 31, 2020 | 28.44% |
November 30, 2020 | 28.44% |
October 31, 2020 | 28.44% |
September 30, 2020 | 28.44% |
August 31, 2020 | 28.44% |
July 31, 2020 | 28.44% |
June 30, 2020 | 28.44% |
May 31, 2020 | 28.44% |
April 30, 2020 | 28.44% |
March 31, 2020 | 28.44% |
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
16.24%
Minimum
May 2019
28.44%
Maximum
Mar 2020
26.41%
Average
28.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.217 |
Beta (5Y) | 1.305 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4662 |
Beta (vs YCharts Benchmark) (5Y) | -0.0286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.86% |
Historical Sharpe Ratio (5Y) | -0.0315 |
Historical Sortino (5Y) | -0.0304 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.31% |