BMO Junior Gold ETF (ZJG.TO)
74.58
-1.42
(-1.87%)
CAD |
TSX |
May 03, 16:00
ZJG.TO Max Drawdown (5Y): 48.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.58% |
| March 31, 2024 | 48.58% |
| February 29, 2024 | 48.58% |
| January 31, 2024 | 48.58% |
| December 31, 2023 | 48.58% |
| November 30, 2023 | 48.58% |
| October 31, 2023 | 48.58% |
| September 30, 2023 | 48.58% |
| August 31, 2023 | 48.58% |
| July 31, 2023 | 48.58% |
| June 30, 2023 | 48.58% |
| May 31, 2023 | 48.58% |
| April 30, 2023 | 48.58% |
| March 31, 2023 | 48.58% |
| February 28, 2023 | 48.58% |
| January 31, 2023 | 48.58% |
| December 31, 2022 | 48.58% |
| November 30, 2022 | 48.58% |
| October 31, 2022 | 48.58% |
| September 30, 2022 | 48.58% |
| August 31, 2022 | 47.80% |
| July 31, 2022 | 47.80% |
| June 30, 2022 | 47.80% |
| May 31, 2022 | 50.84% |
| April 30, 2022 | 52.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.03% |
| February 28, 2022 | 55.48% |
| January 31, 2022 | 55.48% |
| December 31, 2021 | 55.48% |
| November 30, 2021 | 55.48% |
| October 31, 2021 | 55.48% |
| September 30, 2021 | 64.64% |
| August 31, 2021 | 64.64% |
| July 31, 2021 | 64.64% |
| June 30, 2021 | 64.64% |
| May 31, 2021 | 64.64% |
| April 30, 2021 | 64.64% |
| March 31, 2021 | 66.13% |
| February 28, 2021 | 67.57% |
| January 31, 2021 | 72.65% |
| December 31, 2020 | 73.56% |
| November 30, 2020 | 79.13% |
| October 31, 2020 | 81.35% |
| September 30, 2020 | 81.35% |
| August 31, 2020 | 81.35% |
| July 31, 2020 | 81.35% |
| June 30, 2020 | 81.35% |
| May 31, 2020 | 81.55% |
| April 30, 2020 | 81.84% |
| March 31, 2020 | 81.84% |
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
47.80%
Minimum
Jun 2022
81.84%
Maximum
May 2019
62.76%
Average
55.48%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.061 |
| Beta (5Y) | 1.045 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5311 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.67% |
| Historical Sharpe Ratio (5Y) | 0.2416 |
| Historical Sortino (5Y) | 0.5284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |