BMO Low Volatility US Eq Hdgd to CAD ETF (ZLH.TO)
32.02
-0.03
(-0.09%)
CAD |
TSX |
Jun 14, 16:00
ZLH.TO Max Drawdown (5Y): 33.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 33.34% |
April 30, 2024 | 33.34% |
March 31, 2024 | 33.34% |
February 29, 2024 | 33.34% |
January 31, 2024 | 33.34% |
December 31, 2023 | 33.34% |
November 30, 2023 | 33.34% |
October 31, 2023 | 33.34% |
September 30, 2023 | 33.34% |
August 31, 2023 | 33.34% |
July 31, 2023 | 33.34% |
June 30, 2023 | 33.34% |
May 31, 2023 | 33.34% |
April 30, 2023 | 33.34% |
March 31, 2023 | 33.34% |
February 28, 2023 | 33.34% |
January 31, 2023 | 33.34% |
December 31, 2022 | 33.34% |
November 30, 2022 | 33.34% |
October 31, 2022 | 33.34% |
September 30, 2022 | 33.34% |
August 31, 2022 | 33.34% |
July 31, 2022 | 33.34% |
June 30, 2022 | 33.34% |
May 31, 2022 | 33.34% |
Date | Value |
---|---|
April 30, 2022 | 33.34% |
March 31, 2022 | 33.34% |
February 28, 2022 | 33.34% |
January 31, 2022 | 33.34% |
December 31, 2021 | 33.34% |
November 30, 2021 | 33.34% |
October 31, 2021 | 33.34% |
September 30, 2021 | 33.34% |
August 31, 2021 | 33.34% |
July 31, 2021 | 33.34% |
June 30, 2021 | 33.34% |
May 31, 2021 | 33.34% |
April 30, 2021 | 33.34% |
March 31, 2021 | 33.34% |
February 28, 2021 | 33.34% |
January 31, 2021 | 33.34% |
December 31, 2020 | 33.34% |
November 30, 2020 | 33.34% |
October 31, 2020 | 33.34% |
September 30, 2020 | 33.34% |
August 31, 2020 | 33.34% |
July 31, 2020 | 33.34% |
June 30, 2020 | 33.34% |
May 31, 2020 | 33.34% |
April 30, 2020 | 33.34% |
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
10.86%
Minimum
Jun 2019
33.34%
Maximum
Mar 2020
29.98%
Average
33.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6758 |
Beta (5Y) | 0.7259 |
Alpha (vs YCharts Benchmark) (5Y) | -2.811 |
Beta (vs YCharts Benchmark) (5Y) | 0.589 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.18% |
Historical Sharpe Ratio (5Y) | 0.3464 |
Historical Sortino (5Y) | 0.3728 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.09% |