BMO Mid Provincial Bond ETF (ZMP.TO)
13.84
+0.04
(+0.29%)
CAD |
TSX |
Nov 14, 15:53
ZMP.TO Max Drawdown (5Y): 16.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 16.53% |
| September 30, 2024 | 16.53% |
| August 31, 2024 | 16.53% |
| July 31, 2024 | 16.53% |
| June 30, 2024 | 16.53% |
| May 31, 2024 | 16.53% |
| April 30, 2024 | 16.53% |
| March 31, 2024 | 16.53% |
| February 29, 2024 | 16.53% |
| January 31, 2024 | 16.53% |
| December 31, 2023 | 16.53% |
| November 30, 2023 | 16.53% |
| October 31, 2023 | 16.53% |
| September 30, 2023 | 16.53% |
| August 31, 2023 | 16.53% |
| July 31, 2023 | 16.53% |
| June 30, 2023 | 16.53% |
| May 31, 2023 | 16.53% |
| April 30, 2023 | 16.53% |
| March 31, 2023 | 16.53% |
| February 28, 2023 | 16.53% |
| January 31, 2023 | 16.53% |
| December 31, 2022 | 16.53% |
| November 30, 2022 | 16.53% |
| October 31, 2022 | 16.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.53% |
| August 31, 2022 | 16.53% |
| July 31, 2022 | 16.53% |
| June 30, 2022 | 16.53% |
| May 31, 2022 | 13.14% |
| April 30, 2022 | 12.20% |
| March 31, 2022 | 10.44% |
| February 28, 2022 | 7.08% |
| January 31, 2022 | 6.51% |
| December 31, 2021 | 6.51% |
| November 30, 2021 | 6.51% |
| October 31, 2021 | 6.51% |
| September 30, 2021 | 6.51% |
| August 31, 2021 | 6.51% |
| July 31, 2021 | 6.51% |
| June 30, 2021 | 6.51% |
| May 31, 2021 | 6.51% |
| April 30, 2021 | 6.51% |
| March 31, 2021 | 6.51% |
| February 28, 2021 | 6.51% |
| January 31, 2021 | 6.51% |
| December 31, 2020 | 6.51% |
| November 30, 2020 | 6.51% |
| October 31, 2020 | 6.51% |
| September 30, 2020 | 6.51% |
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
4.64%
Minimum
Nov 2019
16.53%
Maximum
Jun 2022
11.51%
Average
12.67%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.326 |
| Beta (5Y) | 1.153 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3995 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.76% |
| Historical Sharpe Ratio (5Y) | -0.2225 |
| Historical Sortino (5Y) | -0.3765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.10% |