BMO Mid Provincial Bond ETF (ZMP.TO)
13.33
+0.07
(+0.53%)
CAD |
TSX |
May 03, 16:00
ZMP.TO Max Drawdown (5Y): 16.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 6.51% |
| July 31, 2020 | 6.51% |
| June 30, 2020 | 6.51% |
| May 31, 2020 | 6.51% |
| April 30, 2020 | 6.51% |
| March 31, 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
May 2019
16.53%
Maximum
Jun 2022
10.32%
Average
6.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1984 |
| Beta (5Y) | 1.112 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0845 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6454 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.60% |
| Historical Sharpe Ratio (5Y) | -0.3043 |
| Historical Sortino (5Y) | -0.5077 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.10% |