BMO Long Provincial Bond ETF (ZPL.TO)
12.62
+0.05
(+0.40%)
CAD |
TSX |
Nov 14, 16:00
ZPL.TO Max Drawdown (5Y): 33.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.97% |
| September 30, 2024 | 33.97% |
| August 31, 2024 | 33.97% |
| July 31, 2024 | 33.97% |
| June 30, 2024 | 33.97% |
| May 31, 2024 | 33.97% |
| April 30, 2024 | 33.97% |
| March 31, 2024 | 33.97% |
| February 29, 2024 | 33.97% |
| January 31, 2024 | 33.97% |
| December 31, 2023 | 33.97% |
| November 30, 2023 | 33.97% |
| October 31, 2023 | 33.97% |
| September 30, 2023 | 33.63% |
| August 31, 2023 | 33.63% |
| July 31, 2023 | 33.63% |
| June 30, 2023 | 33.63% |
| May 31, 2023 | 33.63% |
| April 30, 2023 | 33.63% |
| March 31, 2023 | 33.63% |
| February 28, 2023 | 33.63% |
| January 31, 2023 | 33.63% |
| December 31, 2022 | 33.63% |
| November 30, 2022 | 33.63% |
| October 31, 2022 | 33.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.35% |
| August 31, 2022 | 31.35% |
| July 31, 2022 | 31.35% |
| June 30, 2022 | 31.35% |
| May 31, 2022 | 27.62% |
| April 30, 2022 | 24.52% |
| March 31, 2022 | 21.87% |
| February 28, 2022 | 17.68% |
| January 31, 2022 | 15.27% |
| December 31, 2021 | 15.27% |
| November 30, 2021 | 15.27% |
| October 31, 2021 | 15.27% |
| September 30, 2021 | 15.27% |
| August 31, 2021 | 15.27% |
| July 31, 2021 | 15.27% |
| June 30, 2021 | 15.27% |
| May 31, 2021 | 15.27% |
| April 30, 2021 | 15.27% |
| March 31, 2021 | 15.27% |
| February 28, 2021 | 13.97% |
| January 31, 2021 | 13.97% |
| December 31, 2020 | 13.97% |
| November 30, 2020 | 13.97% |
| October 31, 2020 | 13.97% |
| September 30, 2020 | 13.97% |
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
10.26%
Minimum
Nov 2019
33.97%
Maximum
Oct 2023
23.98%
Average
26.07%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4574 |
| Beta (5Y) | 2.165 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.829 |
| Beta (vs YCharts Benchmark) (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.33% |
| Historical Sharpe Ratio (5Y) | -0.3643 |
| Historical Sortino (5Y) | -0.6428 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.14% |