BMO Short Provincial Bond ETF (ZPS.TO)
12.06
+0.01
(+0.08%)
CAD |
TSX |
Jun 28, 16:00
ZPS.TO Max Drawdown (5Y): 7.31% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 7.31% |
| May 31, 2024 | 7.31% |
| April 30, 2024 | 7.31% |
| March 31, 2024 | 7.31% |
| February 29, 2024 | 7.31% |
| January 31, 2024 | 7.31% |
| December 31, 2023 | 7.31% |
| November 30, 2023 | 7.31% |
| October 31, 2023 | 7.31% |
| September 30, 2023 | 7.31% |
| August 31, 2023 | 7.31% |
| July 31, 2023 | 7.31% |
| June 30, 2023 | 7.31% |
| May 31, 2023 | 7.31% |
| April 30, 2023 | 7.31% |
| March 31, 2023 | 7.31% |
| February 28, 2023 | 7.31% |
| January 31, 2023 | 7.31% |
| December 31, 2022 | 7.31% |
| November 30, 2022 | 7.31% |
| October 31, 2022 | 7.31% |
| September 30, 2022 | 7.17% |
| August 31, 2022 | 7.17% |
| July 31, 2022 | 7.17% |
| June 30, 2022 | 7.17% |
| Date | Value |
|---|---|
| May 31, 2022 | 5.48% |
| April 30, 2022 | 5.34% |
| March 31, 2022 | 7.96% |
| February 28, 2022 | 8.27% |
| January 31, 2022 | 8.50% |
| December 31, 2021 | 9.00% |
| November 30, 2021 | 9.00% |
| October 31, 2021 | 9.17% |
| September 30, 2021 | 9.38% |
| August 31, 2021 | 9.38% |
| July 31, 2021 | 9.38% |
| June 30, 2021 | 9.38% |
| May 31, 2021 | 9.38% |
| April 30, 2021 | 9.38% |
| March 31, 2021 | 9.38% |
| February 28, 2021 | 9.45% |
| January 31, 2021 | 9.58% |
| December 31, 2020 | 9.58% |
| November 30, 2020 | 9.58% |
| October 31, 2020 | 9.63% |
| September 30, 2020 | 9.92% |
| August 31, 2020 | 10.02% |
| July 31, 2020 | 10.02% |
| June 30, 2020 | 10.02% |
| May 31, 2020 | 10.02% |
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
5.34%
Minimum
Apr 2022
12.47%
Maximum
Jul 2019
8.66%
Average
8.75%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2669 |
| Beta (5Y) | 0.4001 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2603 |
| Beta (vs YCharts Benchmark) (5Y) | 0.282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.71% |
| Historical Sharpe Ratio (5Y) | -0.436 |
| Historical Sortino (5Y) | -0.6922 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.21% |