BMO Real Return Bond ETF (ZRR.TO)
14.44
+0.03
(+0.21%)
CAD |
TSX |
Nov 14, 15:05
ZRR.TO Max Drawdown (5Y): 24.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 24.17% |
| September 30, 2024 | 24.17% |
| August 31, 2024 | 24.17% |
| July 31, 2024 | 24.17% |
| June 30, 2024 | 24.17% |
| May 31, 2024 | 24.17% |
| April 30, 2024 | 24.17% |
| March 31, 2024 | 24.17% |
| February 29, 2024 | 24.17% |
| January 31, 2024 | 24.17% |
| December 31, 2023 | 24.17% |
| November 30, 2023 | 24.17% |
| October 31, 2023 | 24.17% |
| September 30, 2023 | 23.54% |
| August 31, 2023 | 22.08% |
| July 31, 2023 | 22.08% |
| June 30, 2023 | 22.08% |
| May 31, 2023 | 22.08% |
| April 30, 2023 | 22.08% |
| March 31, 2023 | 22.08% |
| February 28, 2023 | 22.08% |
| January 31, 2023 | 22.08% |
| December 31, 2022 | 22.08% |
| November 30, 2022 | 22.08% |
| October 31, 2022 | 22.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 21.48% |
| August 31, 2022 | 21.48% |
| July 31, 2022 | 21.48% |
| June 30, 2022 | 21.48% |
| May 31, 2022 | 17.85% |
| April 30, 2022 | 16.36% |
| March 31, 2022 | 16.36% |
| February 28, 2022 | 16.36% |
| January 31, 2022 | 16.36% |
| December 31, 2021 | 16.36% |
| November 30, 2021 | 16.36% |
| October 31, 2021 | 16.36% |
| September 30, 2021 | 16.36% |
| August 31, 2021 | 16.36% |
| July 31, 2021 | 16.36% |
| June 30, 2021 | 16.36% |
| May 31, 2021 | 16.36% |
| April 30, 2021 | 16.36% |
| March 31, 2021 | 16.36% |
| February 28, 2021 | 16.36% |
| January 31, 2021 | 16.36% |
| December 31, 2020 | 16.36% |
| November 30, 2020 | 16.36% |
| October 31, 2020 | 16.36% |
| September 30, 2020 | 16.36% |
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
10.76%
Minimum
Nov 2019
24.17%
Maximum
Oct 2023
19.21%
Average
17.11%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.378 |
| Beta (5Y) | 1.543 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.399 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.44% |
| Historical Sharpe Ratio (5Y) | -0.2108 |
| Historical Sortino (5Y) | -0.3156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.37% |