BMO Real Return Bond ETF (ZRR.TO)
13.82
+0.13
(+0.95%)
CAD |
TSX |
May 03, 16:00
ZRR.TO Max Drawdown (5Y): 24.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 16.36% |
July 31, 2020 | 16.36% |
June 30, 2020 | 16.36% |
May 31, 2020 | 16.36% |
April 30, 2020 | 16.36% |
March 31, 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
May 2019
24.17%
Maximum
Oct 2023
17.87%
Average
16.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1133 |
Beta (5Y) | 1.555 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6708 |
Beta (vs YCharts Benchmark) (5Y) | 0.7103 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.36% |
Historical Sharpe Ratio (5Y) | -0.2618 |
Historical Sortino (5Y) | -0.3935 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.37% |