BMO Short-Term Bond ETF (ZSB.TO)
47.25
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
ZSB.TO Max Drawdown (5Y): 7.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 7.10% |
| March 31, 2024 | 7.10% |
| February 29, 2024 | 7.10% |
| January 31, 2024 | 7.10% |
| December 31, 2023 | 7.10% |
| November 30, 2023 | 7.10% |
| October 31, 2023 | 7.10% |
| September 30, 2023 | 7.10% |
| August 31, 2023 | 7.10% |
| July 31, 2023 | 7.10% |
| June 30, 2023 | 7.10% |
| May 31, 2023 | 7.10% |
| April 30, 2023 | 7.10% |
| March 31, 2023 | 7.10% |
| February 28, 2023 | 7.10% |
| January 31, 2023 | 7.10% |
| December 31, 2022 | 7.10% |
| November 30, 2022 | 7.10% |
| October 31, 2022 | 7.10% |
| September 30, 2022 | 7.03% |
| August 31, 2022 | 7.03% |
| July 31, 2022 | 7.03% |
| June 30, 2022 | 7.03% |
| May 31, 2022 | 5.81% |
| April 30, 2022 | 5.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 4.98% |
| February 28, 2022 | 3.47% |
| January 31, 2022 | 3.47% |
| December 31, 2021 | 3.47% |
| November 30, 2021 | 3.47% |
| October 31, 2021 | 3.47% |
| September 30, 2021 | 3.47% |
| August 31, 2021 | 3.47% |
| July 31, 2021 | 3.47% |
| June 30, 2021 | 3.47% |
| May 31, 2021 | 3.47% |
| April 30, 2021 | 3.47% |
| March 31, 2021 | 3.47% |
| February 28, 2021 | 3.47% |
| January 31, 2021 | 3.47% |
| December 31, 2020 | 3.47% |
| November 30, 2020 | 3.47% |
| October 31, 2020 | 3.47% |
| September 30, 2020 | 3.47% |
| August 31, 2020 | 3.47% |
| July 31, 2020 | 3.47% |
| June 30, 2020 | 3.47% |
| May 31, 2020 | 3.47% |
| April 30, 2020 | 3.47% |
| March 31, 2020 | 3.47% |
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
0.88%
Minimum
May 2019
7.10%
Maximum
Oct 2022
4.52%
Average
3.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1051 |
| Beta (5Y) | 0.4148 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0717 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.69% |
| Historical Sharpe Ratio (5Y) | -0.3456 |
| Historical Sortino (5Y) | -0.5645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.12% |