BMO Ultra Short-Term Bond ETF (ZST.TO)
48.91
+0.01
(+0.02%)
CAD |
TSX |
Apr 24, 15:59
ZST.TO Max Drawdown (5Y): 1.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 1.06% |
February 29, 2024 | 1.06% |
January 31, 2024 | 1.06% |
December 31, 2023 | 1.06% |
November 30, 2023 | 1.06% |
October 31, 2023 | 1.06% |
September 30, 2023 | 1.06% |
August 31, 2023 | 1.06% |
July 31, 2023 | 1.06% |
June 30, 2023 | 1.06% |
May 31, 2023 | 1.06% |
April 30, 2023 | 1.06% |
March 31, 2023 | 1.06% |
February 28, 2023 | 1.06% |
January 31, 2023 | 1.06% |
December 31, 2022 | 1.06% |
November 30, 2022 | 1.06% |
October 31, 2022 | 1.06% |
September 30, 2022 | 1.06% |
August 31, 2022 | 1.06% |
July 31, 2022 | 1.06% |
June 30, 2022 | 1.06% |
May 31, 2022 | 1.06% |
April 30, 2022 | 1.06% |
March 31, 2022 | 1.06% |
Date | Value |
---|---|
February 28, 2022 | 1.06% |
January 31, 2022 | 1.06% |
December 31, 2021 | 1.06% |
November 30, 2021 | 1.06% |
October 31, 2021 | 1.06% |
September 30, 2021 | 1.06% |
August 31, 2021 | 1.06% |
July 31, 2021 | 1.06% |
June 30, 2021 | 1.06% |
May 31, 2021 | 1.06% |
April 30, 2021 | 1.06% |
March 31, 2021 | 1.06% |
February 28, 2021 | 1.06% |
January 31, 2021 | 1.06% |
December 31, 2020 | 1.06% |
November 30, 2020 | 1.06% |
October 31, 2020 | 1.06% |
September 30, 2020 | 1.06% |
August 31, 2020 | 1.06% |
July 31, 2020 | 1.06% |
June 30, 2020 | 1.06% |
May 31, 2020 | 1.06% |
April 30, 2020 | 1.09% |
March 31, 2020 | 1.27% |
February 29, 2020 | 1.36% |
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
1.06%
Minimum
May 2020
1.36%
Maximum
Apr 2019
1.12%
Average
1.06%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3957 |
Beta (5Y) | 0.0658 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3688 |
Beta (vs YCharts Benchmark) (5Y) | 0.0269 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.73% |
Historical Sharpe Ratio (5Y) | 0.3977 |
Historical Sortino (5Y) | 0.5644 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.08% |