BMO Long-Term US Treasury Bond ETF (ZTL.NO)
38.21
-0.23
(-0.60%)
CAD |
NEO |
Nov 13, 16:00
ZTL.NO Max Drawdown (5Y): 49.54% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 49.54% |
August 31, 2024 | 49.54% |
July 31, 2024 | 49.54% |
June 30, 2024 | 49.54% |
May 31, 2024 | 49.54% |
April 30, 2024 | 49.54% |
March 31, 2024 | 49.54% |
February 29, 2024 | 49.54% |
January 31, 2024 | 49.54% |
December 31, 2023 | 49.54% |
November 30, 2023 | 49.54% |
October 31, 2023 | 49.54% |
September 30, 2023 | 47.15% |
August 31, 2023 | 45.32% |
July 31, 2023 | 45.32% |
June 30, 2023 | 45.32% |
May 31, 2023 | 45.32% |
April 30, 2023 | 45.32% |
March 31, 2023 | 45.32% |
February 28, 2023 | 45.32% |
January 31, 2023 | 45.32% |
December 31, 2022 | 45.32% |
November 30, 2022 | 45.32% |
October 31, 2022 | 45.18% |
September 30, 2022 | 40.21% |
Date | Value |
---|---|
August 31, 2022 | 39.50% |
July 31, 2022 | 39.50% |
June 30, 2022 | 39.50% |
May 31, 2022 | 37.37% |
April 30, 2022 | 36.08% |
March 31, 2022 | 31.72% |
February 28, 2022 | 30.74% |
January 31, 2022 | 30.74% |
December 31, 2021 | 30.74% |
November 30, 2021 | 30.74% |
October 31, 2021 | 30.74% |
September 30, 2021 | 30.74% |
August 31, 2021 | 30.74% |
July 31, 2021 | 30.74% |
June 30, 2021 | 30.74% |
May 31, 2021 | 30.74% |
April 30, 2021 | 29.53% |
March 31, 2021 | 29.53% |
February 28, 2021 | 26.51% |
January 31, 2021 | 19.92% |
December 31, 2020 | 17.08% |
November 30, 2020 | 15.70% |
October 31, 2020 | 13.53% |
September 30, 2020 | 12.97% |
August 31, 2020 | 12.97% |
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
11.05%
Minimum
Nov 2019
49.54%
Maximum
Oct 2023
33.77%
Average
36.08%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.785 |
Beta (5Y) | 2.041 |
Alpha (vs YCharts Benchmark) (5Y) | -3.047 |
Beta (vs YCharts Benchmark) (5Y) | 1.676 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.07% |
Historical Sharpe Ratio (5Y) | -0.4197 |
Historical Sortino (5Y) | -0.8401 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.73% |