BMO Long-Term US Treasury Bond ETF (ZTL.NO)
38.04
+0.39
(+1.04%)
CAD |
NEO |
Jul 05, 16:00
ZTL.NO Max Drawdown (5Y): 49.54% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 39.50% |
| July 31, 2022 | 39.50% |
| June 30, 2022 | 39.50% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 12.97% |
| June 30, 2020 | 12.97% |
| May 31, 2020 | 11.05% |
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
Jul 2019
49.54%
Maximum
Oct 2023
31.47%
Average
30.74%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.330 |
| Beta (5Y) | 2.198 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.589 |
| Beta (vs YCharts Benchmark) (5Y) | 1.141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.07% |
| Historical Sharpe Ratio (5Y) | -0.3718 |
| Historical Sortino (5Y) | -0.7523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.73% |