BMO Mid-Term US Treasury Bond ETF (ZTM.NO)
48.56
0.00 (0.00%)
CAD |
NEO |
Sep 20, 16:00
ZTM.NO Max Drawdown (5Y): 23.67% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 23.67% |
| July 31, 2024 | 23.67% |
| June 30, 2024 | 23.67% |
| May 31, 2024 | 23.67% |
| April 30, 2024 | 23.67% |
| March 31, 2024 | 23.67% |
| February 29, 2024 | 23.67% |
| January 31, 2024 | 23.67% |
| December 31, 2023 | 23.67% |
| November 30, 2023 | 23.67% |
| October 31, 2023 | 23.67% |
| September 30, 2023 | 23.67% |
| August 31, 2023 | 23.67% |
| July 31, 2023 | 23.67% |
| June 30, 2023 | 23.67% |
| May 31, 2023 | 23.67% |
| April 30, 2023 | 23.67% |
| March 31, 2023 | 23.67% |
| February 28, 2023 | 23.67% |
| January 31, 2023 | 23.67% |
| December 31, 2022 | 23.67% |
| November 30, 2022 | 23.67% |
| October 31, 2022 | 23.67% |
| September 30, 2022 | 23.67% |
| August 31, 2022 | 23.67% |
| Date | Value |
|---|---|
| July 31, 2022 | 23.67% |
| June 30, 2022 | 23.67% |
| May 31, 2022 | 23.48% |
| April 30, 2022 | 23.48% |
| March 31, 2022 | 21.33% |
| February 28, 2022 | 19.27% |
| January 31, 2022 | 19.27% |
| December 31, 2021 | 19.27% |
| November 30, 2021 | 19.27% |
| October 31, 2021 | 19.27% |
| September 30, 2021 | 19.27% |
| August 31, 2021 | 19.27% |
| July 31, 2021 | 19.27% |
| June 30, 2021 | 19.27% |
| May 31, 2021 | 19.27% |
| April 30, 2021 | 17.96% |
| March 31, 2021 | 17.06% |
| February 28, 2021 | 15.51% |
| January 31, 2021 | 13.21% |
| December 31, 2020 | 13.03% |
| November 30, 2020 | 13.03% |
| October 31, 2020 | 13.03% |
| September 30, 2020 | 13.03% |
| August 31, 2020 | 13.03% |
| July 31, 2020 | 13.03% |
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
13.03%
Minimum
Sep 2019
23.67%
Maximum
Jun 2022
19.54%
Average
20.30%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.537 |
| Beta (5Y) | 0.4934 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.126 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1657 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.09% |
| Historical Sharpe Ratio (5Y) | -0.3002 |
| Historical Sortino (5Y) | -0.567 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.63% |