BMO Mid-Term US Treasury Bond ETF USD (ZTM.U.NO)
44.59
0.00 (0.00%)
USD |
NEO |
May 17, 16:00
ZTM.U.NO Max Drawdown (5Y): 19.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 19.90% |
| March 31, 2024 | 19.90% |
| February 29, 2024 | 19.90% |
| January 31, 2024 | 19.90% |
| December 31, 2023 | 19.90% |
| November 30, 2023 | 19.90% |
| October 31, 2023 | 19.90% |
| September 30, 2023 | 19.19% |
| August 31, 2023 | 19.19% |
| July 31, 2023 | 19.19% |
| June 30, 2023 | 19.19% |
| May 31, 2023 | 19.19% |
| April 30, 2023 | 19.19% |
| March 31, 2023 | 19.19% |
| February 28, 2023 | 19.19% |
| January 31, 2023 | 19.19% |
| December 31, 2022 | 19.19% |
| November 30, 2022 | 19.19% |
| October 31, 2022 | 19.19% |
| September 30, 2022 | 18.38% |
| August 31, 2022 | 15.75% |
| July 31, 2022 | 15.75% |
| June 30, 2022 | 15.75% |
| May 31, 2022 | 13.53% |
| April 30, 2022 | 13.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 10.19% |
| February 28, 2022 | 8.07% |
| January 31, 2022 | 6.71% |
| December 31, 2021 | 5.71% |
| November 30, 2021 | 5.71% |
| October 31, 2021 | 5.71% |
| September 30, 2021 | 5.71% |
| August 31, 2021 | 5.71% |
| July 31, 2021 | 5.71% |
| June 30, 2021 | 5.71% |
| May 31, 2021 | 5.71% |
| April 30, 2021 | 5.71% |
| March 31, 2021 | 5.71% |
| February 28, 2021 | 5.45% |
| January 31, 2021 | 5.45% |
| December 31, 2020 | 5.45% |
| November 30, 2020 | 5.45% |
| October 31, 2020 | 5.45% |
| September 30, 2020 | 5.45% |
| August 31, 2020 | 5.45% |
| July 31, 2020 | 5.45% |
| June 30, 2020 | 5.45% |
| May 31, 2020 | 5.45% |
| April 30, 2020 | 5.45% |
| March 31, 2020 | 5.45% |
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
5.45%
Minimum
May 2019
19.90%
Maximum
Oct 2023
11.06%
Average
5.71%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5341 |
| Beta (5Y) | 1.131 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1798 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.46% |
| Historical Sharpe Ratio (5Y) | -0.4306 |
| Historical Sortino (5Y) | -0.6966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.99% |