BMO Short-Term US Treasury Bond ETF (ZTS.NO)
50.97
+0.30
(+0.59%)
CAD |
NEO |
Nov 13, 16:00
ZTS.NO Max Drawdown (5Y): 17.70% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 17.70% |
August 31, 2024 | 17.70% |
July 31, 2024 | 17.70% |
June 30, 2024 | 17.70% |
May 31, 2024 | 17.70% |
April 30, 2024 | 17.70% |
March 31, 2024 | 17.70% |
February 29, 2024 | 17.70% |
January 31, 2024 | 17.70% |
December 31, 2023 | 17.70% |
November 30, 2023 | 17.70% |
October 31, 2023 | 17.70% |
September 30, 2023 | 17.70% |
August 31, 2023 | 17.70% |
July 31, 2023 | 17.70% |
June 30, 2023 | 17.70% |
May 31, 2023 | 17.70% |
April 30, 2023 | 17.70% |
March 31, 2023 | 17.70% |
February 28, 2023 | 17.70% |
January 31, 2023 | 17.70% |
December 31, 2022 | 17.70% |
November 30, 2022 | 17.70% |
October 31, 2022 | 17.70% |
September 30, 2022 | 17.70% |
Date | Value |
---|---|
August 31, 2022 | 17.70% |
July 31, 2022 | 17.70% |
June 30, 2022 | 17.70% |
May 31, 2022 | 17.70% |
April 30, 2022 | 17.70% |
March 31, 2022 | 17.37% |
February 28, 2022 | 16.42% |
January 31, 2022 | 16.42% |
December 31, 2021 | 16.42% |
November 30, 2021 | 16.42% |
October 31, 2021 | 16.42% |
September 30, 2021 | 16.42% |
August 31, 2021 | 16.42% |
July 31, 2021 | 16.42% |
June 30, 2021 | 16.42% |
May 31, 2021 | 16.42% |
April 30, 2021 | 14.93% |
March 31, 2021 | 14.00% |
February 28, 2021 | 13.02% |
January 31, 2021 | 12.16% |
December 31, 2020 | 11.53% |
November 30, 2020 | 11.09% |
October 31, 2020 | 11.09% |
September 30, 2020 | 11.09% |
August 31, 2020 | 11.09% |
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
11.09%
Minimum
Nov 2019
17.70%
Maximum
Apr 2022
15.63%
Average
17.70%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.104 |
Beta (5Y) | -0.1039 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7463 |
Beta (vs YCharts Benchmark) (5Y) | -0.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.06% |
Historical Sharpe Ratio (5Y) | -0.1248 |
Historical Sortino (5Y) | -0.2391 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.06% |