BMO Short-Term US Treasury Bond ETF (ZTS.NO)
49.01
-0.05
(-0.10%)
CAD |
NEO |
Jul 03, 16:00
ZTS.NO Max Drawdown (5Y): 17.70% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 17.70% |
| July 31, 2022 | 17.70% |
| June 30, 2022 | 17.70% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 11.09% |
| June 30, 2020 | 11.09% |
| May 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
Jul 2019
17.70%
Maximum
Apr 2022
15.23%
Average
16.42%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9698 |
| Beta (5Y) | -0.0938 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.673 |
| Beta (vs YCharts Benchmark) (5Y) | -0.2199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.01% |
| Historical Sharpe Ratio (5Y) | -0.1078 |
| Historical Sortino (5Y) | -0.207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.06% |