BMO Eq Wght US HlthCare Hdgd to CAD ETF (ZUH.TO)
73.19
-0.65
(-0.88%)
CAD |
TSX |
Sep 20, 15:59
ZUH.TO Max Drawdown (5Y): 32.69% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 32.69% |
July 31, 2024 | 32.69% |
June 30, 2024 | 32.69% |
May 31, 2024 | 32.69% |
April 30, 2024 | 32.69% |
March 31, 2024 | 32.69% |
February 29, 2024 | 32.69% |
January 31, 2024 | 32.69% |
December 31, 2023 | 32.69% |
November 30, 2023 | 32.69% |
October 31, 2023 | 32.69% |
September 30, 2023 | 31.89% |
August 31, 2023 | 31.89% |
July 31, 2023 | 31.89% |
June 30, 2023 | 31.89% |
May 31, 2023 | 31.89% |
April 30, 2023 | 31.89% |
March 31, 2023 | 31.89% |
February 28, 2023 | 31.89% |
January 31, 2023 | 31.89% |
December 31, 2022 | 31.89% |
November 30, 2022 | 31.89% |
October 31, 2022 | 31.89% |
September 30, 2022 | 31.89% |
August 31, 2022 | 31.89% |
Date | Value |
---|---|
July 31, 2022 | 31.89% |
June 30, 2022 | 31.89% |
May 31, 2022 | 31.89% |
April 30, 2022 | 31.89% |
March 31, 2022 | 31.89% |
February 28, 2022 | 31.89% |
January 31, 2022 | 31.89% |
December 31, 2021 | 31.89% |
November 30, 2021 | 31.89% |
October 31, 2021 | 31.89% |
September 30, 2021 | 31.89% |
August 31, 2021 | 31.89% |
July 31, 2021 | 31.89% |
June 30, 2021 | 31.89% |
May 31, 2021 | 31.89% |
April 30, 2021 | 31.89% |
March 31, 2021 | 31.89% |
February 28, 2021 | 31.89% |
January 31, 2021 | 31.89% |
December 31, 2020 | 31.89% |
November 30, 2020 | 31.89% |
October 31, 2020 | 31.89% |
September 30, 2020 | 31.89% |
August 31, 2020 | 31.89% |
July 31, 2020 | 31.89% |
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
21.36%
Minimum
Sep 2019
32.69%
Maximum
Oct 2023
30.98%
Average
31.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.551 |
Beta (5Y) | 0.8693 |
Alpha (vs YCharts Benchmark) (5Y) | -6.358 |
Beta (vs YCharts Benchmark) (5Y) | 0.8295 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.96% |
Historical Sharpe Ratio (5Y) | 0.249 |
Historical Sortino (5Y) | 0.3427 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |