BMO Eq Wght US HlthCare Hdgd to CAD ETF (ZUH.TO)
67.34
-0.81
(-1.19%)
CAD |
TSX |
Apr 25, 15:56
ZUH.TO Max Drawdown (5Y): 32.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
June 30, 2020 | 31.89% |
May 31, 2020 | 31.89% |
April 30, 2020 | 31.89% |
March 31, 2020 | 31.89% |
February 29, 2020 | 21.36% |
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
Apr 2019
32.69%
Maximum
Oct 2023
30.04%
Average
31.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.803 |
Beta (5Y) | 0.8669 |
Alpha (vs YCharts Benchmark) (5Y) | -6.313 |
Beta (vs YCharts Benchmark) (5Y) | 0.8233 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.98% |
Historical Sharpe Ratio (5Y) | 0.222 |
Historical Sortino (5Y) | 0.3072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |