BMO Ultra Short-Term US Bond ETF USD (ZUS.U.TO)
46.95
0.00 (0.00%)
USD |
TSX |
Sep 20, 16:00
ZUS.U.TO Max Drawdown (5Y): 1.59% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 1.59% |
July 31, 2024 | 1.59% |
June 30, 2024 | 1.59% |
May 31, 2024 | 1.59% |
April 30, 2024 | 1.59% |
March 31, 2024 | 1.59% |
February 29, 2024 | 1.59% |
January 31, 2024 | 1.59% |
December 31, 2023 | 1.59% |
November 30, 2023 | 1.59% |
October 31, 2023 | 1.59% |
September 30, 2023 | 1.59% |
August 31, 2023 | 1.59% |
July 31, 2023 | 1.59% |
June 30, 2023 | 1.59% |
May 31, 2023 | 1.59% |
April 30, 2023 | 1.59% |
March 31, 2023 | 1.59% |
February 28, 2023 | 1.59% |
January 31, 2023 | 1.59% |
December 31, 2022 | 1.59% |
November 30, 2022 | 1.59% |
October 31, 2022 | 1.59% |
September 30, 2022 | 1.59% |
August 31, 2022 | 1.59% |
Date | Value |
---|---|
July 31, 2022 | 1.59% |
June 30, 2022 | 1.59% |
May 31, 2022 | 1.59% |
April 30, 2022 | 1.59% |
March 31, 2022 | 1.59% |
February 28, 2022 | 1.59% |
January 31, 2022 | 1.59% |
December 31, 2021 | 1.59% |
November 30, 2021 | 1.59% |
October 31, 2021 | 1.59% |
September 30, 2021 | 1.59% |
August 31, 2021 | 1.59% |
July 31, 2021 | 1.59% |
June 30, 2021 | 1.59% |
May 31, 2021 | 1.59% |
April 30, 2021 | 1.59% |
March 31, 2021 | 1.59% |
February 28, 2021 | 1.59% |
January 31, 2021 | 1.59% |
December 31, 2020 | 1.59% |
November 30, 2020 | 1.59% |
October 31, 2020 | 1.59% |
September 30, 2020 | 1.59% |
August 31, 2020 | 1.59% |
July 31, 2020 | 1.59% |
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
0.22%
Minimum
Sep 2019
1.59%
Maximum
Mar 2020
1.46%
Average
1.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1564 |
Beta (5Y) | 0.0817 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1438 |
Beta (vs YCharts Benchmark) (5Y) | 0.0508 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.98% |
Historical Sharpe Ratio (5Y) | -0.0418 |
Historical Sortino (5Y) | -0.0622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.17% |