BMO MSCI USA Value ETF (ZVU.TO)
29.49
+0.37
(+1.27%)
CAD |
TSX |
Mar 28, 16:00
ZVU.TO Max Drawdown (5Y): 34.24% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 34.24% |
January 31, 2024 | 34.24% |
December 31, 2023 | 34.24% |
November 30, 2023 | 34.24% |
October 31, 2023 | 34.24% |
September 30, 2023 | 34.24% |
August 31, 2023 | 34.24% |
July 31, 2023 | 34.24% |
June 30, 2023 | 34.24% |
May 31, 2023 | 34.24% |
April 30, 2023 | 34.24% |
March 31, 2023 | 34.24% |
February 28, 2023 | 34.24% |
January 31, 2023 | 34.24% |
December 31, 2022 | 34.24% |
November 30, 2022 | 34.24% |
October 31, 2022 | 34.24% |
September 30, 2022 | 34.24% |
August 31, 2022 | 34.24% |
July 31, 2022 | 34.24% |
June 30, 2022 | 34.24% |
May 31, 2022 | 34.24% |
April 30, 2022 | 34.24% |
March 31, 2022 | 34.24% |
February 28, 2022 | 34.24% |
Date | Value |
---|---|
January 31, 2022 | 34.24% |
December 31, 2021 | 34.24% |
November 30, 2021 | 34.24% |
October 31, 2021 | 34.24% |
September 30, 2021 | 34.24% |
August 31, 2021 | 34.24% |
July 31, 2021 | 34.24% |
June 30, 2021 | 34.24% |
May 31, 2021 | 34.24% |
April 30, 2021 | 34.24% |
March 31, 2021 | 34.24% |
February 28, 2021 | 34.24% |
January 31, 2021 | 34.24% |
December 31, 2020 | 34.24% |
November 30, 2020 | 34.24% |
October 31, 2020 | 34.24% |
September 30, 2020 | 34.24% |
August 31, 2020 | 34.24% |
July 31, 2020 | 34.24% |
June 30, 2020 | 34.24% |
May 31, 2020 | 34.24% |
April 30, 2020 | 34.24% |
March 31, 2020 | 34.24% |
February 29, 2020 | 14.64% |
January 31, 2020 | 14.64% |
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
14.64%
Minimum
Mar 2019
34.24%
Maximum
Mar 2020
30.32%
Average
34.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.362 |
Beta (5Y) | 0.9251 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1648 |
Beta (vs YCharts Benchmark) (5Y) | 0.7653 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.48% |
Historical Sharpe Ratio (5Y) | 0.4188 |
Historical Sortino (5Y) | 0.4595 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.56% |