BMO CA High Dividend Covered Call ETF (ZWC.TO)
17.74
+0.25 (+1.43%)
CAD |
TSX |
Jun 24, 16:00
ZWC.TO Max Drawdown (5Y): 40.56% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 40.56% |
| April 30, 2022 | 40.56% |
| March 31, 2022 | 40.56% |
| February 28, 2022 | 40.56% |
| January 31, 2022 | 40.56% |
| December 31, 2021 | 40.56% |
| November 30, 2021 | 40.56% |
| October 31, 2021 | 40.56% |
| Date | Value |
|---|---|
| September 30, 2021 | 40.56% |
| August 31, 2021 | 40.56% |
| July 31, 2021 | 40.56% |
| June 30, 2021 | 40.56% |
| May 31, 2021 | 40.56% |
| April 30, 2021 | 40.56% |
| March 31, 2021 | 40.56% |
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
40.56%
Minimum
Mar 2021
40.56%
Maximum
Mar 2021
40.56%
Average
40.56%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.165 |
| Beta (5Y) | 0.9475 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.84% |
| Historical Sharpe Ratio (5Y) | 0.3831 |
| Historical Sortino (5Y) | 0.3122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.58% |