BMO Euro Hi Div Cov Call Hdgd to CAD ETF (ZWE.TO)
21.37
+0.25
(+1.18%)
CAD |
TSX |
May 17, 16:00
ZWE.TO Max Drawdown (5Y): 35.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.38% |
March 31, 2024 | 35.38% |
February 29, 2024 | 35.38% |
January 31, 2024 | 35.38% |
December 31, 2023 | 35.38% |
November 30, 2023 | 35.38% |
October 31, 2023 | 35.38% |
September 30, 2023 | 35.38% |
August 31, 2023 | 35.38% |
July 31, 2023 | 35.38% |
June 30, 2023 | 35.38% |
May 31, 2023 | 35.38% |
April 30, 2023 | 35.38% |
March 31, 2023 | 35.38% |
February 28, 2023 | 35.38% |
January 31, 2023 | 35.38% |
December 31, 2022 | 35.38% |
November 30, 2022 | 35.38% |
October 31, 2022 | 35.38% |
September 30, 2022 | 35.38% |
August 31, 2022 | 35.38% |
July 31, 2022 | 35.38% |
June 30, 2022 | 35.38% |
May 31, 2022 | 35.38% |
April 30, 2022 | 35.38% |
Date | Value |
---|---|
March 31, 2022 | 35.38% |
February 28, 2022 | 35.38% |
January 31, 2022 | 35.38% |
December 31, 2021 | 35.38% |
November 30, 2021 | 35.38% |
October 31, 2021 | 35.38% |
September 30, 2021 | 35.38% |
August 31, 2021 | 35.38% |
July 31, 2021 | 35.38% |
June 30, 2021 | 35.38% |
May 31, 2021 | 35.38% |
April 30, 2021 | 35.38% |
March 31, 2021 | 35.38% |
February 28, 2021 | 35.38% |
January 31, 2021 | 35.38% |
December 31, 2020 | 35.38% |
November 30, 2020 | 35.38% |
October 31, 2020 | 35.38% |
September 30, 2020 | 35.38% |
August 31, 2020 | 35.38% |
July 31, 2020 | 35.38% |
June 30, 2020 | 35.38% |
May 31, 2020 | 35.38% |
April 30, 2020 | 35.38% |
March 31, 2020 | 35.38% |
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
18.58%
Minimum
May 2019
35.38%
Maximum
Mar 2020
32.58%
Average
35.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.327 |
Beta (5Y) | 0.9126 |
Alpha (vs YCharts Benchmark) (5Y) | 1.222 |
Beta (vs YCharts Benchmark) (5Y) | 0.7058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.71% |
Historical Sharpe Ratio (5Y) | 0.3011 |
Historical Sortino (5Y) | 0.2817 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.21% |