BMO Covered Call US Banks ETF (ZWK.TO)
20.62
-0.02
(-0.10%)
CAD |
TSX |
Jun 26, 14:57
ZWK.TO Max Drawdown (5Y): 48.02% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 48.02% |
| April 30, 2024 | 48.02% |
| March 31, 2024 | 48.02% |
| February 29, 2024 | 48.02% |
| January 31, 2024 | 48.02% |
| December 31, 2023 | 48.02% |
| November 30, 2023 | 48.02% |
| October 31, 2023 | 48.02% |
| September 30, 2023 | 48.02% |
| August 31, 2023 | 48.02% |
| July 31, 2023 | 48.02% |
| June 30, 2023 | 48.02% |
| May 31, 2023 | 48.02% |
| April 30, 2023 | 47.20% |
| March 31, 2023 | 47.20% |
| February 28, 2023 | 47.20% |
| January 31, 2023 | 47.20% |
| December 31, 2022 | 47.20% |
| November 30, 2022 | 47.20% |
| October 31, 2022 | 47.20% |
| September 30, 2022 | 47.20% |
| August 31, 2022 | 47.20% |
| July 31, 2022 | 47.20% |
| June 30, 2022 | 47.20% |
| May 31, 2022 | 47.20% |
| Date | Value |
|---|---|
| April 30, 2022 | 47.20% |
| March 31, 2022 | 47.20% |
| February 28, 2022 | 47.20% |
| January 31, 2022 | 47.20% |
| December 31, 2021 | 47.20% |
| November 30, 2021 | 47.20% |
| October 31, 2021 | 47.20% |
| September 30, 2021 | 47.20% |
| August 31, 2021 | 47.20% |
| July 31, 2021 | 47.20% |
| June 30, 2021 | 47.20% |
| May 31, 2021 | 47.20% |
| April 30, 2021 | 47.20% |
| March 31, 2021 | 47.20% |
| February 28, 2021 | 47.20% |
| January 31, 2021 | 47.20% |
| December 31, 2020 | 47.20% |
| November 30, 2020 | 47.20% |
| October 31, 2020 | 47.20% |
| September 30, 2020 | 47.20% |
| August 31, 2020 | 47.20% |
| July 31, 2020 | 47.20% |
| June 30, 2020 | 47.20% |
| May 31, 2020 | 47.20% |
| April 30, 2020 | 47.20% |
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
10.31%
Minimum
Jun 2019
48.02%
Maximum
May 2023
42.17%
Average
47.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.45 |
| Beta (5Y) | 1.264 |
| Alpha (vs YCharts Benchmark) (5Y) | -10.26 |
| Beta (vs YCharts Benchmark) (5Y) | 1.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.58% |
| Historical Sharpe Ratio (5Y) | -0.004 |
| Historical Sortino (5Y) | -0.004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.01% |