BMO Covered Call Utilities ETF (ZWU.TO)
9.84
+0.08
(+0.82%)
CAD |
TSX |
Apr 18, 16:00
ZWU.TO Max Drawdown (5Y): 37.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.41% |
February 29, 2024 | 37.41% |
January 31, 2024 | 37.41% |
December 31, 2023 | 37.41% |
November 30, 2023 | 37.41% |
October 31, 2023 | 37.41% |
September 30, 2023 | 37.41% |
August 31, 2023 | 37.41% |
July 31, 2023 | 37.41% |
June 30, 2023 | 37.41% |
May 31, 2023 | 37.41% |
April 30, 2023 | 37.41% |
March 31, 2023 | 37.41% |
February 28, 2023 | 37.41% |
January 31, 2023 | 37.41% |
December 31, 2022 | 37.41% |
November 30, 2022 | 37.41% |
October 31, 2022 | 37.41% |
September 30, 2022 | 37.41% |
August 31, 2022 | 37.41% |
July 31, 2022 | 37.41% |
June 30, 2022 | 37.41% |
May 31, 2022 | 37.41% |
April 30, 2022 | 37.41% |
March 31, 2022 | 37.41% |
Date | Value |
---|---|
February 28, 2022 | 37.41% |
January 31, 2022 | 37.41% |
December 31, 2021 | 37.41% |
November 30, 2021 | 37.41% |
October 31, 2021 | 37.41% |
September 30, 2021 | 37.41% |
August 31, 2021 | 37.41% |
July 31, 2021 | 37.41% |
June 30, 2021 | 37.41% |
May 31, 2021 | 37.41% |
April 30, 2021 | 37.41% |
March 31, 2021 | 37.41% |
February 28, 2021 | 37.41% |
January 31, 2021 | 37.41% |
December 31, 2020 | 37.41% |
November 30, 2020 | 37.41% |
October 31, 2020 | 37.41% |
September 30, 2020 | 37.41% |
August 31, 2020 | 37.41% |
July 31, 2020 | 37.41% |
June 30, 2020 | 37.41% |
May 31, 2020 | 37.41% |
April 30, 2020 | 37.41% |
March 31, 2020 | 37.41% |
February 29, 2020 | 21.89% |
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
21.89%
Minimum
Apr 2019
37.41%
Maximum
Mar 2020
34.56%
Average
37.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.886 |
Beta (5Y) | 0.7382 |
Alpha (vs YCharts Benchmark) (5Y) | -5.741 |
Beta (vs YCharts Benchmark) (5Y) | 0.5376 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.60% |
Historical Sharpe Ratio (5Y) | 0.0769 |
Historical Sortino (5Y) | 0.0741 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.02% |