BMO Growth Opportunities A (BMO70742)
14.89
+0.12 (+0.79%)
CAD |
May 20 2022
BMO70742 Max Drawdown (5Y): 31.32% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.32% |
| March 31, 2022 | 31.32% |
| February 28, 2022 | 31.32% |
| January 31, 2022 | 31.32% |
| December 31, 2021 | 31.32% |
| November 30, 2021 | 31.32% |
| October 31, 2021 | 31.32% |
| September 30, 2021 | 31.32% |
| August 31, 2021 | 31.32% |
| July 31, 2021 | 31.32% |
| June 30, 2021 | 31.32% |
| May 31, 2021 | 31.32% |
| April 30, 2021 | 31.32% |
| March 31, 2021 | 31.32% |
| February 28, 2021 | 31.32% |
| January 31, 2021 | 31.32% |
| December 31, 2020 | 31.32% |
| November 30, 2020 | 31.32% |
| October 31, 2020 | 31.32% |
| September 30, 2020 | 31.32% |
| August 31, 2020 | 31.32% |
| July 31, 2020 | 31.32% |
| June 30, 2020 | 31.32% |
| May 31, 2020 | 31.32% |
| April 30, 2020 | 31.32% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.32% |
| February 29, 2020 | 17.86% |
| January 31, 2020 | 17.86% |
| December 31, 2019 | 17.86% |
| November 30, 2019 | 17.86% |
| October 31, 2019 | 17.86% |
| September 30, 2019 | 17.86% |
| August 31, 2019 | 17.86% |
| July 31, 2019 | 17.86% |
| June 30, 2019 | 17.86% |
| May 31, 2019 | 17.86% |
| April 30, 2019 | 17.86% |
| March 31, 2019 | 17.86% |
| February 28, 2019 | 17.86% |
| January 31, 2019 | 17.86% |
| December 31, 2018 | 17.86% |
| November 30, 2018 | 13.27% |
| October 31, 2018 | 13.27% |
| September 30, 2018 | 13.27% |
| August 31, 2018 | 13.27% |
| July 31, 2018 | 13.27% |
| June 30, 2018 | 13.27% |
| May 31, 2018 | 13.27% |
| April 30, 2018 | 13.27% |
| March 31, 2018 | 13.27% |
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
13.27%
Minimum
May 2017
31.32%
Maximum
Mar 2020
22.24%
Average
17.86%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1667 |
| Beta (5Y) | 0.904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.66% |
| Historical Sharpe Ratio (5Y) | 0.57 |
| Historical Sortino (5Y) | 0.6181 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.67% |