BMO US Equity F (BMO95723)
33.25
+0.66 (+2.03%)
CAD |
May 27 2022
BMO95723 Max Drawdown (5Y): 28.11% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 28.11% |
| March 31, 2022 | 28.11% |
| February 28, 2022 | 28.11% |
| January 31, 2022 | 28.11% |
| December 31, 2021 | 28.11% |
| November 30, 2021 | 28.11% |
| October 31, 2021 | 28.11% |
| September 30, 2021 | 28.11% |
| August 31, 2021 | 28.11% |
| July 31, 2021 | 28.11% |
| June 30, 2021 | 28.11% |
| May 31, 2021 | 28.11% |
| April 30, 2021 | 28.11% |
| March 31, 2021 | 28.11% |
| February 28, 2021 | 28.11% |
| January 31, 2021 | 28.11% |
| December 31, 2020 | 28.11% |
| November 30, 2020 | 28.11% |
| October 31, 2020 | 28.11% |
| September 30, 2020 | 28.11% |
| August 31, 2020 | 28.11% |
| July 31, 2020 | 28.11% |
| June 30, 2020 | 28.11% |
| May 31, 2020 | 28.11% |
| April 30, 2020 | 28.11% |
| Date | Value |
|---|---|
| March 31, 2020 | 28.11% |
| February 29, 2020 | 17.89% |
| January 31, 2020 | 17.89% |
| December 31, 2019 | 17.89% |
| November 30, 2019 | 17.89% |
| October 31, 2019 | 17.89% |
| September 30, 2019 | 17.89% |
| August 31, 2019 | 17.89% |
| July 31, 2019 | 17.89% |
| June 30, 2019 | 17.89% |
| May 31, 2019 | 17.89% |
| April 30, 2019 | 17.89% |
| March 31, 2019 | 17.89% |
| February 28, 2019 | 17.89% |
| January 31, 2019 | 17.89% |
| December 31, 2018 | 17.89% |
| November 30, 2018 | 12.17% |
| October 31, 2018 | 12.17% |
| September 30, 2018 | 12.17% |
| August 31, 2018 | 12.17% |
| July 31, 2018 | 12.17% |
| June 30, 2018 | 12.17% |
| May 31, 2018 | 12.17% |
| April 30, 2018 | 12.17% |
| March 31, 2018 | 12.17% |
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
12.17%
Minimum
May 2017
28.11%
Maximum
Mar 2020
20.51%
Average
17.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC U.S. Equity Value Fund F | 25.68% |
| NBI SmartData US Equity F | 28.02% |
| BMO US Equity Class F | 28.12% |
| PH&N US Multi-Style All-Cap Equity Fd F | 27.91% |
| TD US Quantitative Equity Ser F | 27.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.442 |
| Beta (5Y) | 0.8141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.60% |
| Historical Sharpe Ratio (5Y) | 0.614 |
| Historical Sortino (5Y) | 0.6828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.99% |