Global X Seasonal Rotation ETF Comm (HAC.TO)
30.19
-0.03
(-0.10%)
CAD |
TSX |
Jun 28, 16:00
HAC.TO Max Drawdown (5Y): 32.62% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 32.62% |
April 30, 2024 | 32.62% |
March 31, 2024 | 32.62% |
February 29, 2024 | 32.62% |
January 31, 2024 | 32.62% |
December 31, 2023 | 32.62% |
November 30, 2023 | 32.62% |
October 31, 2023 | 32.62% |
September 30, 2023 | 32.62% |
August 31, 2023 | 32.62% |
July 31, 2023 | 32.62% |
June 30, 2023 | 32.62% |
May 31, 2023 | 32.62% |
April 30, 2023 | 32.62% |
March 31, 2023 | 32.62% |
February 28, 2023 | 32.62% |
January 31, 2023 | 32.62% |
December 31, 2022 | 32.62% |
November 30, 2022 | 32.62% |
October 31, 2022 | 32.62% |
September 30, 2022 | 32.62% |
August 31, 2022 | 32.62% |
July 31, 2022 | 32.62% |
June 30, 2022 | 32.62% |
May 31, 2022 | 32.62% |
Date | Value |
---|---|
April 30, 2022 | 32.62% |
March 31, 2022 | 32.62% |
February 28, 2022 | 32.62% |
January 31, 2022 | 32.62% |
December 31, 2021 | 32.62% |
November 30, 2021 | 32.62% |
October 31, 2021 | 32.62% |
September 30, 2021 | 32.62% |
August 31, 2021 | 32.62% |
July 31, 2021 | 32.62% |
June 30, 2021 | 32.62% |
May 31, 2021 | 32.62% |
April 30, 2021 | 32.62% |
March 31, 2021 | 32.62% |
February 28, 2021 | 32.62% |
January 31, 2021 | 32.62% |
December 31, 2020 | 32.62% |
November 30, 2020 | 32.62% |
October 31, 2020 | 32.62% |
September 30, 2020 | 32.62% |
August 31, 2020 | 32.62% |
July 31, 2020 | 32.62% |
June 30, 2020 | 32.62% |
May 31, 2020 | 32.62% |
April 30, 2020 | 32.62% |
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
13.02%
Minimum
Jul 2019
32.62%
Maximum
Mar 2020
29.96%
Average
32.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.098 |
Beta (5Y) | 0.836 |
Alpha (vs YCharts Benchmark) (5Y) | -2.624 |
Beta (vs YCharts Benchmark) (5Y) | 0.6102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.07% |
Historical Sharpe Ratio (5Y) | 0.3806 |
Historical Sortino (5Y) | 0.3354 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.43% |