Horizons Absolute Return Global Ccy ETF (DELISTED) (HARC.TO:DL)
24.08
0.00 (0.00%)
CAD |
TSX |
Mar 28, 16:00
HARC.TO:DL Max Drawdown (5Y): 13.55% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 13.55% |
February 29, 2024 | 13.55% |
January 31, 2024 | 13.55% |
December 31, 2023 | 13.55% |
November 30, 2023 | 13.55% |
October 31, 2023 | 13.55% |
September 30, 2023 | 13.55% |
August 31, 2023 | 13.55% |
July 31, 2023 | 13.55% |
June 30, 2023 | 13.55% |
May 31, 2023 | 13.55% |
April 30, 2023 | 13.55% |
March 31, 2023 | 13.55% |
February 28, 2023 | 13.55% |
January 31, 2023 | 13.55% |
December 31, 2022 | 13.55% |
November 30, 2022 | 13.55% |
October 31, 2022 | 13.55% |
September 30, 2022 | 13.55% |
August 31, 2022 | 13.55% |
July 31, 2022 | 13.55% |
June 30, 2022 | 13.55% |
May 31, 2022 | 13.55% |
April 30, 2022 | 13.55% |
March 31, 2022 | 13.55% |
Date | Value |
---|---|
February 28, 2022 | 13.55% |
January 31, 2022 | 13.55% |
December 31, 2021 | 13.55% |
November 30, 2021 | 13.55% |
October 31, 2021 | 13.55% |
September 30, 2021 | 13.55% |
August 31, 2021 | 13.55% |
July 31, 2021 | 13.55% |
June 30, 2021 | 13.55% |
May 31, 2021 | 13.55% |
April 30, 2021 | 13.55% |
March 31, 2021 | 13.55% |
February 28, 2021 | 13.55% |
January 31, 2021 | 13.55% |
December 31, 2020 | 13.55% |
November 30, 2020 | 13.55% |
October 31, 2020 | 13.55% |
September 30, 2020 | 13.55% |
August 31, 2020 | 13.55% |
July 31, 2020 | 13.55% |
June 30, 2020 | 13.55% |
May 31, 2020 | 13.55% |
April 30, 2020 | 13.55% |
March 31, 2020 | 13.55% |
February 29, 2020 | 6.45% |
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
6.45%
Minimum
May 2019
13.55%
Maximum
Mar 2020
12.35%
Average
13.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.297 |
Beta (5Y) | 0.2393 |
Alpha (vs YCharts Benchmark) (5Y) | -1.736 |
Beta (vs YCharts Benchmark) (5Y) | 0.1867 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.70% |
Historical Sharpe Ratio (5Y) | 0.1046 |
Historical Sortino (5Y) | 0.1044 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.93% |