Horizons CDN Select Universe Bond ETF (HBB.TO)
45.88
+0.13
(+0.28%)
CAD |
TSX |
Apr 17, 16:00
HBB.TO Max Drawdown (5Y): 18.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 18.23% |
| February 29, 2024 | 18.23% |
| January 31, 2024 | 18.23% |
| December 31, 2023 | 18.23% |
| November 30, 2023 | 18.23% |
| October 31, 2023 | 18.23% |
| September 30, 2023 | 18.23% |
| August 31, 2023 | 18.23% |
| July 31, 2023 | 18.23% |
| June 30, 2023 | 18.23% |
| May 31, 2023 | 18.23% |
| April 30, 2023 | 18.23% |
| March 31, 2023 | 18.23% |
| February 28, 2023 | 18.23% |
| January 31, 2023 | 18.23% |
| December 31, 2022 | 18.23% |
| November 30, 2022 | 18.23% |
| October 31, 2022 | 18.23% |
| September 30, 2022 | 17.23% |
| August 31, 2022 | 17.23% |
| July 31, 2022 | 17.23% |
| June 30, 2022 | 17.23% |
| May 31, 2022 | 14.42% |
| April 30, 2022 | 13.17% |
| March 31, 2022 | 12.97% |
| Date | Value |
|---|---|
| February 28, 2022 | 12.97% |
| January 31, 2022 | 12.97% |
| December 31, 2021 | 12.97% |
| November 30, 2021 | 12.97% |
| October 31, 2021 | 12.97% |
| September 30, 2021 | 12.97% |
| August 31, 2021 | 12.97% |
| July 31, 2021 | 12.97% |
| June 30, 2021 | 12.97% |
| May 31, 2021 | 12.97% |
| April 30, 2021 | 12.97% |
| March 31, 2021 | 12.97% |
| February 28, 2021 | 12.97% |
| January 31, 2021 | 12.97% |
| December 31, 2020 | 12.97% |
| November 30, 2020 | 12.97% |
| October 31, 2020 | 12.97% |
| September 30, 2020 | 12.97% |
| August 31, 2020 | 12.97% |
| July 31, 2020 | 12.97% |
| June 30, 2020 | 12.97% |
| May 31, 2020 | 12.97% |
| April 30, 2020 | 12.97% |
| March 31, 2020 | 12.97% |
| February 29, 2020 | 4.86% |
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
4.86%
Minimum
Apr 2019
18.23%
Maximum
Oct 2022
13.37%
Average
12.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2302 |
| Beta (5Y) | 1.168 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4036 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5818 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.14% |
| Historical Sharpe Ratio (5Y) | -0.2933 |
| Historical Sortino (5Y) | -0.498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.15% |