BetaPro Gold Bullion -2x Daily Bear ETF (HBD.TO)
8.12
0.00 (0.00%)
CAD |
TSX |
Apr 25, 15:25
HBD.TO Max Drawdown (5Y): 77.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.26% |
February 29, 2024 | 77.26% |
January 31, 2024 | 77.26% |
December 31, 2023 | 77.26% |
November 30, 2023 | 77.26% |
October 31, 2023 | 77.26% |
September 30, 2023 | 77.26% |
August 31, 2023 | 77.26% |
July 31, 2023 | 77.26% |
June 30, 2023 | 77.26% |
May 31, 2023 | 77.26% |
April 30, 2023 | 77.26% |
March 31, 2023 | 77.26% |
February 28, 2023 | 77.26% |
January 31, 2023 | 77.26% |
December 31, 2022 | 77.26% |
November 30, 2022 | 77.26% |
October 31, 2022 | 77.26% |
September 30, 2022 | 77.26% |
August 31, 2022 | 77.26% |
July 31, 2022 | 77.26% |
June 30, 2022 | 77.26% |
May 31, 2022 | 77.26% |
April 30, 2022 | 77.26% |
March 31, 2022 | 77.26% |
Date | Value |
---|---|
February 28, 2022 | 77.26% |
January 31, 2022 | 77.26% |
December 31, 2021 | 77.26% |
November 30, 2021 | 77.26% |
October 31, 2021 | 77.26% |
September 30, 2021 | 77.26% |
August 31, 2021 | 77.26% |
July 31, 2021 | 77.26% |
June 30, 2021 | 77.26% |
May 31, 2021 | 77.26% |
April 30, 2021 | 77.26% |
March 31, 2021 | 77.26% |
February 28, 2021 | 77.26% |
January 31, 2021 | 77.26% |
December 31, 2020 | 77.26% |
November 30, 2020 | 77.26% |
October 31, 2020 | 77.26% |
September 30, 2020 | 77.26% |
August 31, 2020 | 77.26% |
July 31, 2020 | 75.49% |
June 30, 2020 | 70.57% |
May 31, 2020 | 69.39% |
April 30, 2020 | 69.31% |
March 31, 2020 | 64.84% |
February 29, 2020 | 63.58% |
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
56.09%
Minimum
Jun 2019
77.26%
Maximum
Aug 2020
73.40%
Average
77.26%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.48 |
Beta (5Y) | -0.2751 |
Alpha (vs YCharts Benchmark) (5Y) | -18.48 |
Beta (vs YCharts Benchmark) (5Y) | -0.3294 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.61% |
Historical Sharpe Ratio (5Y) | -0.825 |
Historical Sortino (5Y) | -1.232 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.44% |