BetaPro Gold Bullion -2x Daily Bear ETF (HBD.TO)
6.90
+0.01
(+0.15%)
CAD |
TSX |
Nov 14, 15:31
HBD.TO Max Drawdown (5Y): 77.26% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 77.26% |
| August 31, 2024 | 77.26% |
| July 31, 2024 | 77.26% |
| June 30, 2024 | 77.26% |
| May 31, 2024 | 77.26% |
| April 30, 2024 | 77.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
58.32%
Minimum
Nov 2019
77.26%
Maximum
Aug 2020
75.47%
Average
77.26%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.79 |
| Beta (5Y) | -0.3325 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.18 |
| Beta (vs YCharts Benchmark) (5Y) | -0.1475 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.30% |
| Historical Sharpe Ratio (5Y) | -0.8693 |
| Historical Sortino (5Y) | -1.318 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.32% |