BetaPro S&P/TSX Cap Engy -2xDlyBear ETF (HED.TO)
7.29
-0.18 (-2.41%)
CAD |
TSX |
Mar 28, 16:00
HED.TO Max Drawdown (5Y): 99.54% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 99.54% |
| January 31, 2023 | 99.54% |
| December 31, 2022 | 99.54% |
| November 30, 2022 | 99.54% |
| October 31, 2022 | 99.54% |
| September 30, 2022 | 99.54% |
| August 31, 2022 | 99.54% |
| July 31, 2022 | 99.54% |
| June 30, 2022 | 99.54% |
| May 31, 2022 | 99.50% |
| April 30, 2022 | 99.34% |
| March 31, 2022 | 99.22% |
| February 28, 2022 | 99.02% |
| January 31, 2022 | 98.81% |
| December 31, 2021 | 98.36% |
| November 30, 2021 | 98.36% |
| October 31, 2021 | 98.16% |
| September 30, 2021 | 97.61% |
| August 31, 2021 | 97.30% |
| July 31, 2021 | 97.30% |
| June 30, 2021 | 97.27% |
| May 31, 2021 | 96.60% |
| April 30, 2021 | 96.16% |
| March 31, 2021 | 96.16% |
| February 28, 2021 | 95.25% |
| Date | Value |
|---|---|
| January 31, 2021 | 93.71% |
| December 31, 2020 | 92.58% |
| November 30, 2020 | 91.46% |
| October 31, 2020 | 88.16% |
| September 30, 2020 | 88.16% |
| August 31, 2020 | 88.16% |
| July 31, 2020 | 88.16% |
| June 30, 2020 | 88.16% |
| May 31, 2020 | 83.36% |
| April 30, 2020 | 81.31% |
| March 31, 2020 | 77.80% |
| February 29, 2020 | 77.80% |
| January 31, 2020 | 77.80% |
| December 31, 2019 | 77.80% |
| November 30, 2019 | 77.80% |
| October 31, 2019 | 77.80% |
| September 30, 2019 | 77.80% |
| August 31, 2019 | 77.80% |
| July 31, 2019 | 77.80% |
| June 30, 2019 | 77.80% |
| May 31, 2019 | 77.80% |
| April 30, 2019 | 77.80% |
| March 31, 2019 | 77.80% |
| February 28, 2019 | 77.80% |
| January 31, 2019 | 77.80% |
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
77.80%
Minimum
Nov 2018
99.54%
Maximum
Jun 2022
89.54%
Average
90.79%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.229 |
| Beta (5Y) | -4.136 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2417 |
| Beta (vs YCharts Benchmark) (5Y) | -3.171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 177.7% |
| Historical Sharpe Ratio (5Y) | 0.1061 |
| Historical Sortino (5Y) | 0.4307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.03% |