BetaPro S&P/TSX Cap Engy 2xDlyBull ETF (HEU.TO)
34.04
+0.36
(+1.07%)
CAD |
TSX |
May 08, 16:00
HEU.TO Max Drawdown (5Y): 97.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.70% |
March 31, 2024 | 97.70% |
February 29, 2024 | 97.70% |
January 31, 2024 | 97.70% |
December 31, 2023 | 97.70% |
November 30, 2023 | 97.70% |
October 31, 2023 | 97.70% |
September 30, 2023 | 97.70% |
August 31, 2023 | 97.70% |
July 31, 2023 | 97.70% |
June 30, 2023 | 97.70% |
May 31, 2023 | 97.70% |
April 30, 2023 | 97.70% |
March 31, 2023 | 97.70% |
February 28, 2023 | 97.70% |
January 31, 2023 | 97.70% |
December 31, 2022 | 97.70% |
November 30, 2022 | 97.70% |
October 31, 2022 | 97.70% |
September 30, 2022 | 97.70% |
August 31, 2022 | 97.70% |
July 31, 2022 | 97.70% |
June 30, 2022 | 97.70% |
May 31, 2022 | 97.70% |
April 30, 2022 | 97.70% |
Date | Value |
---|---|
March 31, 2022 | 97.70% |
February 28, 2022 | 97.70% |
January 31, 2022 | 97.70% |
December 31, 2021 | 97.70% |
November 30, 2021 | 97.70% |
October 31, 2021 | 97.70% |
September 30, 2021 | 97.70% |
August 31, 2021 | 97.70% |
July 31, 2021 | 97.70% |
June 30, 2021 | 97.70% |
May 31, 2021 | 97.70% |
April 30, 2021 | 97.70% |
March 31, 2021 | 97.70% |
February 28, 2021 | 97.70% |
January 31, 2021 | 97.70% |
December 31, 2020 | 97.70% |
November 30, 2020 | 97.70% |
October 31, 2020 | 97.70% |
September 30, 2020 | 97.70% |
August 31, 2020 | 97.70% |
July 31, 2020 | 97.70% |
June 30, 2020 | 97.70% |
May 31, 2020 | 97.70% |
April 30, 2020 | 97.70% |
March 31, 2020 | 97.70% |
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
88.95%
Minimum
May 2019
97.70%
Maximum
Mar 2020
96.24%
Average
97.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.70 |
Beta (5Y) | 3.389 |
Alpha (vs YCharts Benchmark) (5Y) | -31.00 |
Beta (vs YCharts Benchmark) (5Y) | 2.145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.90% |
Historical Sharpe Ratio (5Y) | -0.0789 |
Historical Sortino (5Y) | -0.1144 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.09% |