BetaPro S&P/TSX Cap Fncl -2xDlyBear ETF (HFD.TO)
6.28
-0.05
(-0.79%)
CAD |
TSX |
Nov 14, 15:42
HFD.TO Max Drawdown (5Y): 86.51% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.51% |
| August 31, 2024 | 86.51% |
| July 31, 2024 | 86.51% |
| June 30, 2024 | 86.51% |
| May 31, 2024 | 86.51% |
| April 30, 2024 | 86.51% |
| March 31, 2024 | 86.51% |
| February 29, 2024 | 86.51% |
| January 31, 2024 | 86.51% |
| December 31, 2023 | 86.51% |
| November 30, 2023 | 86.51% |
| October 31, 2023 | 86.51% |
| September 30, 2023 | 86.51% |
| August 31, 2023 | 86.51% |
| July 31, 2023 | 86.51% |
| June 30, 2023 | 86.51% |
| May 31, 2023 | 86.51% |
| April 30, 2023 | 86.51% |
| March 31, 2023 | 86.51% |
| February 28, 2023 | 86.51% |
| January 31, 2023 | 86.51% |
| December 31, 2022 | 86.51% |
| November 30, 2022 | 86.51% |
| October 31, 2022 | 86.51% |
| September 30, 2022 | 86.51% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.51% |
| July 31, 2022 | 86.51% |
| June 30, 2022 | 86.51% |
| May 31, 2022 | 86.51% |
| April 30, 2022 | 86.51% |
| March 31, 2022 | 86.51% |
| February 28, 2022 | 86.51% |
| January 31, 2022 | 86.05% |
| December 31, 2021 | 84.43% |
| November 30, 2021 | 83.89% |
| October 31, 2021 | 83.33% |
| September 30, 2021 | 82.21% |
| August 31, 2021 | 82.21% |
| July 31, 2021 | 82.21% |
| June 30, 2021 | 82.21% |
| May 31, 2021 | 82.21% |
| April 30, 2021 | 81.95% |
| March 31, 2021 | 81.95% |
| February 28, 2021 | 81.95% |
| January 31, 2021 | 81.95% |
| December 31, 2020 | 81.95% |
| November 30, 2020 | 81.95% |
| October 31, 2020 | 81.95% |
| September 30, 2020 | 81.95% |
| August 31, 2020 | 81.95% |
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
81.95%
Minimum
Nov 2019
86.51%
Maximum
Feb 2022
84.61%
Average
86.51%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.104 |
| Beta (5Y) | -1.401 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.068 |
| Beta (vs YCharts Benchmark) (5Y) | -0.6754 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.74% |
| Historical Sharpe Ratio (5Y) | -0.3506 |
| Historical Sortino (5Y) | -0.8902 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.97% |