BetaPro S&P/TSX Cap Fncl -2xDlyBear ETF (HFD.TO)
9.65
-0.12
(-1.23%)
CAD |
TSX |
Apr 19, 11:26
HFD.TO Max Drawdown (5Y): 86.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 81.95% |
| June 30, 2020 | 81.95% |
| May 31, 2020 | 81.95% |
| April 30, 2020 | 81.95% |
| March 31, 2020 | 81.95% |
| February 29, 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
Apr 2019
86.51%
Maximum
Feb 2022
84.11%
Average
82.77%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.165 |
| Beta (5Y) | -1.395 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.063 |
| Beta (vs YCharts Benchmark) (5Y) | -1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.55% |
| Historical Sharpe Ratio (5Y) | -0.32 |
| Historical Sortino (5Y) | -0.8107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.88% |