Harvest Global Gold Giants Index ETF (HGGG.TO)
29.53
+0.18
(+0.61%)
CAD |
TSX |
May 10, 16:00
HGGG.TO Max Drawdown (5Y): 52.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.31% |
| March 31, 2024 | 52.31% |
| February 29, 2024 | 52.31% |
| January 31, 2024 | 52.31% |
| December 31, 2023 | 52.31% |
| November 30, 2023 | 52.31% |
| October 31, 2023 | 52.31% |
| September 30, 2023 | 52.31% |
| August 31, 2023 | 52.31% |
| July 31, 2023 | 52.31% |
| June 30, 2023 | 52.31% |
| May 31, 2023 | 52.31% |
| April 30, 2023 | 52.31% |
| March 31, 2023 | 52.31% |
| February 28, 2023 | 52.31% |
| January 31, 2023 | 52.31% |
| December 31, 2022 | 52.31% |
| November 30, 2022 | 52.31% |
| October 31, 2022 | 52.31% |
| September 30, 2022 | 52.31% |
| August 31, 2022 | 49.53% |
| July 31, 2022 | 49.53% |
| June 30, 2022 | 42.22% |
| May 31, 2022 | 39.81% |
| April 30, 2022 | 39.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.81% |
| February 28, 2022 | 39.81% |
| January 31, 2022 | 39.81% |
| December 31, 2021 | 38.54% |
| November 30, 2021 | 38.54% |
| October 31, 2021 | 38.54% |
| September 30, 2021 | 38.54% |
| August 31, 2021 | 36.43% |
| July 31, 2021 | 36.43% |
| June 30, 2021 | 36.43% |
| May 31, 2021 | 36.43% |
| April 30, 2021 | 36.43% |
| March 31, 2021 | 36.43% |
| February 28, 2021 | 33.56% |
| January 31, 2021 | 28.12% |
| December 31, 2020 | 26.30% |
| November 30, 2020 | 26.30% |
| October 31, 2020 | 26.30% |
| September 30, 2020 | 26.30% |
| August 31, 2020 | 26.30% |
| July 31, 2020 | 26.30% |
| June 30, 2020 | 26.30% |
| May 31, 2020 | 26.30% |
| April 30, 2020 | 26.30% |
| March 31, 2020 | 26.30% |
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
13.74%
Minimum
May 2019
52.31%
Maximum
Sep 2022
37.07%
Average
38.54%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| BMO Junior Gold ETF | 48.58% |
| BMO Equal Weight Global Gold ETF | 48.85% |
| FT AlphaDEX US Technology Sector ETF | 32.06% |
| First Trust NASDAQ Cybersecurity ETF | 43.76% |
| CI MstarIntlMom ETF CADHComm | 35.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.430 |
| Beta (5Y) | 0.8623 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5963 |
| Beta (vs YCharts Benchmark) (5Y) | 0.756 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.61% |
| Historical Sharpe Ratio (5Y) | 0.2213 |
| Historical Sortino (5Y) | 0.4921 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.16% |