Harvest Global REIT Leaders Income ETF (HGR.TO)
5.91
+0.03
(+0.51%)
CAD |
TSX |
May 31, 16:00
HGR.TO Max Drawdown (5Y): 41.35% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 41.35% |
April 30, 2024 | 41.35% |
March 31, 2024 | 41.35% |
February 29, 2024 | 41.35% |
January 31, 2024 | 41.35% |
December 31, 2023 | 41.35% |
November 30, 2023 | 41.35% |
October 31, 2023 | 41.35% |
September 30, 2023 | 39.91% |
August 31, 2023 | 39.91% |
July 31, 2023 | 39.91% |
June 30, 2023 | 39.91% |
May 31, 2023 | 39.91% |
April 30, 2023 | 39.91% |
March 31, 2023 | 39.91% |
February 28, 2023 | 39.91% |
January 31, 2023 | 39.91% |
December 31, 2022 | 39.91% |
November 30, 2022 | 39.91% |
October 31, 2022 | 39.91% |
September 30, 2022 | 39.91% |
August 31, 2022 | 39.91% |
July 31, 2022 | 39.91% |
June 30, 2022 | 39.91% |
May 31, 2022 | 39.91% |
Date | Value |
---|---|
April 30, 2022 | 39.91% |
March 31, 2022 | 39.91% |
February 28, 2022 | 39.91% |
January 31, 2022 | 39.91% |
December 31, 2021 | 39.91% |
November 30, 2021 | 39.91% |
October 31, 2021 | 39.91% |
September 30, 2021 | 39.91% |
August 31, 2021 | 39.91% |
July 31, 2021 | 39.91% |
June 30, 2021 | 39.91% |
May 31, 2021 | 39.91% |
April 30, 2021 | 39.91% |
March 31, 2021 | 39.91% |
February 28, 2021 | 39.91% |
January 31, 2021 | 39.91% |
December 31, 2020 | 39.91% |
November 30, 2020 | 39.91% |
October 31, 2020 | 39.91% |
September 30, 2020 | 39.91% |
August 31, 2020 | 39.91% |
July 31, 2020 | 39.91% |
June 30, 2020 | 39.91% |
May 31, 2020 | 39.91% |
April 30, 2020 | 39.91% |
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
10.16%
Minimum
Jun 2019
41.35%
Maximum
Oct 2023
35.67%
Average
39.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.31 |
Beta (5Y) | 1.085 |
Alpha (vs YCharts Benchmark) (5Y) | -6.552 |
Beta (vs YCharts Benchmark) (5Y) | 0.8625 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.17% |
Historical Sharpe Ratio (5Y) | -0.257 |
Historical Sortino (5Y) | -0.274 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.16% |