BetaPro Cdn Gold Miners 2x DlyBull ETF (HGU.TO)
16.09
+0.09
(+0.56%)
CAD |
TSX |
Apr 24, 16:00
HGU.TO Max Drawdown (5Y): 77.55% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.55% |
| February 29, 2024 | 77.55% |
| January 31, 2024 | 77.55% |
| December 31, 2023 | 77.55% |
| November 30, 2023 | 77.55% |
| October 31, 2023 | 77.55% |
| September 30, 2023 | 77.55% |
| August 31, 2023 | 78.40% |
| July 31, 2023 | 78.40% |
| June 30, 2023 | 79.32% |
| May 31, 2023 | 79.32% |
| April 30, 2023 | 79.32% |
| March 31, 2023 | 79.32% |
| February 28, 2023 | 79.32% |
| January 31, 2023 | 79.32% |
| December 31, 2022 | 79.32% |
| November 30, 2022 | 79.32% |
| October 31, 2022 | 79.32% |
| September 30, 2022 | 82.46% |
| August 31, 2022 | 83.18% |
| July 31, 2022 | 83.42% |
| June 30, 2022 | 84.13% |
| May 31, 2022 | 87.16% |
| April 30, 2022 | 88.13% |
| March 31, 2022 | 88.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 88.13% |
| January 31, 2022 | 88.13% |
| December 31, 2021 | 88.13% |
| November 30, 2021 | 88.13% |
| October 31, 2021 | 88.13% |
| September 30, 2021 | 91.20% |
| August 31, 2021 | 91.20% |
| July 31, 2021 | 91.20% |
| June 30, 2021 | 91.20% |
| May 31, 2021 | 91.20% |
| April 30, 2021 | 91.20% |
| March 31, 2021 | 91.20% |
| February 28, 2021 | 91.20% |
| January 31, 2021 | 92.13% |
| December 31, 2020 | 92.36% |
| November 30, 2020 | 94.93% |
| October 31, 2020 | 96.01% |
| September 30, 2020 | 96.01% |
| August 31, 2020 | 96.26% |
| July 31, 2020 | 96.26% |
| June 30, 2020 | 96.26% |
| May 31, 2020 | 96.26% |
| April 30, 2020 | 96.26% |
| March 31, 2020 | 96.26% |
| February 29, 2020 | 96.26% |
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
77.55%
Minimum
Sep 2023
96.26%
Maximum
Apr 2019
88.14%
Average
89.67%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.71 |
| Beta (5Y) | 1.778 |
| Alpha (vs YCharts Benchmark) (5Y) | -15.07 |
| Beta (vs YCharts Benchmark) (5Y) | 1.394 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.82% |
| Historical Sharpe Ratio (5Y) | 0.0424 |
| Historical Sortino (5Y) | 0.1033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.17% |