BetaPro S&P 500® Daily Inverse ETF (HIU.TO)
10.85
+0.06
(+0.56%)
CAD |
TSX |
Nov 14, 15:41
HIU.TO Max Drawdown (5Y): 63.74% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 63.74% |
| August 31, 2024 | 63.62% |
| July 31, 2024 | 63.62% |
| June 30, 2024 | 63.62% |
| May 31, 2024 | 63.62% |
| April 30, 2024 | 63.62% |
| March 31, 2024 | 63.62% |
| February 29, 2024 | 63.62% |
| January 31, 2024 | 63.62% |
| December 31, 2023 | 63.62% |
| November 30, 2023 | 63.62% |
| October 31, 2023 | 63.62% |
| September 30, 2023 | 63.62% |
| August 31, 2023 | 63.62% |
| July 31, 2023 | 63.62% |
| June 30, 2023 | 63.62% |
| May 31, 2023 | 63.62% |
| April 30, 2023 | 63.62% |
| March 31, 2023 | 63.62% |
| February 28, 2023 | 63.62% |
| January 31, 2023 | 63.62% |
| December 31, 2022 | 63.62% |
| November 30, 2022 | 63.62% |
| October 31, 2022 | 63.62% |
| September 30, 2022 | 63.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 63.62% |
| July 31, 2022 | 63.62% |
| June 30, 2022 | 63.62% |
| May 31, 2022 | 63.62% |
| April 30, 2022 | 63.62% |
| March 31, 2022 | 63.62% |
| February 28, 2022 | 63.62% |
| January 31, 2022 | 63.62% |
| December 31, 2021 | 63.62% |
| November 30, 2021 | 63.62% |
| October 31, 2021 | 63.62% |
| September 30, 2021 | 63.62% |
| August 31, 2021 | 63.60% |
| July 31, 2021 | 62.59% |
| June 30, 2021 | 62.39% |
| May 31, 2021 | 62.39% |
| April 30, 2021 | 62.39% |
| March 31, 2021 | 60.92% |
| February 28, 2021 | 60.92% |
| January 31, 2021 | 60.92% |
| December 31, 2020 | 60.92% |
| November 30, 2020 | 60.24% |
| October 31, 2020 | 59.51% |
| September 30, 2020 | 59.51% |
| August 31, 2020 | 59.51% |
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
59.51%
Minimum
Apr 2020
63.74%
Maximum
Sep 2024
62.69%
Average
63.62%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.883 |
| Beta (5Y) | -0.9256 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.731 |
| Beta (vs YCharts Benchmark) (5Y) | -0.5414 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.89% |
| Historical Sharpe Ratio (5Y) | -0.9035 |
| Historical Sortino (5Y) | -1.802 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |