BetaPro S&P 500 Daily Inverse ETF (HIU.TO)

10.75 -0.17 (-1.56%) CAD  |  TSX  |  Dec 24, 16:00
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HIU.TO Max Drawdown (5Y): 65.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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BetaPro S&P 500 -2x Daily Bear ETF 89.33%
BetaPro S&P 500 2x Daily Bull ETF 59.73%
BetaPro S&P/TSX 60 -2x Daily Bear ETF 86.17%
Hamilton Enhanced U.S. Covered Call ETF --
Global X Enhanced S&P 500 Index ETF Class A --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.729
Beta (5Y) -0.9248
Alpha (vs YCharts Benchmark) (5Y) -8.430
Beta (vs YCharts Benchmark) (5Y) -0.5413
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.89%
Historical Sharpe Ratio (5Y) -0.8882
Historical Sortino (5Y) -1.760
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.61%