BetaPro S&P 500® Daily Inverse ETF (HIU.TO)
11.56
-0.08
(-0.64%)
CAD |
TSX |
Jul 02, 15:54
HIU.TO Max Drawdown (5Y): 63.62% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2022 | 63.62% |
July 31, 2022 | 63.62% |
June 30, 2022 | 63.62% |
Date | Value |
---|---|
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% |
July 31, 2020 | 59.51% |
June 30, 2020 | 59.51% |
May 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
63.62%
Maximum
Sep 2021
62.64%
Average
63.62%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.442 |
Beta (5Y) | -0.9525 |
Alpha (vs YCharts Benchmark) (5Y) | -4.341 |
Beta (vs YCharts Benchmark) (5Y) | -0.9313 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.84% |
Historical Sharpe Ratio (5Y) | -0.8678 |
Historical Sortino (5Y) | -1.736 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |