BetaPro S&P/TSX 60 Daily Inverse ETF (HIX.TO)

25.06 -0.05 (-0.20%) CAD  |  TSX  |  Dec 24, 16:00
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HIX.TO Max Drawdown (5Y): 55.93% 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/TSX 60 -2x Daily Bear ETF 86.17%
BetaPro S&P/TSX 60 2x Daily Bull ETF 61.51%
Global X Enhanced S&P/TSX 60 Index ETF --
BetaPro S&P 500 Daily Inverse ETF 65.14%
BetaPro S&P 500 -2x Daily Bear ETF 89.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 40.78
Beta (5Y) -2.682
Alpha (vs YCharts Benchmark) (5Y) 31.29
Beta (vs YCharts Benchmark) (5Y) -1.086
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 141.0%
Historical Sharpe Ratio (5Y) 0.1031
Historical Sortino (5Y) 1.630
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.30%