Horizons Marijuana Life Sciences ETF (HMMJ.TO)
8.61
-0.16
(-1.82%)
CAD |
TSX |
Jun 09, 15:59
HMMJ.TO Max Drawdown (5Y): 89.32% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2023 | 89.32% |
April 30, 2023 | 88.64% |
March 31, 2023 | 87.60% |
February 28, 2023 | 86.36% |
January 31, 2023 | 86.36% |
December 31, 2022 | 86.36% |
November 30, 2022 | 85.89% |
October 31, 2022 | 85.89% |
September 30, 2022 | 85.65% |
August 31, 2022 | 83.82% |
July 31, 2022 | 83.82% |
June 30, 2022 | 83.69% |
May 31, 2022 | 81.12% |
April 30, 2022 | 79.57% |
March 31, 2022 | 79.57% |
February 28, 2022 | 79.57% |
January 31, 2022 | 79.57% |
December 31, 2021 | 79.57% |
November 30, 2021 | 79.57% |
October 31, 2021 | 79.57% |
September 30, 2021 | 79.57% |
August 31, 2021 | 79.57% |
July 31, 2021 | 79.57% |
June 30, 2021 | 79.57% |
May 31, 2021 | 79.57% |
Date | Value |
---|---|
April 30, 2021 | 79.57% |
March 31, 2021 | 79.57% |
February 28, 2021 | 79.57% |
January 31, 2021 | 79.57% |
December 31, 2020 | 79.57% |
November 30, 2020 | 79.57% |
October 31, 2020 | 79.57% |
September 30, 2020 | 79.57% |
August 31, 2020 | 79.57% |
July 31, 2020 | 79.57% |
June 30, 2020 | 79.57% |
May 31, 2020 | 79.57% |
April 30, 2020 | 79.57% |
March 31, 2020 | 79.57% |
February 29, 2020 | 68.61% |
January 31, 2020 | 65.47% |
December 31, 2019 | 65.31% |
November 30, 2019 | 65.31% |
October 31, 2019 | 57.37% |
September 30, 2019 | 51.03% |
August 31, 2019 | 46.10% |
July 31, 2019 | 46.10% |
June 30, 2019 | 46.10% |
May 31, 2019 | 46.10% |
April 30, 2019 | 46.10% |
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
38.76%
Minimum
Jun 2018
89.32%
Maximum
May 2023
70.07%
Average
79.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.74 |
Beta (5Y) | 1.844 |
Alpha (vs YCharts Benchmark) (5Y) | -49.70 |
Beta (vs YCharts Benchmark) (5Y) | 1.481 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.93% |
Historical Sharpe Ratio (5Y) | -0.4267 |
Historical Sortino (5Y) | -0.9856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.89% |