Horizons Marijuana Life Sciences ETF (HMMJ.TO)

4.21 -0.08 (-1.86%) CAD  |  TSX  |  May 27, 16:00

HMMJ.TO Max Drawdown (5Y): 79.57% for April 30, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
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%
Date Value
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%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

79.57%
Minimum
May 2021
79.57%
Maximum
May 2021
79.57%
Average
79.57%
Median
May 2021

Max Drawdown (5Y) Benchmarks

iShares Global Water ETF Comm 29.40%
BMO Equal Weight Utilities ETF 37.07%
BMO Eq Wght US HlthCare Hdgd to CAD ETF 31.89%
iShares Global Agriculture ETF Comm 36.55%
iShares Global Healthcare ETF CADH 27.28%

Max Drawdown (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) 60.70%
Historical Sharpe Ratio (5Y) 0.0425
Historical Sortino (5Y) 0.1056
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.23%