Global X Marijuana Life Sciences ETF (HMMJ.TO)
10.83
-0.23
(-2.08%)
CAD |
TSX |
May 10, 15:59
HMMJ.TO Max Drawdown (5Y): 90.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.10% |
| March 31, 2024 | 90.10% |
| February 29, 2024 | 90.10% |
| January 31, 2024 | 90.10% |
| December 31, 2023 | 90.10% |
| November 30, 2023 | 90.10% |
| October 31, 2023 | 90.10% |
| September 30, 2023 | 90.10% |
| August 31, 2023 | 90.10% |
| July 31, 2023 | 90.10% |
| June 30, 2023 | 90.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
46.10%
Minimum
May 2019
90.10%
Maximum
Jun 2023
78.87%
Average
79.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.93 |
| Beta (5Y) | 1.611 |
| Alpha (vs YCharts Benchmark) (5Y) | -44.83 |
| Beta (vs YCharts Benchmark) (5Y) | 1.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.51% |
| Historical Sharpe Ratio (5Y) | -0.6674 |
| Historical Sortino (5Y) | -1.392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.98% |