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% |