BetaPro NatrlGas Invrs Lvrgd DlBear ETF (HND.TO)
91.80
+9.85
(+12.02%)
CAD |
TSX |
Nov 14, 15:59
HND.TO Max Drawdown (5Y): 99.57% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.57% |
| August 31, 2024 | 99.57% |
| July 31, 2024 | 99.57% |
| June 30, 2024 | 99.57% |
| May 31, 2024 | 99.57% |
| April 30, 2024 | 99.57% |
| March 31, 2024 | 99.57% |
| February 29, 2024 | 99.57% |
| January 31, 2024 | 99.57% |
| December 31, 2023 | 99.57% |
| November 30, 2023 | 99.57% |
| October 31, 2023 | 99.57% |
| September 30, 2023 | 99.57% |
| August 31, 2023 | 99.57% |
| July 31, 2023 | 99.57% |
| June 30, 2023 | 99.57% |
| May 31, 2023 | 99.57% |
| April 30, 2023 | 99.57% |
| March 31, 2023 | 99.57% |
| February 28, 2023 | 99.57% |
| January 31, 2023 | 99.57% |
| December 31, 2022 | 99.57% |
| November 30, 2022 | 99.57% |
| October 31, 2022 | 99.57% |
| September 30, 2022 | 99.57% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.57% |
| July 31, 2022 | 99.40% |
| June 30, 2022 | 99.18% |
| May 31, 2022 | 99.06% |
| April 30, 2022 | 98.53% |
| March 31, 2022 | 97.00% |
| February 28, 2022 | 95.98% |
| January 31, 2022 | 94.55% |
| December 31, 2021 | 93.92% |
| November 30, 2021 | 93.92% |
| October 31, 2021 | 93.92% |
| September 30, 2021 | 92.71% |
| August 31, 2021 | 89.81% |
| July 31, 2021 | 89.81% |
| June 30, 2021 | 89.81% |
| May 31, 2021 | 89.81% |
| April 30, 2021 | 89.81% |
| March 31, 2021 | 89.81% |
| February 28, 2021 | 89.81% |
| January 31, 2021 | 89.81% |
| December 31, 2020 | 89.81% |
| November 30, 2020 | 89.81% |
| October 31, 2020 | 89.81% |
| September 30, 2020 | 89.81% |
| August 31, 2020 | 89.81% |
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
89.81%
Minimum
Nov 2019
99.57%
Maximum
Aug 2022
95.30%
Average
98.53%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 49.96 |
| Beta (5Y) | -6.307 |
| Alpha (vs YCharts Benchmark) (5Y) | 83.50 |
| Beta (vs YCharts Benchmark) (5Y) | -5.526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 568.4% |
| Historical Sharpe Ratio (5Y) | -0.0102 |
| Historical Sortino (5Y) | -0.1036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.09% |