BetaPro Natural Gas Lvrgd Dl Bull ETF (HNU.TO)
2.25
-0.19
(-7.79%)
CAD |
TSX |
Nov 14, 12:54
HNU.TO Max Drawdown (5Y): 99.07% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.07% |
| August 31, 2024 | 99.07% |
| July 31, 2024 | 99.07% |
| June 30, 2024 | 99.07% |
| May 31, 2024 | 99.07% |
| April 30, 2024 | 99.07% |
| March 31, 2024 | 99.07% |
| February 29, 2024 | 99.07% |
| January 31, 2024 | 99.07% |
| December 31, 2023 | 99.07% |
| November 30, 2023 | 99.07% |
| October 31, 2023 | 99.07% |
| September 30, 2023 | 99.07% |
| August 31, 2023 | 99.07% |
| July 31, 2023 | 99.07% |
| June 30, 2023 | 99.07% |
| May 31, 2023 | 99.07% |
| April 30, 2023 | 99.07% |
| March 31, 2023 | 99.07% |
| February 28, 2023 | 99.07% |
| January 31, 2023 | 99.07% |
| December 31, 2022 | 99.07% |
| November 30, 2022 | 99.07% |
| October 31, 2022 | 99.07% |
| September 30, 2022 | 99.07% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.07% |
| July 31, 2022 | 99.07% |
| June 30, 2022 | 99.07% |
| May 31, 2022 | 99.07% |
| April 30, 2022 | 99.07% |
| March 31, 2022 | 99.07% |
| February 28, 2022 | 99.07% |
| January 31, 2022 | 99.07% |
| December 31, 2021 | 99.07% |
| November 30, 2021 | 99.07% |
| October 31, 2021 | 99.07% |
| September 30, 2021 | 99.07% |
| August 31, 2021 | 99.07% |
| July 31, 2021 | 99.07% |
| June 30, 2021 | 99.07% |
| May 31, 2021 | 99.07% |
| April 30, 2021 | 99.07% |
| March 31, 2021 | 99.07% |
| February 28, 2021 | 99.15% |
| January 31, 2021 | 99.27% |
| December 31, 2020 | 99.39% |
| November 30, 2020 | 99.41% |
| October 31, 2020 | 99.41% |
| September 30, 2020 | 99.41% |
| August 31, 2020 | 99.41% |
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
99.07%
Minimum
Mar 2021
99.41%
Maximum
Nov 2019
99.16%
Average
99.07%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.14 |
| Beta (5Y) | -2.738 |
| Alpha (vs YCharts Benchmark) (5Y) | -32.58 |
| Beta (vs YCharts Benchmark) (5Y) | -1.187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 293.0% |
| Historical Sharpe Ratio (5Y) | -0.1479 |
| Historical Sortino (5Y) | -0.7737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.66% |