BetaPro Crude Oil Invrs Lvrgd Dl BearETF (HOD.TO)
7.15
+0.16
(+2.29%)
CAD |
TSX |
May 07, 10:43
HOD.TO Max Drawdown (5Y): 98.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.54% |
| March 31, 2024 | 98.45% |
| February 29, 2024 | 98.45% |
| January 31, 2024 | 98.45% |
| December 31, 2023 | 98.45% |
| November 30, 2023 | 98.45% |
| October 31, 2023 | 98.45% |
| September 30, 2023 | 98.45% |
| August 31, 2023 | 98.26% |
| July 31, 2023 | 98.26% |
| June 30, 2023 | 98.26% |
| May 31, 2023 | 98.26% |
| April 30, 2023 | 98.26% |
| March 31, 2023 | 98.26% |
| February 28, 2023 | 98.26% |
| January 31, 2023 | 98.26% |
| December 31, 2022 | 98.26% |
| November 30, 2022 | 98.26% |
| October 31, 2022 | 98.26% |
| September 30, 2022 | 98.26% |
| August 31, 2022 | 98.26% |
| July 31, 2022 | 98.26% |
| June 30, 2022 | 98.26% |
| May 31, 2022 | 98.08% |
| April 30, 2022 | 97.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.49% |
| February 28, 2022 | 95.57% |
| January 31, 2022 | 94.46% |
| December 31, 2021 | 92.80% |
| November 30, 2021 | 92.80% |
| October 31, 2021 | 92.80% |
| September 30, 2021 | 90.79% |
| August 31, 2021 | 89.80% |
| July 31, 2021 | 89.80% |
| June 30, 2021 | 89.74% |
| May 31, 2021 | 89.74% |
| April 30, 2021 | 89.74% |
| March 31, 2021 | 89.74% |
| February 28, 2021 | 89.74% |
| January 31, 2021 | 89.74% |
| December 31, 2020 | 89.74% |
| November 30, 2020 | 89.74% |
| October 31, 2020 | 89.74% |
| September 30, 2020 | 89.74% |
| August 31, 2020 | 89.74% |
| July 31, 2020 | 89.74% |
| June 30, 2020 | 89.74% |
| May 31, 2020 | 89.74% |
| April 30, 2020 | 89.74% |
| March 31, 2020 | 89.74% |
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
89.28%
Minimum
May 2019
98.54%
Maximum
Apr 2024
93.72%
Average
92.80%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.28 |
| Beta (5Y) | -3.255 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.48 |
| Beta (vs YCharts Benchmark) (5Y) | -2.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.01% |
| Historical Sharpe Ratio (5Y) | -0.444 |
| Historical Sortino (5Y) | -1.200 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.27% |