BetaPro Crude Oil Daily Bull ETF (HOU.TO)
11.36
+0.18
(+1.61%)
CAD |
TSX |
Nov 14, 15:58
HOU.TO Max Drawdown (5Y): 99.83% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.83% |
August 31, 2024 | 99.83% |
July 31, 2024 | 99.83% |
June 30, 2024 | 99.83% |
May 31, 2024 | 99.83% |
April 30, 2024 | 99.83% |
March 31, 2024 | 99.83% |
February 29, 2024 | 99.83% |
January 31, 2024 | 99.83% |
December 31, 2023 | 99.83% |
November 30, 2023 | 99.83% |
October 31, 2023 | 99.83% |
September 30, 2023 | 99.83% |
August 31, 2023 | 99.83% |
July 31, 2023 | 99.83% |
June 30, 2023 | 99.83% |
May 31, 2023 | 99.83% |
April 30, 2023 | 99.83% |
March 31, 2023 | 99.83% |
February 28, 2023 | 99.83% |
January 31, 2023 | 99.83% |
December 31, 2022 | 99.83% |
November 30, 2022 | 99.83% |
October 31, 2022 | 99.83% |
September 30, 2022 | 99.83% |
Date | Value |
---|---|
August 31, 2022 | 99.83% |
July 31, 2022 | 99.83% |
June 30, 2022 | 99.83% |
May 31, 2022 | 99.83% |
April 30, 2022 | 99.83% |
March 31, 2022 | 99.83% |
February 28, 2022 | 99.83% |
January 31, 2022 | 99.83% |
December 31, 2021 | 99.83% |
November 30, 2021 | 99.83% |
October 31, 2021 | 99.83% |
September 30, 2021 | 99.83% |
August 31, 2021 | 99.83% |
July 31, 2021 | 99.83% |
June 30, 2021 | 99.83% |
May 31, 2021 | 99.83% |
April 30, 2021 | 99.83% |
March 31, 2021 | 99.83% |
February 28, 2021 | 99.83% |
January 31, 2021 | 99.83% |
December 31, 2020 | 99.83% |
November 30, 2020 | 99.83% |
October 31, 2020 | 99.83% |
September 30, 2020 | 99.83% |
August 31, 2020 | 99.83% |
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
98.46%
Minimum
Nov 2019
99.83%
Maximum
May 2020
99.72%
Average
99.83%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -65.58 |
Beta (5Y) | 1.525 |
Alpha (vs YCharts Benchmark) (5Y) | -60.76 |
Beta (vs YCharts Benchmark) (5Y) | 0.6531 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.17% |
Historical Sharpe Ratio (5Y) | -0.619 |
Historical Sortino (5Y) | -0.72 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.19% |