BetaPro NASDAQ-100® -2x Daily Bear ETF (HQD.TO)
10.54
+0.11
(+1.05%)
CAD |
TSX |
Nov 14, 12:50
HQD.TO Max Drawdown (5Y): 95.79% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 95.79% |
| August 31, 2024 | 95.79% |
| July 31, 2024 | 95.79% |
| June 30, 2024 | 95.79% |
| May 31, 2024 | 95.79% |
| April 30, 2024 | 95.79% |
| March 31, 2024 | 95.79% |
| February 29, 2024 | 95.79% |
| January 31, 2024 | 95.79% |
| December 31, 2023 | 95.79% |
| November 30, 2023 | 95.79% |
| October 31, 2023 | 95.79% |
| September 30, 2023 | 95.79% |
| August 31, 2023 | 95.79% |
| July 31, 2023 | 95.79% |
| June 30, 2023 | 95.79% |
| May 31, 2023 | 95.79% |
| April 30, 2023 | 95.79% |
| March 31, 2023 | 95.79% |
| February 28, 2023 | 95.79% |
| January 31, 2023 | 95.79% |
| December 31, 2022 | 95.79% |
| November 30, 2022 | 95.79% |
| October 31, 2022 | 95.79% |
| September 30, 2022 | 95.79% |
| Date | Value |
|---|---|
| August 31, 2022 | 95.79% |
| July 31, 2022 | 95.79% |
| June 30, 2022 | 95.79% |
| May 31, 2022 | 95.79% |
| April 30, 2022 | 95.79% |
| March 31, 2022 | 95.79% |
| February 28, 2022 | 95.79% |
| January 31, 2022 | 95.79% |
| December 31, 2021 | 95.79% |
| November 30, 2021 | 95.79% |
| October 31, 2021 | 95.79% |
| September 30, 2021 | 95.79% |
| August 31, 2021 | 95.79% |
| July 31, 2021 | 95.76% |
| June 30, 2021 | 95.76% |
| May 31, 2021 | 95.76% |
| April 30, 2021 | 95.76% |
| March 31, 2021 | 95.44% |
| February 28, 2021 | 95.44% |
| January 31, 2021 | 95.24% |
| December 31, 2020 | 95.24% |
| November 30, 2020 | 94.97% |
| October 31, 2020 | 94.76% |
| September 30, 2020 | 94.76% |
| August 31, 2020 | 94.47% |
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
90.20%
Minimum
Apr 2020
95.79%
Maximum
Sep 2021
95.04%
Average
95.79%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.535 |
| Beta (5Y) | -3.693 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.467 |
| Beta (vs YCharts Benchmark) (5Y) | -1.817 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 162.2% |
| Historical Sharpe Ratio (5Y) | -0.1548 |
| Historical Sortino (5Y) | -1.118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.90% |