BetaPro S&P 500® -2x Daily Bear ETF (HSD.TO)
15.26
+0.19
(+1.26%)
CAD |
TSX |
Nov 14, 15:59
HSD.TO Max Drawdown (5Y): 88.74% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 88.74% |
August 31, 2024 | 88.74% |
July 31, 2024 | 88.74% |
June 30, 2024 | 88.74% |
May 31, 2024 | 88.74% |
April 30, 2024 | 88.74% |
March 31, 2024 | 88.74% |
February 29, 2024 | 88.74% |
January 31, 2024 | 88.74% |
December 31, 2023 | 88.74% |
November 30, 2023 | 88.74% |
October 31, 2023 | 88.74% |
September 30, 2023 | 88.74% |
August 31, 2023 | 88.74% |
July 31, 2023 | 88.74% |
June 30, 2023 | 88.74% |
May 31, 2023 | 88.74% |
April 30, 2023 | 88.74% |
March 31, 2023 | 88.74% |
February 28, 2023 | 88.74% |
January 31, 2023 | 88.74% |
December 31, 2022 | 88.74% |
November 30, 2022 | 88.74% |
October 31, 2022 | 88.74% |
September 30, 2022 | 88.74% |
Date | Value |
---|---|
August 31, 2022 | 88.74% |
July 31, 2022 | 88.74% |
June 30, 2022 | 88.74% |
May 31, 2022 | 88.74% |
April 30, 2022 | 88.74% |
March 31, 2022 | 88.74% |
February 28, 2022 | 88.74% |
January 31, 2022 | 88.74% |
December 31, 2021 | 88.74% |
November 30, 2021 | 88.74% |
October 31, 2021 | 88.74% |
September 30, 2021 | 88.74% |
August 31, 2021 | 88.70% |
July 31, 2021 | 88.07% |
June 30, 2021 | 87.85% |
May 31, 2021 | 87.85% |
April 30, 2021 | 87.85% |
March 31, 2021 | 87.00% |
February 28, 2021 | 87.00% |
January 31, 2021 | 87.00% |
December 31, 2020 | 87.00% |
November 30, 2020 | 86.54% |
October 31, 2020 | 85.53% |
September 30, 2020 | 85.53% |
August 31, 2020 | 84.91% |
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
84.81%
Minimum
Apr 2020
88.74%
Maximum
Sep 2021
87.90%
Average
88.74%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.16 |
Beta (5Y) | -3.661 |
Alpha (vs YCharts Benchmark) (5Y) | 14.52 |
Beta (vs YCharts Benchmark) (5Y) | -1.717 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 150.8% |
Historical Sharpe Ratio (5Y) | -0.0742 |
Historical Sortino (5Y) | -0.6058 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.99% |