BetaPro S&P 500 2x Daily Bull ETF (HSU.TO)

26.96 +0.87 (+3.33%) CAD  |  TSX  |  Dec 24, 16:00
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HSU.TO Max Drawdown (5Y): 59.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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BetaPro S&P 500 -2x Daily Bear ETF 89.33%
BetaPro S&P 500 Daily Inverse ETF 65.14%
Hamilton Enhanced U.S. Covered Call ETF --
Global X Enhanced S&P 500 Index ETF Class A --
BetaPro S&P/TSX 60 -2x Daily Bear ETF 86.17%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.498
Beta (5Y) 2.142
Alpha (vs YCharts Benchmark) (5Y) -1.643
Beta (vs YCharts Benchmark) (5Y) 1.239
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.36%
Historical Sharpe Ratio (5Y) 0.4674
Historical Sortino (5Y) 0.526
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.14%