Global X US 7-10 YearTreasuryBdCorpClETF (HTB.U.TO)
40.46
0.00 (0.00%)
USD |
TSX |
Jul 05, 16:00
HTB.U.TO Max Drawdown (5Y): 23.71% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 23.71% |
| May 31, 2024 | 23.71% |
| April 30, 2024 | 23.71% |
| March 31, 2024 | 23.71% |
| February 29, 2024 | 23.71% |
| January 31, 2024 | 23.71% |
| December 31, 2023 | 23.71% |
| November 30, 2023 | 23.71% |
| October 31, 2023 | 23.71% |
| September 30, 2023 | 23.03% |
| August 31, 2023 | 23.03% |
| July 31, 2023 | 23.03% |
| June 30, 2023 | 23.03% |
| May 31, 2023 | 23.03% |
| April 30, 2023 | 23.03% |
| March 31, 2023 | 23.03% |
| February 28, 2023 | 23.03% |
| January 31, 2023 | 23.03% |
| December 31, 2022 | 23.03% |
| November 30, 2022 | 23.03% |
| October 31, 2022 | 23.03% |
| September 30, 2022 | 21.65% |
| August 31, 2022 | 18.38% |
| July 31, 2022 | 18.38% |
| June 30, 2022 | 18.38% |
| Date | Value |
|---|---|
| May 31, 2022 | 16.36% |
| April 30, 2022 | 13.83% |
| March 31, 2022 | 13.03% |
| February 28, 2022 | 9.84% |
| January 31, 2022 | 9.84% |
| December 31, 2021 | 9.84% |
| November 30, 2021 | 9.84% |
| October 31, 2021 | 9.84% |
| September 30, 2021 | 9.84% |
| August 31, 2021 | 9.84% |
| July 31, 2021 | 9.84% |
| June 30, 2021 | 9.84% |
| May 31, 2021 | 9.84% |
| April 30, 2021 | 9.84% |
| March 31, 2021 | 9.84% |
| February 28, 2021 | 9.84% |
| January 31, 2021 | 9.84% |
| December 31, 2020 | 9.84% |
| November 30, 2020 | 9.84% |
| October 31, 2020 | 9.84% |
| September 30, 2020 | 9.84% |
| August 31, 2020 | 9.84% |
| July 31, 2020 | 9.84% |
| June 30, 2020 | 9.84% |
| May 31, 2020 | 9.84% |
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
9.84%
Minimum
Jul 2019
23.71%
Maximum
Oct 2023
15.41%
Average
9.84%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7727 |
| Beta (5Y) | 1.190 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5293 |
| Beta (vs YCharts Benchmark) (5Y) | 0.71 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.63% |
| Historical Sharpe Ratio (5Y) | -0.4576 |
| Historical Sortino (5Y) | -0.7631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.66% |