Harvest US Bank Leaders Income ETF Cl A (HUBL.TO)
11.96
+0.18
(+1.57%)
CAD |
TSX |
Jun 28, 16:00
HUBL.TO Max Drawdown (5Y): 51.30% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 51.30% |
April 30, 2024 | 51.30% |
March 31, 2024 | 51.30% |
February 29, 2024 | 51.30% |
January 31, 2024 | 51.30% |
December 31, 2023 | 51.30% |
November 30, 2023 | 51.30% |
October 31, 2023 | 51.30% |
September 30, 2023 | 51.30% |
August 31, 2023 | 51.30% |
July 31, 2023 | 51.30% |
June 30, 2023 | 51.30% |
May 31, 2023 | 51.30% |
April 30, 2023 | 51.30% |
March 31, 2023 | 51.30% |
February 28, 2023 | 51.30% |
January 31, 2023 | 51.30% |
December 31, 2022 | 51.30% |
November 30, 2022 | 51.30% |
October 31, 2022 | 51.30% |
September 30, 2022 | 51.30% |
August 31, 2022 | 51.30% |
July 31, 2022 | 51.30% |
June 30, 2022 | 51.30% |
May 31, 2022 | 51.30% |
Date | Value |
---|---|
April 30, 2022 | 51.30% |
March 31, 2022 | 51.30% |
February 28, 2022 | 51.30% |
January 31, 2022 | 51.30% |
December 31, 2021 | 51.30% |
November 30, 2021 | 51.30% |
October 31, 2021 | 51.30% |
September 30, 2021 | 51.30% |
August 31, 2021 | 51.30% |
July 31, 2021 | 51.30% |
June 30, 2021 | 51.30% |
May 31, 2021 | 51.30% |
April 30, 2021 | 51.30% |
March 31, 2021 | 51.30% |
February 28, 2021 | 51.30% |
January 31, 2021 | 51.30% |
December 31, 2020 | 51.30% |
November 30, 2020 | 51.30% |
October 31, 2020 | 51.30% |
September 30, 2020 | 51.30% |
August 31, 2020 | 51.30% |
July 31, 2020 | 51.30% |
June 30, 2020 | 51.30% |
May 31, 2020 | 51.30% |
April 30, 2020 | 51.30% |
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
26.91%
Minimum
Jun 2019
51.30%
Maximum
Mar 2020
47.64%
Average
51.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.97 |
Beta (5Y) | 1.466 |
Alpha (vs YCharts Benchmark) (5Y) | -10.21 |
Beta (vs YCharts Benchmark) (5Y) | 1.162 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.29% |
Historical Sharpe Ratio (5Y) | 0.0334 |
Historical Sortino (5Y) | 0.0371 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |