BetaPro S&P 500 VIX ST Futures ETF (HUV.TO)
10.90
-0.10
(-0.91%)
CAD |
TSX |
Apr 16, 09:57
HUV.TO Max Drawdown (5Y): 97.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.23% |
| February 29, 2024 | 97.23% |
| January 31, 2024 | 97.23% |
| December 31, 2023 | 97.23% |
| November 30, 2023 | 97.23% |
| October 31, 2023 | 97.23% |
| September 30, 2023 | 97.23% |
| August 31, 2023 | 97.23% |
| July 31, 2023 | 97.23% |
| June 30, 2023 | 97.23% |
| May 31, 2023 | 97.23% |
| April 30, 2023 | 97.23% |
| March 31, 2023 | 97.23% |
| February 28, 2023 | 97.23% |
| January 31, 2023 | 97.23% |
| December 31, 2022 | 97.28% |
| November 30, 2022 | 97.94% |
| October 31, 2022 | 98.19% |
| September 30, 2022 | 98.26% |
| August 31, 2022 | 98.26% |
| July 31, 2022 | 98.43% |
| June 30, 2022 | 98.43% |
| May 31, 2022 | 98.43% |
| April 30, 2022 | 98.43% |
| March 31, 2022 | 98.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.48% |
| January 31, 2022 | 98.76% |
| December 31, 2021 | 98.88% |
| November 30, 2021 | 98.88% |
| October 31, 2021 | 98.88% |
| September 30, 2021 | 98.88% |
| August 31, 2021 | 98.88% |
| July 31, 2021 | 98.88% |
| June 30, 2021 | 98.88% |
| May 31, 2021 | 98.88% |
| April 30, 2021 | 98.88% |
| March 31, 2021 | 98.88% |
| February 28, 2021 | 98.88% |
| January 31, 2021 | 98.88% |
| December 31, 2020 | 98.88% |
| November 30, 2020 | 98.88% |
| October 31, 2020 | 98.88% |
| September 30, 2020 | 98.88% |
| August 31, 2020 | 98.88% |
| July 31, 2020 | 98.88% |
| June 30, 2020 | 98.88% |
| May 31, 2020 | 98.88% |
| April 30, 2020 | 98.88% |
| March 31, 2020 | 98.88% |
| February 29, 2020 | 98.88% |
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
97.23%
Minimum
Jan 2023
98.88%
Maximum
Apr 2019
98.35%
Average
98.88%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.96 |
| Beta (5Y) | -6.482 |
| Alpha (vs YCharts Benchmark) (5Y) | 34.53 |
| Beta (vs YCharts Benchmark) (5Y) | -5.032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 228.8% |
| Historical Sharpe Ratio (5Y) | -0.1362 |
| Historical Sortino (5Y) | -1.180 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.58% |