BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO)
5.84
+0.03
(+0.52%)
CAD |
TSX |
May 08, 16:00
HXD.TO Max Drawdown (5Y): 82.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.22% |
| March 31, 2024 | 82.10% |
| February 29, 2024 | 81.50% |
| January 31, 2024 | 81.50% |
| December 31, 2023 | 81.50% |
| November 30, 2023 | 81.50% |
| October 31, 2023 | 81.50% |
| September 30, 2023 | 81.50% |
| August 31, 2023 | 81.50% |
| July 31, 2023 | 81.50% |
| June 30, 2023 | 81.50% |
| May 31, 2023 | 81.50% |
| April 30, 2023 | 81.50% |
| March 31, 2023 | 81.50% |
| February 28, 2023 | 81.50% |
| January 31, 2023 | 81.50% |
| December 31, 2022 | 81.50% |
| November 30, 2022 | 81.50% |
| October 31, 2022 | 81.50% |
| September 30, 2022 | 81.50% |
| August 31, 2022 | 81.50% |
| July 31, 2022 | 81.50% |
| June 30, 2022 | 81.50% |
| May 31, 2022 | 81.50% |
| April 30, 2022 | 81.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.44% |
| February 28, 2022 | 80.40% |
| January 31, 2022 | 80.22% |
| December 31, 2021 | 79.69% |
| November 30, 2021 | 79.69% |
| October 31, 2021 | 78.55% |
| September 30, 2021 | 77.07% |
| August 31, 2021 | 76.99% |
| July 31, 2021 | 76.99% |
| June 30, 2021 | 76.99% |
| May 31, 2021 | 76.99% |
| April 30, 2021 | 76.99% |
| March 31, 2021 | 76.99% |
| February 28, 2021 | 76.99% |
| January 31, 2021 | 76.99% |
| December 31, 2020 | 76.99% |
| November 30, 2020 | 76.53% |
| October 31, 2020 | 75.55% |
| September 30, 2020 | 75.55% |
| August 31, 2020 | 75.55% |
| July 31, 2020 | 73.84% |
| June 30, 2020 | 72.21% |
| May 31, 2020 | 70.68% |
| April 30, 2020 | 70.68% |
| March 31, 2020 | 70.68% |
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
70.68%
Minimum
May 2019
82.22%
Maximum
Apr 2024
77.61%
Average
79.12%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.31 |
| Beta (5Y) | -1.652 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.010 |
| Beta (vs YCharts Benchmark) (5Y) | -1.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.88% |
| Historical Sharpe Ratio (5Y) | -0.6542 |
| Historical Sortino (5Y) | -1.312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.45% |