BetaPro S&P/TSX 60 -2x Daily Bear ETF (HXD.TO)
4.62
-0.02
(-0.43%)
CAD |
TSX |
Nov 14, 15:57
HXD.TO Max Drawdown (5Y): 84.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 84.44% |
| August 31, 2024 | 83.55% |
| July 31, 2024 | 83.12% |
| June 30, 2024 | 82.22% |
| May 31, 2024 | 82.22% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
84.44%
Maximum
Sep 2024
78.78%
Average
81.50%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.04 |
| Beta (5Y) | -1.650 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.52 |
| Beta (vs YCharts Benchmark) (5Y) | -0.8141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.95% |
| Historical Sharpe Ratio (5Y) | -0.733 |
| Historical Sortino (5Y) | -1.478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.45% |