BetaPro S&P/TSX 60 2x Daily Bull ETF (HXU.TO)
28.06
+0.09
(+0.32%)
CAD |
TSX |
Nov 14, 15:58
HXU.TO Max Drawdown (5Y): 61.51% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 61.51% |
August 31, 2024 | 61.51% |
July 31, 2024 | 61.51% |
June 30, 2024 | 61.51% |
May 31, 2024 | 61.51% |
April 30, 2024 | 61.51% |
March 31, 2024 | 61.51% |
February 29, 2024 | 61.51% |
January 31, 2024 | 61.51% |
December 31, 2023 | 61.51% |
November 30, 2023 | 61.51% |
October 31, 2023 | 61.51% |
September 30, 2023 | 61.51% |
August 31, 2023 | 61.51% |
July 31, 2023 | 61.51% |
June 30, 2023 | 61.51% |
May 31, 2023 | 61.51% |
April 30, 2023 | 61.51% |
March 31, 2023 | 61.51% |
February 28, 2023 | 61.51% |
January 31, 2023 | 61.51% |
December 31, 2022 | 61.51% |
November 30, 2022 | 61.51% |
October 31, 2022 | 61.51% |
September 30, 2022 | 61.51% |
Date | Value |
---|---|
August 31, 2022 | 61.51% |
July 31, 2022 | 61.51% |
June 30, 2022 | 61.51% |
May 31, 2022 | 61.51% |
April 30, 2022 | 61.51% |
March 31, 2022 | 61.51% |
February 28, 2022 | 61.51% |
January 31, 2022 | 61.51% |
December 31, 2021 | 61.51% |
November 30, 2021 | 61.51% |
October 31, 2021 | 61.51% |
September 30, 2021 | 61.51% |
August 31, 2021 | 61.51% |
July 31, 2021 | 61.51% |
June 30, 2021 | 61.51% |
May 31, 2021 | 61.51% |
April 30, 2021 | 61.51% |
March 31, 2021 | 61.51% |
February 28, 2021 | 61.51% |
January 31, 2021 | 61.51% |
December 31, 2020 | 61.51% |
November 30, 2020 | 61.51% |
October 31, 2020 | 61.51% |
September 30, 2020 | 61.51% |
August 31, 2020 | 61.51% |
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
40.54%
Minimum
Nov 2019
61.51%
Maximum
Mar 2020
60.08%
Average
61.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.071 |
Beta (5Y) | 2.075 |
Alpha (vs YCharts Benchmark) (5Y) | -2.659 |
Beta (vs YCharts Benchmark) (5Y) | 1.028 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.15% |
Historical Sharpe Ratio (5Y) | 0.3301 |
Historical Sortino (5Y) | 0.3396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.94% |