BetaPro S&P/TSX 60 2x Daily Bull ETF (HXU.TO)
21.35
+0.19
(+0.90%)
CAD |
TSX |
Apr 19, 15:21
HXU.TO Max Drawdown (5Y): 61.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 61.51% |
June 30, 2020 | 61.51% |
May 31, 2020 | 61.51% |
April 30, 2020 | 61.51% |
March 31, 2020 | 61.51% |
February 29, 2020 | 40.54% |
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
Apr 2019
61.51%
Maximum
Mar 2020
57.66%
Average
61.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.915 |
Beta (5Y) | 2.075 |
Alpha (vs YCharts Benchmark) (5Y) | -8.962 |
Beta (vs YCharts Benchmark) (5Y) | 1.484 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.08% |
Historical Sharpe Ratio (5Y) | 0.3056 |
Historical Sortino (5Y) | 0.3165 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.94% |