BetaPro S&P/TSX 60 2x Daily Bull ETF (HXU.TO)

27.39 +0.41 (+1.52%) CAD  |  TSX  |  Dec 24, 16:00
More

HXU.TO Max Drawdown (5Y): 61.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for HXU.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
BetaPro S&P/TSX 60 -2x Daily Bear ETF 86.17%
BetaPro S&P/TSX 60 Daily Inverse ETF 55.93%
BetaPro S&P 500 -2x Daily Bear ETF 89.33%
Global X Enhanced S&P/TSX 60 Index ETF --
BetaPro S&P 500 Daily Inverse ETF 65.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.090
Beta (5Y) 2.072
Alpha (vs YCharts Benchmark) (5Y) -2.765
Beta (vs YCharts Benchmark) (5Y) 1.034
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.27%
Historical Sharpe Ratio (5Y) 0.3845
Historical Sortino (5Y) 0.3956
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.94%