BetaPro Silver -2x Daily Bear ETF (HZD.TO)
10.56
-0.13
(-1.22%)
CAD |
TSX |
Apr 25, 16:00
HZD.TO Max Drawdown (5Y): 92.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 92.47% |
| February 29, 2024 | 92.47% |
| January 31, 2024 | 92.47% |
| December 31, 2023 | 92.47% |
| November 30, 2023 | 92.47% |
| October 31, 2023 | 92.47% |
| September 30, 2023 | 92.47% |
| August 31, 2023 | 92.47% |
| July 31, 2023 | 92.47% |
| June 30, 2023 | 92.47% |
| May 31, 2023 | 92.47% |
| April 30, 2023 | 92.36% |
| March 31, 2023 | 91.13% |
| February 28, 2023 | 91.03% |
| January 31, 2023 | 91.03% |
| December 31, 2022 | 90.94% |
| November 30, 2022 | 90.93% |
| October 31, 2022 | 90.93% |
| September 30, 2022 | 90.93% |
| August 31, 2022 | 90.93% |
| July 31, 2022 | 90.93% |
| June 30, 2022 | 90.93% |
| May 31, 2022 | 90.93% |
| April 30, 2022 | 90.93% |
| March 31, 2022 | 90.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.31% |
| January 31, 2022 | 90.31% |
| December 31, 2021 | 90.31% |
| November 30, 2021 | 90.31% |
| October 31, 2021 | 90.31% |
| September 30, 2021 | 90.31% |
| August 31, 2021 | 90.31% |
| July 31, 2021 | 90.31% |
| June 30, 2021 | 90.31% |
| May 31, 2021 | 90.29% |
| April 30, 2021 | 89.90% |
| March 31, 2021 | 89.90% |
| February 28, 2021 | 89.90% |
| January 31, 2021 | 88.84% |
| December 31, 2020 | 88.84% |
| November 30, 2020 | 88.84% |
| October 31, 2020 | 88.84% |
| September 30, 2020 | 88.84% |
| August 31, 2020 | 88.84% |
| July 31, 2020 | 83.06% |
| June 30, 2020 | 69.30% |
| May 31, 2020 | 67.98% |
| April 30, 2020 | 66.32% |
| March 31, 2020 | 75.33% |
| February 29, 2020 | 79.16% |
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
66.32%
Minimum
Apr 2020
92.47%
Maximum
May 2023
87.86%
Average
90.31%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.44 |
| Beta (5Y) | -1.478 |
| Alpha (vs YCharts Benchmark) (5Y) | -19.82 |
| Beta (vs YCharts Benchmark) (5Y) | -1.376 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.84% |
| Historical Sharpe Ratio (5Y) | -0.621 |
| Historical Sortino (5Y) | -0.9868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.89% |