BetaPro Silver -2x Daily Bear ETF (HZD.TO)
7.51
-0.12
(-1.57%)
CAD |
TSX |
Nov 14, 15:57
HZD.TO Max Drawdown (5Y): 95.75% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 95.75% |
| August 31, 2024 | 95.38% |
| July 31, 2024 | 95.38% |
| June 30, 2024 | 95.37% |
| May 31, 2024 | 95.37% |
| April 30, 2024 | 94.12% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
95.75%
Maximum
Sep 2024
88.95%
Average
90.93%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.41 |
| Beta (5Y) | -1.498 |
| Alpha (vs YCharts Benchmark) (5Y) | -30.66 |
| Beta (vs YCharts Benchmark) (5Y) | -0.7706 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.81% |
| Historical Sharpe Ratio (5Y) | -0.6739 |
| Historical Sortino (5Y) | -1.082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.97% |