BetaPro Silver 2x Daily Bull ETF (HZU.TO)
28.07
+1.60
(+6.04%)
CAD |
TSX |
Apr 15, 16:00
HZU.TO Max Drawdown (5Y): 80.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.27% |
| February 29, 2024 | 80.27% |
| January 31, 2024 | 80.27% |
| December 31, 2023 | 80.27% |
| November 30, 2023 | 80.27% |
| October 31, 2023 | 80.27% |
| September 30, 2023 | 80.27% |
| August 31, 2023 | 80.27% |
| July 31, 2023 | 80.27% |
| June 30, 2023 | 80.27% |
| May 31, 2023 | 80.27% |
| April 30, 2023 | 80.27% |
| March 31, 2023 | 80.27% |
| February 28, 2023 | 80.27% |
| January 31, 2023 | 80.27% |
| December 31, 2022 | 80.27% |
| November 30, 2022 | 82.64% |
| October 31, 2022 | 83.10% |
| September 30, 2022 | 87.58% |
| August 31, 2022 | 87.58% |
| July 31, 2022 | 87.70% |
| June 30, 2022 | 88.07% |
| May 31, 2022 | 88.81% |
| April 30, 2022 | 90.10% |
| March 31, 2022 | 90.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.10% |
| January 31, 2022 | 90.10% |
| December 31, 2021 | 90.10% |
| November 30, 2021 | 90.10% |
| October 31, 2021 | 90.10% |
| September 30, 2021 | 91.21% |
| August 31, 2021 | 91.21% |
| July 31, 2021 | 91.21% |
| June 30, 2021 | 91.21% |
| May 31, 2021 | 91.21% |
| April 30, 2021 | 91.21% |
| March 31, 2021 | 94.14% |
| February 28, 2021 | 94.16% |
| January 31, 2021 | 94.78% |
| December 31, 2020 | 94.78% |
| November 30, 2020 | 96.33% |
| October 31, 2020 | 96.57% |
| September 30, 2020 | 96.60% |
| August 31, 2020 | 96.60% |
| July 31, 2020 | 96.60% |
| June 30, 2020 | 96.60% |
| May 31, 2020 | 96.60% |
| April 30, 2020 | 96.60% |
| March 31, 2020 | 96.60% |
| February 29, 2020 | 96.60% |
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
80.27%
Minimum
Dec 2022
96.60%
Maximum
Apr 2019
89.62%
Average
90.66%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.382 |
| Beta (5Y) | 2.123 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.585 |
| Beta (vs YCharts Benchmark) (5Y) | 1.756 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.71% |
| Historical Sharpe Ratio (5Y) | 0.1423 |
| Historical Sortino (5Y) | 0.4243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.81% |