Purpose Tactical Hedged Equity ETF NCH (PHE.B.TO)

42.12 +0.08 (+0.19%) CAD  |  TSX  |  Dec 24, 16:00
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PHE.B.TO Max Drawdown (5Y): 13.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Purpose Tactical Hedged Equity ETF 21.38%
BMO Long Short US Equity ETF --
Fidelity Long/Short Alternative Fund ETF Series --
Alphabet (GOOGL) Yield Shares Purpose ETF --
Apple (AAPL) Yield Shares Purpose ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.045
Beta (5Y) 0.2903
Alpha (vs YCharts Benchmark) (5Y) 4.458
Beta (vs YCharts Benchmark) (5Y) 0.1574
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.35%
Historical Sharpe Ratio (5Y) 0.7368
Historical Sortino (5Y) 1.061
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.57%