Purpose Tactical Hedged Equity ETF (PHE.TO)
36.86
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TSX |
Nov 14, 16:00
PHE.TO Max Drawdown (5Y): 21.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 21.38% |
| September 30, 2024 | 21.38% |
| August 31, 2024 | 21.38% |
| July 31, 2024 | 21.38% |
| June 30, 2024 | 21.38% |
| May 31, 2024 | 21.38% |
| April 30, 2024 | 21.38% |
| March 31, 2024 | 21.38% |
| February 29, 2024 | 21.38% |
| January 31, 2024 | 21.38% |
| December 31, 2023 | 21.38% |
| November 30, 2023 | 21.38% |
| October 31, 2023 | 21.38% |
| September 30, 2023 | 21.38% |
| August 31, 2023 | 21.38% |
| July 31, 2023 | 21.38% |
| June 30, 2023 | 21.38% |
| May 31, 2023 | 21.38% |
| April 30, 2023 | 21.38% |
| March 31, 2023 | 21.38% |
| February 28, 2023 | 21.38% |
| January 31, 2023 | 21.38% |
| December 31, 2022 | 21.38% |
| November 30, 2022 | 21.38% |
| October 31, 2022 | 21.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 21.38% |
| August 31, 2022 | 21.38% |
| July 31, 2022 | 21.38% |
| June 30, 2022 | 21.38% |
| May 31, 2022 | 21.38% |
| April 30, 2022 | 21.38% |
| March 31, 2022 | 21.38% |
| February 28, 2022 | 21.38% |
| January 31, 2022 | 21.38% |
| December 31, 2021 | 21.38% |
| November 30, 2021 | 21.38% |
| October 31, 2021 | 21.38% |
| September 30, 2021 | 21.38% |
| August 31, 2021 | 21.38% |
| July 31, 2021 | 21.38% |
| June 30, 2021 | 21.38% |
| May 31, 2021 | 21.38% |
| April 30, 2021 | 21.38% |
| March 31, 2021 | 21.38% |
| February 28, 2021 | 21.38% |
| January 31, 2021 | 21.38% |
| December 31, 2020 | 21.38% |
| November 30, 2020 | 22.12% |
| October 31, 2020 | 22.12% |
| September 30, 2020 | 22.12% |
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
21.38%
Minimum
Dec 2020
22.12%
Maximum
Nov 2019
21.54%
Average
21.38%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6373 |
| Beta (5Y) | 0.5923 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1307 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.73% |
| Historical Sharpe Ratio (5Y) | 0.4076 |
| Historical Sortino (5Y) | 0.4549 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.78% |