Purpose Tactical Hedged Equity ETF (PHE.TO)

37.03 0.00 (0.00%) CAD  |  TSX  |  Dec 24, 16:00
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PHE.TO Max Drawdown (5Y): 21.38% 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 NCH 13.98%
CI Alternative North American Opport ETF CAD --
Purpose International Tactical Hedged Equity ETF 24.91%
Global X Enhanced S&P/TSX 60 Index ETF --
BMO Long Short US Equity ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.7407
Beta (5Y) 0.5890
Alpha (vs YCharts Benchmark) (5Y) -0.2829
Beta (vs YCharts Benchmark) (5Y) 0.344
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 11.77%
Historical Sharpe Ratio (5Y) 0.4266
Historical Sortino (5Y) 0.477
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.78%