Horizons NASDAQ-100 Cov Cll ETF (QQCC.TO)
11.43
-0.10
(-0.87%)
CAD |
TSX |
Apr 29, 16:00
QQCC.TO Max Drawdown (5Y): 36.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.71% |
February 29, 2024 | 36.71% |
January 31, 2024 | 36.71% |
December 31, 2023 | 36.71% |
November 30, 2023 | 36.71% |
October 31, 2023 | 36.71% |
September 30, 2023 | 36.71% |
August 31, 2023 | 36.71% |
July 31, 2023 | 36.71% |
June 30, 2023 | 36.71% |
May 31, 2023 | 36.71% |
April 30, 2023 | 36.71% |
March 31, 2023 | 36.71% |
February 28, 2023 | 36.71% |
January 31, 2023 | 36.71% |
December 31, 2022 | 36.71% |
November 30, 2022 | 36.71% |
October 31, 2022 | 36.71% |
September 30, 2022 | 36.71% |
August 31, 2022 | 36.71% |
July 31, 2022 | 36.71% |
June 30, 2022 | 36.71% |
May 31, 2022 | 36.71% |
April 30, 2022 | 36.71% |
March 31, 2022 | 36.71% |
Date | Value |
---|---|
February 28, 2022 | 36.71% |
January 31, 2022 | 36.71% |
December 31, 2021 | 36.71% |
November 30, 2021 | 36.71% |
October 31, 2021 | 36.71% |
September 30, 2021 | 36.71% |
August 31, 2021 | 36.71% |
July 31, 2021 | 36.71% |
June 30, 2021 | 36.71% |
May 31, 2021 | 36.71% |
April 30, 2021 | 36.71% |
March 31, 2021 | 36.71% |
February 28, 2021 | 36.71% |
January 31, 2021 | 36.71% |
December 31, 2020 | 36.71% |
November 30, 2020 | 36.71% |
October 31, 2020 | 36.71% |
September 30, 2020 | 36.71% |
August 31, 2020 | 36.71% |
July 31, 2020 | 36.71% |
June 30, 2020 | 36.71% |
May 31, 2020 | 36.71% |
April 30, 2020 | 36.71% |
March 31, 2020 | 36.71% |
February 29, 2020 | 30.94% |
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
30.94%
Minimum
Apr 2019
36.71%
Maximum
Mar 2020
35.65%
Average
36.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BMO NASDAQ 100 Equity ETF | 32.09% |
Horizons NASDAQ-100® ETF | 35.25% |
BetaPro NASDAQ-100® 2x Daily Bull ETF | 64.83% |
iShares Core S&P US Total Mkt ETF CADH | 38.37% |
Horizons S&P 500 CAD Hedged ETF | 34.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8934 |
Beta (5Y) | 0.7441 |
Alpha (vs YCharts Benchmark) (5Y) | -1.79 |
Beta (vs YCharts Benchmark) (5Y) | 0.6815 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.02% |
Historical Sharpe Ratio (5Y) | 0.4175 |
Historical Sortino (5Y) | 0.4502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.79% |