Horizons Robotics & AI ETF (RBOT.TO)
27.87
-0.47
(-1.66%)
CAD |
TSX |
Apr 19, 15:59
RBOT.TO Max Drawdown (5Y): 56.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.86% |
| February 29, 2024 | 56.86% |
| January 31, 2024 | 56.86% |
| December 31, 2023 | 56.86% |
| November 30, 2023 | 56.86% |
| October 31, 2023 | 56.86% |
| September 30, 2023 | 56.86% |
| August 31, 2023 | 56.86% |
| July 31, 2023 | 56.86% |
| June 30, 2023 | 56.86% |
| May 31, 2023 | 56.86% |
| April 30, 2023 | 56.86% |
| March 31, 2023 | 56.86% |
| February 28, 2023 | 56.86% |
| January 31, 2023 | 56.86% |
| December 31, 2022 | 56.86% |
| November 30, 2022 | 56.86% |
| October 31, 2022 | 56.86% |
| September 30, 2022 | 55.28% |
| August 31, 2022 | 49.97% |
| July 31, 2022 | 49.97% |
| June 30, 2022 | 49.97% |
| May 31, 2022 | 47.12% |
| April 30, 2022 | 41.11% |
| March 31, 2022 | 41.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.11% |
| January 31, 2022 | 41.11% |
| December 31, 2021 | 41.11% |
| November 30, 2021 | 41.11% |
| October 31, 2021 | 41.11% |
| September 30, 2021 | 41.11% |
| August 31, 2021 | 41.11% |
| July 31, 2021 | 41.11% |
| June 30, 2021 | 41.11% |
| May 31, 2021 | 41.11% |
| April 30, 2021 | 41.11% |
| March 31, 2021 | 41.11% |
| February 28, 2021 | 41.11% |
| January 31, 2021 | 41.11% |
| December 31, 2020 | 41.11% |
| November 30, 2020 | 41.11% |
| October 31, 2020 | 41.11% |
| September 30, 2020 | 41.11% |
| August 31, 2020 | 41.11% |
| July 31, 2020 | 41.11% |
| June 30, 2020 | 41.11% |
| May 31, 2020 | 41.11% |
| April 30, 2020 | 41.11% |
| March 31, 2020 | 41.11% |
| February 29, 2020 | 37.52% |
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
37.52%
Minimum
Apr 2019
56.86%
Maximum
Oct 2022
45.96%
Average
41.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.787 |
| Beta (5Y) | 1.218 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.617 |
| Beta (vs YCharts Benchmark) (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.81% |
| Historical Sharpe Ratio (5Y) | 0.2214 |
| Historical Sortino (5Y) | 0.3109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.13% |