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Passive Inverse/Leveraged
|
Close (05-20-2024) |
$27.33 |
|---|---|
| Change |
$0.00
(0.00%)
|
| Open | $27.43 |
|---|---|
| Day Range | $27.43 - $27.43 |
| Volume | 106 |
As at April 30, 2024
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Inception Return (March 04, 2009): -10.84%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | 2.84% | -1.72% | -11.46% | -1.62% | -1.30% | -0.80% | -5.39% | -11.17% | -9.29% | -9.37% | -8.58% | -9.42% | -8.24% | -8.36% |
| Benchmark | -1.82% | 4.10% | 16.91% | 4.68% | 8.73% | 5.66% | 7.59% | 13.51% | 8.86% | 8.98% | 8.12% | 8.95% | 7.25% | 7.22% |
| Category Average | 0.28% | -0.40% | -0.40% | -0.16% | -2.33% | -2.89% | -4.61% | -4.13% | -6.60% | -5.69% | -6.38% | -7.04% | -6.89% | -6.78% |
| Category Rank | 12 / 26 | 13 / 26 | 13 / 26 | 14 / 26 | 11 / 26 | 9 / 24 | 9 / 22 | 9 / 22 | 9 / 22 | 9 / 22 | 9 / 22 | 9 / 22 | 9 / 22 | 7 / 22 |
| Quartile Ranking | 2 | 2 | 2 | 3 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
| Return % | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 6.12% | -2.93% | -1.57% | 2.05% | 3.80% | 3.79% | -6.86% | -3.37% | 0.10% | -1.42% | -3.06% | 2.84% |
| Benchmark | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% |
8.83% (June 2022)
-12.16% (March 2009)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -11.85% | 5.45% | -19.49% | -9.69% | 8.29% | -17.01% | -15.83% | -23.79% | 6.20% | -5.18% |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | -5.15% | -6.71% | -10.52% | -10.14% | -2.68% | -7.78% | -10.37% | -10.54% | -2.30% | -3.46% |
| Quartile Ranking | 2 | 2 | 3 | 2 | 2 | 2 | 2 | 3 | 2 | 2 |
| Category Rank | 11/ 22 | 8/ 22 | 12/ 22 | 10/ 22 | 6/ 22 | 11/ 22 | 10/ 22 | 12/ 22 | 9/ 24 | 10/ 26 |
8.29% (2018)
-23.79% (2021)
BetaPro S&P/TSX 60 Daily Inverse ETF
Median
Other - Passive Inverse/Leveraged
| Standard Deviation | 13.47% | 13.75% | 11.47% |
|---|---|---|---|
| Beta | -1.00% | -0.85% | -0.87% |
| Alpha | 0.04% | -0.01% | -0.01% |
| Rsquared | 0.98% | 0.92% | 0.94% |
| Sharpe | -0.55% | -0.78% | -0.82% |
| Sortino | -0.75% | -1.04% | -1.15% |
| Treynor | 0.07% | 0.13% | 0.11% |
| Tax Efficiency | 100.00% | 100.00% | 100.00% |
| Volatility |
|
|
|
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 13.19% | 13.47% | 13.75% | 11.47% |
| Beta | -1.01% | -1.00% | -0.85% | -0.87% |
| Alpha | 0.09% | 0.04% | -0.01% | -0.01% |
| Rsquared | 0.99% | 0.98% | 0.92% | 0.94% |
| Sharpe | -0.40% | -0.55% | -0.78% | -0.82% |
| Sortino | -0.37% | -0.75% | -1.04% | -1.15% |
| Treynor | 0.05% | 0.07% | 0.13% | 0.11% |
| Tax Efficiency | - | 100.00% | 100.00% | 100.00% |
| Start Date | March 04, 2009 |
|---|---|
| Instrument Type | Exchange Traded Fund (Alternative) |
| Share Class | Do-It-Yourself |
| Legal Status | Corporation |
| Sales Status | - |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| 52 Week High | $32.06 |
| 52 Week Low | $27.23 |
| Annual Dividend | - |
| Annual Yield | - |
| Index | S&P/TSX 60 Index |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x inverse of daily performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
The HBP S&P/TSX 60 Inverse ETF seeks daily investment results, before fees, expenses, distributions, brokerage commissions and other transaction costs, that endeavour to correspond to one times (100%) the inverse (opposite) of the daily performance of the S&P/TSX 60 Index.
The HBP S&P/TSX 60 Inverse ETF takes positions in equity securities and/or other financial instruments that, in combination, should have similar daily return characteristics as one times (100%) the inverse (opposite) of the S&P/TSX 60 Index. In order to achieve this objective, the total underlying notional value of these instruments and/or securities will typically not exceed one times the total assets of the ETF.
| Name | Start Date |
|---|---|
| JovInvestment Management Inc | 03-05-2009 |
| Fund Manager | Horizons ETFs Management (Canada) Inc. |
|---|---|
| Advisor | JovInvestment Management Inc |
| Custodian | CIBC Mellon Trust Company |
| Registrar | TSX Trust Company |
| Distributor | - |
| Auditor | KPMG LLP |
| MER | 1.41% |
|---|---|
| Management Fee | 1.15% |
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