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Harvest Amazon Enhanced High Income Shares ETF - C...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Harvest
Inception Date
Aug 19, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Harvest Amazon Enhanced High Income Shares ETF - Class A Units, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

AMHE.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) has returned -10.35% so far this year and 7.67% over the past 12 months.


Harvest Amazon Enhanced High Income Shares ETF - Class A Units

1D
2.80%
1M
0.17%
YTD
-10.35%
6M
-5.53%
1Y
7.67%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 22, 2024, AMHE.TO's average daily return is +0.08%, while the average monthly return is +1.39%. At this rate, your investment would double in approximately 4.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2024 with a return of +14.6%, while the worst month was Feb 2026 at -13.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMHE.TO closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +13.8%, while the worst single day was Apr 3, 2025 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.13%-13.22%0.17%-10.35%
202511.41%-12.58%-12.44%-8.06%11.59%7.29%9.28%-2.26%-3.05%12.33%-3.07%-3.21%2.43%
20240.85%4.16%3.95%14.56%7.07%33.94%

Benchmark Metrics

Harvest Amazon Enhanced High Income Shares ETF - Class A Units has an annualized alpha of 0.24%, beta of 1.64, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since August 23, 2024.

  • This ETF captured 256.65% of S&P 500 Index gains and 220.62% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • Beta of 1.64 means this ETF moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha
0.24%
Beta
1.64
0.56
Upside Capture
256.65%
Downside Capture
220.62%

Expense Ratio

AMHE.TO has a high expense ratio of 1.88%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AMHE.TO ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


AMHE.TO Risk / Return Rank: 1818
Overall Rank
AMHE.TO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AMHE.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
AMHE.TO Omega Ratio Rank: 1919
Omega Ratio Rank
AMHE.TO Calmar Ratio Rank: 1717
Calmar Ratio Rank
AMHE.TO Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Harvest Amazon Enhanced High Income Shares ETF - Class A Units (AMHE.TO) and compare them to a chosen benchmark (S&P 500 Index).


AMHE.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.69

-0.49

Sortino ratio

Return per unit of downside risk

0.56

1.06

-0.50

Omega ratio

Gain probability vs. loss probability

1.07

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.27

1.14

-0.87

Martin ratio

Return relative to average drawdown

0.67

4.22

-3.55

Explore AMHE.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Harvest Amazon Enhanced High Income Shares ETF - Class A Units provided a 15.00% dividend yield over the last twelve months, with an annual payout of CA$1.76 per share.


4.00%6.00%8.00%10.00%12.00%14.00%CA$0.00CA$0.50CA$1.00CA$1.50CA$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$1.76CA$1.92CA$0.64

Dividend yield

15.00%14.31%4.24%

Monthly Dividends

The table displays the monthly dividend distributions for Harvest Amazon Enhanced High Income Shares ETF - Class A Units. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.16CA$0.16CA$0.00CA$0.32
2025CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$0.16CA$1.92
2024CA$0.16CA$0.16CA$0.16CA$0.16CA$0.64

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Harvest Amazon Enhanced High Income Shares ETF - Class A Units. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Harvest Amazon Enhanced High Income Shares ETF - Class A Units was 36.83%, occurring on Apr 21, 2025. Recovery took 135 trading sessions.

The current Harvest Amazon Enhanced High Income Shares ETF - Class A Units drawdown is 19.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.83%Feb 5, 202552Apr 21, 2025135Nov 3, 2025187
-25.14%Nov 4, 202571Feb 13, 2026
-8.33%Nov 14, 20247Nov 22, 20247Dec 3, 202414
-6.53%Dec 17, 202418Jan 14, 20255Jan 21, 202523
-6.46%Sep 24, 202410Oct 7, 20249Oct 21, 202419

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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