Direxion Daily Real Estate Bull 3X ETF (DRN)
9.00
-0.03
(-0.33%)
USD |
NYSEARCA |
May 17, 16:00
9.01
+0.01
(+0.11%)
After-Hours: 20:00
DRN Max Drawdown (5Y): 86.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.32% |
March 31, 2024 | 86.32% |
February 29, 2024 | 86.32% |
January 31, 2024 | 86.32% |
December 31, 2023 | 86.32% |
November 30, 2023 | 86.32% |
October 31, 2023 | 86.32% |
September 30, 2023 | 86.32% |
August 31, 2023 | 86.32% |
July 31, 2023 | 86.32% |
June 30, 2023 | 86.32% |
May 31, 2023 | 86.32% |
April 30, 2023 | 86.32% |
March 31, 2023 | 86.32% |
February 28, 2023 | 86.32% |
January 31, 2023 | 86.32% |
December 31, 2022 | 86.32% |
November 30, 2022 | 86.32% |
October 31, 2022 | 86.32% |
September 30, 2022 | 86.32% |
August 31, 2022 | 86.32% |
July 31, 2022 | 86.32% |
June 30, 2022 | 86.32% |
May 31, 2022 | 86.32% |
April 30, 2022 | 86.32% |
Date | Value |
---|---|
March 31, 2022 | 86.32% |
February 28, 2022 | 86.32% |
January 31, 2022 | 86.32% |
December 31, 2021 | 86.32% |
November 30, 2021 | 86.32% |
October 31, 2021 | 86.32% |
September 30, 2021 | 86.32% |
August 31, 2021 | 86.32% |
July 31, 2021 | 86.32% |
June 30, 2021 | 86.32% |
May 31, 2021 | 86.32% |
April 30, 2021 | 86.32% |
March 31, 2021 | 86.32% |
February 28, 2021 | 86.32% |
January 31, 2021 | 86.32% |
December 31, 2020 | 86.32% |
November 30, 2020 | 86.32% |
October 31, 2020 | 86.32% |
September 30, 2020 | 86.32% |
August 31, 2020 | 86.32% |
July 31, 2020 | 86.32% |
June 30, 2020 | 86.32% |
May 31, 2020 | 86.32% |
April 30, 2020 | 86.32% |
March 31, 2020 | 86.32% |
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
49.14%
Minimum
May 2019
86.32%
Maximum
Mar 2020
80.12%
Average
86.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -52.93 |
Beta (5Y) | 2.869 |
Alpha (vs YCharts Benchmark) (5Y) | -52.93 |
Beta (vs YCharts Benchmark) (5Y) | 2.869 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.14% |
Historical Sharpe Ratio (5Y) | -0.3121 |
Historical Sortino (5Y) | -0.3932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.17% |