Direxion Dly Industrials Bull 3X ShsETF (DUSL)
51.57
+1.83
(+3.69%)
USD |
NYSEARCA |
May 31, 16:00
52.20
+0.63
(+1.22%)
After-Hours: 20:00
DUSL Max Drawdown (5Y): 85.74% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 85.74% |
April 30, 2024 | 85.74% |
March 31, 2024 | 85.74% |
February 29, 2024 | 85.74% |
January 31, 2024 | 85.74% |
December 31, 2023 | 85.74% |
November 30, 2023 | 85.74% |
October 31, 2023 | 85.74% |
September 30, 2023 | 85.74% |
August 31, 2023 | 85.74% |
July 31, 2023 | 85.74% |
June 30, 2023 | 85.74% |
May 31, 2023 | 85.74% |
April 30, 2023 | 85.74% |
March 31, 2023 | 85.74% |
February 28, 2023 | 85.74% |
January 31, 2023 | 85.74% |
December 31, 2022 | 85.74% |
November 30, 2022 | 85.74% |
October 31, 2022 | 85.74% |
September 30, 2022 | 85.74% |
August 31, 2022 | 85.74% |
July 31, 2022 | 85.74% |
June 30, 2022 | 85.74% |
May 31, 2022 | 85.74% |
Date | Value |
---|---|
April 30, 2022 | 85.74% |
March 31, 2022 | 85.74% |
February 28, 2022 | 85.74% |
January 31, 2022 | 85.74% |
December 31, 2021 | 85.74% |
November 30, 2021 | 85.74% |
October 31, 2021 | 85.74% |
September 30, 2021 | 85.74% |
August 31, 2021 | 85.74% |
July 31, 2021 | 85.74% |
June 30, 2021 | 85.74% |
May 31, 2021 | 85.74% |
April 30, 2021 | 85.74% |
March 31, 2021 | 85.74% |
February 28, 2021 | 85.74% |
January 31, 2021 | 85.74% |
December 31, 2020 | 85.74% |
November 30, 2020 | 85.74% |
October 31, 2020 | 85.74% |
September 30, 2020 | 85.74% |
August 31, 2020 | 85.74% |
July 31, 2020 | 85.74% |
June 30, 2020 | 85.74% |
May 31, 2020 | 85.74% |
April 30, 2020 | 85.74% |
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
62.05%
Minimum
Jun 2019
85.74%
Maximum
Mar 2020
82.18%
Average
85.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares Ultra Industrials | 66.48% |
ProShares UltraShort Industrials | 89.60% |
ProShares Ultra Materials | 73.46% |
Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
ProShares Ultra MSCI Japan | 58.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.21 |
Beta (5Y) | 3.314 |
Alpha (vs YCharts Benchmark) (5Y) | -32.21 |
Beta (vs YCharts Benchmark) (5Y) | 3.314 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.87% |
Historical Sharpe Ratio (5Y) | 0.2036 |
Historical Sortino (5Y) | 0.2753 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.38% |