Direxion Daily Financial Bull 3X ETF (FAS)
112.32
+2.00
(+1.81%)
USD |
NYSEARCA |
May 17, 16:00
112.30
-0.02
(-0.02%)
After-Hours: 20:00
FAS Max Drawdown (5Y): 85.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.99% |
March 31, 2024 | 85.99% |
February 29, 2024 | 85.99% |
January 31, 2024 | 85.99% |
December 31, 2023 | 85.99% |
November 30, 2023 | 85.99% |
October 31, 2023 | 85.99% |
September 30, 2023 | 85.99% |
August 31, 2023 | 85.99% |
July 31, 2023 | 85.99% |
June 30, 2023 | 85.99% |
May 31, 2023 | 85.99% |
April 30, 2023 | 85.99% |
March 31, 2023 | 85.99% |
February 28, 2023 | 85.99% |
January 31, 2023 | 85.99% |
December 31, 2022 | 85.99% |
November 30, 2022 | 85.99% |
October 31, 2022 | 85.99% |
September 30, 2022 | 85.99% |
August 31, 2022 | 85.99% |
July 31, 2022 | 85.99% |
June 30, 2022 | 85.99% |
May 31, 2022 | 85.99% |
April 30, 2022 | 85.99% |
Date | Value |
---|---|
March 31, 2022 | 85.99% |
February 28, 2022 | 85.99% |
January 31, 2022 | 85.99% |
December 31, 2021 | 85.99% |
November 30, 2021 | 85.99% |
October 31, 2021 | 85.99% |
September 30, 2021 | 85.99% |
August 31, 2021 | 85.99% |
July 31, 2021 | 85.99% |
June 30, 2021 | 85.99% |
May 31, 2021 | 85.99% |
April 30, 2021 | 85.99% |
March 31, 2021 | 85.99% |
February 28, 2021 | 85.99% |
January 31, 2021 | 85.99% |
December 31, 2020 | 85.99% |
November 30, 2020 | 85.99% |
October 31, 2020 | 85.99% |
September 30, 2020 | 85.99% |
August 31, 2020 | 85.99% |
July 31, 2020 | 85.99% |
June 30, 2020 | 85.99% |
May 31, 2020 | 85.99% |
April 30, 2020 | 85.99% |
March 31, 2020 | 85.99% |
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
53.73%
Minimum
May 2019
85.99%
Maximum
Mar 2020
80.61%
Average
85.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Direxion Daily Financial Bear 3X ETF | 98.34% |
ProShares Ultra Financials | 69.99% |
ProShares Ultra Dow30 | 63.13% |
Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
ProShares Ultra MSCI Japan | 58.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.07 |
Beta (5Y) | 3.130 |
Alpha (vs YCharts Benchmark) (5Y) | -30.07 |
Beta (vs YCharts Benchmark) (5Y) | 3.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.64% |
Historical Sharpe Ratio (5Y) | 0.0721 |
Historical Sortino (5Y) | 0.0902 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.09% |