Direxion Dly S&P Oil&Gs Ex&Prd Bl 2X ETF (GUSH)
37.13
+0.21
(+0.57%)
USD |
NYSEARCA |
May 24, 16:00
37.10
-0.04
(-0.09%)
After-Hours: 20:00
GUSH Max Drawdown (5Y): 99.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.98% |
March 31, 2024 | 99.98% |
February 29, 2024 | 99.98% |
January 31, 2024 | 99.98% |
December 31, 2023 | 99.98% |
November 30, 2023 | 99.98% |
October 31, 2023 | 99.98% |
September 30, 2023 | 99.98% |
August 31, 2023 | 99.98% |
July 31, 2023 | 99.98% |
June 30, 2023 | 99.98% |
May 31, 2023 | 99.98% |
April 30, 2023 | 99.98% |
March 31, 2023 | 99.98% |
February 28, 2023 | 99.98% |
January 31, 2023 | 99.98% |
December 31, 2022 | 99.98% |
November 30, 2022 | 99.98% |
October 31, 2022 | 99.98% |
September 30, 2022 | 99.98% |
August 31, 2022 | 99.98% |
July 31, 2022 | 99.98% |
June 30, 2022 | 99.98% |
May 31, 2022 | 99.98% |
April 30, 2022 | 99.98% |
Date | Value |
---|---|
March 31, 2022 | 99.98% |
February 28, 2022 | 99.98% |
January 31, 2022 | 99.98% |
December 31, 2021 | 99.98% |
November 30, 2021 | 99.98% |
October 31, 2021 | 99.98% |
September 30, 2021 | 99.98% |
August 31, 2021 | 99.98% |
July 31, 2021 | 99.98% |
June 30, 2021 | 99.98% |
May 31, 2021 | 99.98% |
April 30, 2021 | 99.98% |
March 31, 2021 | 99.98% |
February 28, 2021 | 99.98% |
January 31, 2021 | 99.98% |
December 31, 2020 | 99.98% |
November 30, 2020 | 99.98% |
October 31, 2020 | 99.98% |
September 30, 2020 | 99.98% |
August 31, 2020 | 99.98% |
July 31, 2020 | 99.98% |
June 30, 2020 | 99.98% |
May 31, 2020 | 99.98% |
April 30, 2020 | 99.98% |
March 31, 2020 | 99.98% |
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
96.95%
Minimum
May 2019
99.98%
Maximum
Mar 2020
99.72%
Average
99.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -93.65 |
Beta (5Y) | 3.887 |
Alpha (vs YCharts Benchmark) (5Y) | -93.65 |
Beta (vs YCharts Benchmark) (5Y) | 3.887 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.7% |
Historical Sharpe Ratio (5Y) | -0.4718 |
Historical Sortino (5Y) | -0.7104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.45% |