Direxion Daily Phrmctcl&MdclBl3XShrsETF (PILL)
6.97
-0.04
(-0.57%)
USD |
NYSEARCA |
May 17, 16:00
6.93
-0.04
(-0.57%)
Pre-Market: 20:00
PILL Max Drawdown (5Y): 84.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.30% |
March 31, 2024 | 84.30% |
February 29, 2024 | 84.30% |
January 31, 2024 | 84.30% |
December 31, 2023 | 84.30% |
November 30, 2023 | 84.30% |
October 31, 2023 | 83.81% |
September 30, 2023 | 81.60% |
August 31, 2023 | 81.60% |
July 31, 2023 | 81.60% |
June 30, 2023 | 81.60% |
May 31, 2023 | 81.60% |
April 30, 2023 | 81.60% |
March 31, 2023 | 81.60% |
February 28, 2023 | 81.60% |
January 31, 2023 | 81.60% |
December 31, 2022 | 81.60% |
November 30, 2022 | 81.60% |
October 31, 2022 | 81.60% |
September 30, 2022 | 81.60% |
August 31, 2022 | 81.60% |
July 31, 2022 | 81.60% |
June 30, 2022 | 81.60% |
May 31, 2022 | 81.60% |
April 30, 2022 | 81.60% |
Date | Value |
---|---|
March 31, 2022 | 81.60% |
February 28, 2022 | 81.60% |
January 31, 2022 | 81.60% |
December 31, 2021 | 81.60% |
November 30, 2021 | 81.60% |
October 31, 2021 | 81.60% |
September 30, 2021 | 81.60% |
August 31, 2021 | 81.60% |
July 31, 2021 | 81.60% |
June 30, 2021 | 81.60% |
May 31, 2021 | 81.60% |
April 30, 2021 | 81.60% |
March 31, 2021 | 81.60% |
February 28, 2021 | 81.60% |
January 31, 2021 | 81.60% |
December 31, 2020 | 81.60% |
November 30, 2020 | 81.60% |
October 31, 2020 | 81.60% |
September 30, 2020 | 81.60% |
August 31, 2020 | 81.60% |
July 31, 2020 | 81.60% |
June 30, 2020 | 81.60% |
May 31, 2020 | 81.60% |
April 30, 2020 | 81.60% |
March 31, 2020 | 81.60% |
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
58.74%
Minimum
May 2019
84.30%
Maximum
Nov 2023
79.33%
Average
81.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.50 |
Beta (5Y) | 2.408 |
Alpha (vs YCharts Benchmark) (5Y) | -49.50 |
Beta (vs YCharts Benchmark) (5Y) | 2.408 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.88% |
Historical Sharpe Ratio (5Y) | -0.3389 |
Historical Sortino (5Y) | -0.5344 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |