Direxion NASDAQ-100® Equal Wtd ETF (QQQE)
86.24
+0.57
(+0.67%)
USD |
NASDAQ |
May 06, 16:00
86.23
-0.01
(-0.01%)
Pre-Market: 20:00
QQQE Max Drawdown (5Y): 32.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.11% |
March 31, 2024 | 32.11% |
February 29, 2024 | 32.11% |
January 31, 2024 | 32.11% |
December 31, 2023 | 32.11% |
November 30, 2023 | 32.11% |
October 31, 2023 | 32.11% |
September 30, 2023 | 32.11% |
August 31, 2023 | 32.11% |
July 31, 2023 | 32.11% |
June 30, 2023 | 32.11% |
May 31, 2023 | 32.11% |
April 30, 2023 | 32.11% |
March 31, 2023 | 32.11% |
February 28, 2023 | 32.11% |
January 31, 2023 | 32.11% |
December 31, 2022 | 32.11% |
November 30, 2022 | 32.11% |
October 31, 2022 | 32.11% |
September 30, 2022 | 30.90% |
August 31, 2022 | 30.90% |
July 31, 2022 | 30.90% |
June 30, 2022 | 30.90% |
May 31, 2022 | 30.90% |
April 30, 2022 | 30.90% |
Date | Value |
---|---|
March 31, 2022 | 30.90% |
February 28, 2022 | 30.90% |
January 31, 2022 | 30.90% |
December 31, 2021 | 30.90% |
November 30, 2021 | 30.90% |
October 31, 2021 | 30.90% |
September 30, 2021 | 30.90% |
August 31, 2021 | 30.90% |
July 31, 2021 | 30.90% |
June 30, 2021 | 30.90% |
May 31, 2021 | 30.90% |
April 30, 2021 | 30.90% |
March 31, 2021 | 30.90% |
February 28, 2021 | 30.90% |
January 31, 2021 | 30.90% |
December 31, 2020 | 30.90% |
November 30, 2020 | 30.90% |
October 31, 2020 | 30.90% |
September 30, 2020 | 30.90% |
August 31, 2020 | 30.90% |
July 31, 2020 | 30.90% |
June 30, 2020 | 30.90% |
May 31, 2020 | 30.90% |
April 30, 2020 | 30.90% |
March 31, 2020 | 30.90% |
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
20.05%
Minimum
May 2019
32.11%
Maximum
Oct 2022
29.47%
Average
30.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.184 |
Beta (5Y) | 1.043 |
Alpha (vs YCharts Benchmark) (5Y) | -2.978 |
Beta (vs YCharts Benchmark) (5Y) | 0.9308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.29% |
Historical Sharpe Ratio (5Y) | 0.4902 |
Historical Sortino (5Y) | 0.6479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.96% |