Direxion Daily Semicondct Bear 3X ETF (SOXS)
27.77
-1.92
(-6.47%)
USD |
NYSEARCA |
May 20, 16:00
27.71
-0.06
(-0.22%)
After-Hours: 20:00
SOXS Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.97% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.96% |
October 31, 2023 | 99.96% |
September 30, 2023 | 99.96% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.96% |
June 30, 2023 | 99.96% |
May 31, 2023 | 99.96% |
April 30, 2023 | 99.96% |
March 31, 2023 | 99.96% |
February 28, 2023 | 99.96% |
January 31, 2023 | 99.96% |
December 31, 2022 | 99.96% |
November 30, 2022 | 99.96% |
October 31, 2022 | 99.96% |
September 30, 2022 | 99.96% |
August 31, 2022 | 99.96% |
July 31, 2022 | 99.96% |
June 30, 2022 | 99.96% |
May 31, 2022 | 99.96% |
April 30, 2022 | 99.96% |
Date | Value |
---|---|
March 31, 2022 | 99.96% |
February 28, 2022 | 99.96% |
January 31, 2022 | 99.96% |
December 31, 2021 | 99.96% |
November 30, 2021 | 99.96% |
October 31, 2021 | 99.96% |
September 30, 2021 | 99.96% |
August 31, 2021 | 99.96% |
July 31, 2021 | 99.96% |
June 30, 2021 | 99.96% |
May 31, 2021 | 99.96% |
April 30, 2021 | 99.96% |
March 31, 2021 | 99.96% |
February 28, 2021 | 99.96% |
January 31, 2021 | 99.95% |
December 31, 2020 | 99.95% |
November 30, 2020 | 99.94% |
October 31, 2020 | 99.92% |
September 30, 2020 | 99.90% |
August 31, 2020 | 99.89% |
July 31, 2020 | 99.87% |
June 30, 2020 | 99.86% |
May 31, 2020 | 99.82% |
April 30, 2020 | 99.79% |
March 31, 2020 | 99.60% |
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
99.40%
Minimum
May 2019
99.97%
Maximum
Mar 2024
99.86%
Average
99.96%
Median
May 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.93 |
Beta (5Y) | -3.564 |
Alpha (vs YCharts Benchmark) (5Y) | -38.93 |
Beta (vs YCharts Benchmark) (5Y) | -3.564 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.25% |
Historical Sharpe Ratio (5Y) | -0.9447 |
Historical Sortino (5Y) | -1.737 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.60% |