Direxion Daily S&P 500® Bear 1X ETF (SPDN)
12.16
-0.03
(-0.25%)
USD |
NYSEARCA |
May 17, 16:00
12.18
+0.02
(+0.12%)
After-Hours: 20:00
SPDN Max Drawdown (5Y): 61.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.40% |
March 31, 2024 | 61.40% |
February 29, 2024 | 61.40% |
January 31, 2024 | 61.40% |
December 31, 2023 | 61.40% |
November 30, 2023 | 61.40% |
October 31, 2023 | 61.40% |
September 30, 2023 | 61.40% |
August 31, 2023 | 61.40% |
July 31, 2023 | 61.40% |
June 30, 2023 | 61.40% |
May 31, 2023 | 61.40% |
April 30, 2023 | 61.40% |
March 31, 2023 | 61.40% |
February 28, 2023 | 61.40% |
January 31, 2023 | 61.40% |
December 31, 2022 | 61.40% |
November 30, 2022 | 61.40% |
October 31, 2022 | 61.40% |
September 30, 2022 | 61.40% |
August 31, 2022 | 61.40% |
July 31, 2022 | 61.40% |
June 30, 2022 | 61.40% |
May 31, 2022 | 61.40% |
April 30, 2022 | 61.40% |
Date | Value |
---|---|
March 31, 2022 | 61.40% |
February 28, 2022 | 61.40% |
January 31, 2022 | 61.40% |
December 31, 2021 | 61.40% |
November 30, 2021 | 61.40% |
October 31, 2021 | 61.40% |
September 30, 2021 | 61.40% |
August 31, 2021 | 61.27% |
July 31, 2021 | 60.28% |
June 30, 2021 | 59.86% |
May 31, 2021 | 59.86% |
April 30, 2021 | 59.86% |
March 31, 2021 | 57.72% |
February 28, 2021 | 57.06% |
January 31, 2021 | 56.05% |
December 31, 2020 | 54.77% |
November 30, 2020 | 53.37% |
October 31, 2020 | 51.78% |
September 30, 2020 | 51.78% |
August 31, 2020 | 50.75% |
July 31, 2020 | 47.06% |
June 30, 2020 | 45.89% |
May 31, 2020 | 42.82% |
April 30, 2020 | 42.82% |
March 31, 2020 | 42.82% |
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
34.37%
Minimum
May 2019
61.40%
Maximum
Sep 2021
54.96%
Average
61.40%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
ProShares Short S&P500 | 62.21% |
ProShares UltraPro Short S&P500 | 96.95% |
Direxion Daily S&P 500® Bear 3X ETF | 97.01% |
ProShares UltraShort S&P500 | 88.24% |
Direxion Daily S&P 500® Bull 2X ETF | 59.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.016 |
Beta (5Y) | -0.938 |
Alpha (vs YCharts Benchmark) (5Y) | -4.016 |
Beta (vs YCharts Benchmark) (5Y) | -0.938 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.89% |
Historical Sharpe Ratio (5Y) | -0.766 |
Historical Sortino (5Y) | -1.514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.62% |