Direxion Daily S&P 500® Bull 2X ETF (SPUU)
123.55
+2.11
(+1.74%)
USD |
NYSEARCA |
May 31, 16:00
123.63
+0.08
(+0.06%)
After-Hours: 20:00
SPUU Max Drawdown (5Y): 59.35% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 59.35% |
April 30, 2024 | 59.35% |
March 31, 2024 | 59.35% |
February 29, 2024 | 59.35% |
January 31, 2024 | 59.35% |
December 31, 2023 | 59.35% |
November 30, 2023 | 59.35% |
October 31, 2023 | 59.35% |
September 30, 2023 | 59.35% |
August 31, 2023 | 59.35% |
July 31, 2023 | 59.35% |
June 30, 2023 | 59.35% |
May 31, 2023 | 59.35% |
April 30, 2023 | 59.35% |
March 31, 2023 | 59.35% |
February 28, 2023 | 59.35% |
January 31, 2023 | 59.35% |
December 31, 2022 | 59.35% |
November 30, 2022 | 59.35% |
October 31, 2022 | 59.35% |
September 30, 2022 | 59.35% |
August 31, 2022 | 59.35% |
July 31, 2022 | 59.35% |
June 30, 2022 | 59.35% |
May 31, 2022 | 59.35% |
Date | Value |
---|---|
April 30, 2022 | 59.35% |
March 31, 2022 | 59.35% |
February 28, 2022 | 59.35% |
January 31, 2022 | 59.35% |
December 31, 2021 | 59.35% |
November 30, 2021 | 59.35% |
October 31, 2021 | 59.35% |
September 30, 2021 | 59.35% |
August 31, 2021 | 59.35% |
July 31, 2021 | 59.35% |
June 30, 2021 | 59.35% |
May 31, 2021 | 59.35% |
April 30, 2021 | 59.35% |
March 31, 2021 | 59.35% |
February 28, 2021 | 59.35% |
January 31, 2021 | 59.35% |
December 31, 2020 | 59.35% |
November 30, 2020 | 59.35% |
October 31, 2020 | 59.35% |
September 30, 2020 | 59.35% |
August 31, 2020 | 59.35% |
July 31, 2020 | 59.35% |
June 30, 2020 | 59.35% |
May 31, 2020 | 59.35% |
April 30, 2020 | 59.35% |
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
36.11%
Minimum
Jun 2019
59.35%
Maximum
Mar 2020
55.86%
Average
59.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares Ultra S&P500 | 59.34% |
ProShares UltraPro S&P500 | 76.82% |
Direxion Daily S&P500® Bull 3X ETF | 76.86% |
ProShares UltraPro Short S&P500 | 96.95% |
Direxion Daily S&P 500® Bear 3X ETF | 97.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.313 |
Beta (5Y) | 2.049 |
Alpha (vs YCharts Benchmark) (5Y) | -6.313 |
Beta (vs YCharts Benchmark) (5Y) | 2.049 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.53% |
Historical Sharpe Ratio (5Y) | 0.5798 |
Historical Sortino (5Y) | 0.6665 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |