Direxion Daily Cnsmr Discret Bull 3X ETF (WANT)
30.00
+0.52
(+1.76%)
USD |
NYSEARCA |
May 31, 16:00
31.10
+1.10
(+3.67%)
After-Hours: 20:00
WANT Max Drawdown (5Y): 85.89% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 85.89% |
April 30, 2024 | 85.89% |
March 31, 2024 | 85.89% |
February 29, 2024 | 85.89% |
January 31, 2024 | 85.89% |
December 31, 2023 | 85.89% |
November 30, 2023 | 85.89% |
October 31, 2023 | 85.89% |
September 30, 2023 | 85.89% |
August 31, 2023 | 85.89% |
July 31, 2023 | 85.89% |
June 30, 2023 | 85.89% |
May 31, 2023 | 85.89% |
April 30, 2023 | 85.89% |
March 31, 2023 | 85.89% |
February 28, 2023 | 85.89% |
January 31, 2023 | 85.89% |
December 31, 2022 | 85.89% |
November 30, 2022 | 83.21% |
October 31, 2022 | 81.44% |
September 30, 2022 | 79.60% |
August 31, 2022 | 79.60% |
July 31, 2022 | 79.60% |
June 30, 2022 | 79.60% |
May 31, 2022 | 77.07% |
Date | Value |
---|---|
April 30, 2022 | 76.09% |
March 31, 2022 | 76.09% |
February 28, 2022 | 76.09% |
January 31, 2022 | 76.09% |
December 31, 2021 | 76.09% |
November 30, 2021 | 76.09% |
October 31, 2021 | 76.09% |
September 30, 2021 | 76.09% |
August 31, 2021 | 76.09% |
July 31, 2021 | 76.09% |
June 30, 2021 | 76.09% |
May 31, 2021 | 76.09% |
April 30, 2021 | 76.09% |
March 31, 2021 | 76.09% |
February 28, 2021 | 76.09% |
January 31, 2021 | 76.09% |
December 31, 2020 | 76.09% |
November 30, 2020 | 76.09% |
October 31, 2020 | 76.09% |
September 30, 2020 | 76.09% |
August 31, 2020 | 76.09% |
July 31, 2020 | 76.09% |
June 30, 2020 | 76.09% |
May 31, 2020 | 76.09% |
April 30, 2020 | 76.09% |
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
40.85%
Minimum
Jun 2019
85.89%
Maximum
Dec 2022
74.20%
Average
76.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.56 |
Beta (5Y) | 3.726 |
Alpha (vs YCharts Benchmark) (5Y) | -49.56 |
Beta (vs YCharts Benchmark) (5Y) | 3.726 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.84% |
Historical Sharpe Ratio (5Y) | 0.0198 |
Historical Sortino (5Y) | 0.0307 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.54% |