Direxion Daily MSCI Brazil Bull 2X Shares (BRZU)

42.31 -0.28 (-0.66%) USD  |  NYSEARCA  |  Dec 26, 16:00
42.26 -0.05 (-0.12%) After-Hours: 20:00
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BRZU Max Drawdown (5Y): 98.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra Dow30 63.13%
Direxion Daily Energy Bull 2x Shares 99.07%
Direxion Daily Healthcare Bull 3X Shares 69.19%
MAX S&P 500 4X Leveraged ETN --
ProShares Ultra Energy 93.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -77.55
Beta (5Y) 2.475
Alpha (vs YCharts Benchmark) (5Y) -69.16
Beta (vs YCharts Benchmark) (5Y) 1.600
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 77.78%
Historical Sharpe Ratio (5Y) -0.572
Historical Sortino (5Y) -0.7558
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.78%