Direxion Daily MSCI Brazil Bull 2X ETF (BRZU)
59.68
-0.49
(-0.81%)
USD |
NYSEARCA |
Nov 14, 16:00
60.20
+0.52
(+0.87%)
Pre-Market: 08:32
BRZU Max Drawdown (5Y): 98.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.11% |
| September 30, 2024 | 98.11% |
| August 31, 2024 | 98.11% |
| July 31, 2024 | 98.11% |
| June 30, 2024 | 98.11% |
| May 31, 2024 | 98.11% |
| April 30, 2024 | 98.11% |
| March 31, 2024 | 98.11% |
| February 29, 2024 | 98.11% |
| January 31, 2024 | 98.11% |
| December 31, 2023 | 98.11% |
| November 30, 2023 | 98.11% |
| October 31, 2023 | 98.11% |
| September 30, 2023 | 98.11% |
| August 31, 2023 | 98.11% |
| July 31, 2023 | 98.11% |
| June 30, 2023 | 98.11% |
| May 31, 2023 | 98.11% |
| April 30, 2023 | 98.11% |
| March 31, 2023 | 98.11% |
| February 28, 2023 | 98.11% |
| January 31, 2023 | 98.11% |
| December 31, 2022 | 98.11% |
| November 30, 2022 | 98.11% |
| October 31, 2022 | 98.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.11% |
| August 31, 2022 | 98.11% |
| July 31, 2022 | 98.11% |
| June 30, 2022 | 98.11% |
| May 31, 2022 | 98.11% |
| April 30, 2022 | 98.11% |
| March 31, 2022 | 98.11% |
| February 28, 2022 | 98.11% |
| January 31, 2022 | 98.11% |
| December 31, 2021 | 98.11% |
| November 30, 2021 | 98.11% |
| October 31, 2021 | 98.11% |
| September 30, 2021 | 98.11% |
| August 31, 2021 | 98.11% |
| July 31, 2021 | 98.11% |
| June 30, 2021 | 98.11% |
| May 31, 2021 | 98.11% |
| April 30, 2021 | 98.11% |
| March 31, 2021 | 98.11% |
| February 28, 2021 | 98.11% |
| January 31, 2021 | 98.11% |
| December 31, 2020 | 98.11% |
| November 30, 2020 | 98.13% |
| October 31, 2020 | 98.42% |
| September 30, 2020 | 98.42% |
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
98.11%
Minimum
Dec 2020
98.42%
Maximum
Nov 2019
98.18%
Average
98.11%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.78 |
| Beta (5Y) | 2.524 |
| Alpha (vs YCharts Benchmark) (5Y) | -67.67 |
| Beta (vs YCharts Benchmark) (5Y) | 1.644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.00% |
| Historical Sharpe Ratio (5Y) | -0.5666 |
| Historical Sortino (5Y) | -0.7443 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.78% |