Direxion Daily CSI 300 China A Share Bull 2X Shs (CHAU)

15.30 +0.08 (+0.56%) USD  |  NYSEARCA  |  Dec 26, 16:00
15.30 0.00 (0.00%) After-Hours: 20:00
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CHAU Max Drawdown (5Y): 78.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Direxion Daily S&P 500 Bull 2X Shares 59.35%
Direxion Daily CSI China Internet Idx Bull 2X Shs 98.09%
ProShares Ultra S&P500 59.34%
Direxion Daily MSCI Emerging Markets Bull 3x Shs 87.05%
ProShares Ultra MSCI Japan 58.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.76
Beta (5Y) 0.6702
Alpha (vs YCharts Benchmark) (5Y) -15.31
Beta (vs YCharts Benchmark) (5Y) 0.5515
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.57%
Historical Sharpe Ratio (5Y) -0.1374
Historical Sortino (5Y) -0.3001
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.89%