Direxion Dly CSI 300 CHN A Shr Bl 2X ETF (CHAU)
14.96
-0.20
(-1.29%)
USD |
NYSEARCA |
May 10, 16:00
14.96
0.00 (0.00%)
After-Hours: 20:00
CHAU Max Drawdown (5Y): 78.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.60% |
| March 31, 2024 | 78.60% |
| February 29, 2024 | 78.60% |
| January 31, 2024 | 77.52% |
| December 31, 2023 | 76.10% |
| November 30, 2023 | 73.80% |
| October 31, 2023 | 76.19% |
| September 30, 2023 | 76.19% |
| August 31, 2023 | 76.19% |
| July 31, 2023 | 76.19% |
| June 30, 2023 | 76.19% |
| May 31, 2023 | 76.19% |
| April 30, 2023 | 76.19% |
| March 31, 2023 | 76.19% |
| February 28, 2023 | 76.19% |
| January 31, 2023 | 76.19% |
| December 31, 2022 | 76.19% |
| November 30, 2022 | 76.19% |
| October 31, 2022 | 76.19% |
| September 30, 2022 | 76.19% |
| August 31, 2022 | 76.19% |
| July 31, 2022 | 76.19% |
| June 30, 2022 | 76.19% |
| May 31, 2022 | 76.19% |
| April 30, 2022 | 76.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.19% |
| February 28, 2022 | 76.19% |
| January 31, 2022 | 76.19% |
| December 31, 2021 | 76.19% |
| November 30, 2021 | 76.19% |
| October 31, 2021 | 76.19% |
| September 30, 2021 | 76.19% |
| August 31, 2021 | 76.19% |
| July 31, 2021 | 76.19% |
| June 30, 2021 | 76.19% |
| May 31, 2021 | 76.19% |
| April 30, 2021 | 76.19% |
| March 31, 2021 | 76.19% |
| February 28, 2021 | 76.19% |
| January 31, 2021 | 76.19% |
| December 31, 2020 | 76.19% |
| November 30, 2020 | 77.35% |
| October 31, 2020 | 77.35% |
| September 30, 2020 | 77.35% |
| August 31, 2020 | 77.35% |
| July 31, 2020 | 77.35% |
| June 30, 2020 | 77.35% |
| May 31, 2020 | 77.35% |
| April 30, 2020 | 77.35% |
| March 31, 2020 | 77.35% |
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
73.80%
Minimum
Nov 2023
78.60%
Maximum
Feb 2024
76.66%
Average
76.19%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Dow30 | 63.13% |
| Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
| ProShares Ultra MSCI Japan | 58.63% |
| ProShares Ultra Health Care | 51.00% |
| ProShares Ultra Industrials | 66.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.53 |
| Beta (5Y) | 0.7866 |
| Alpha (vs YCharts Benchmark) (5Y) | -19.53 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7866 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.97% |
| Historical Sharpe Ratio (5Y) | -0.2504 |
| Historical Sortino (5Y) | -0.4786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |