CHAU Max Drawdown (Since Inception) Analysis

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

15.01 +0.05 (+0.33%) USD | NYSEARCA | Dec 20, 16:00

15.04 +0.03 (+0.20%) Pre-Market: 20:00

Max Drawdown (Since Inception) Chart

View Max Drawdown (Since Inception) for CHAU.
Upgrade now.

Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

View Max Drawdown (Since Inception) Chart

Start Trial

Historical Data

View Historical Data

Start Trial

Max Drawdown Definition

View Max Drawdown Definition

Start Trial

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.

Read full definition.

Max Drawdown (Since Inception) Range, Past 5 Years

View Max Drawdown (Since Inception) Range, Past 5 Years

Start Trial

Minimum

Maximum

Average

Median

Max Drawdown (Since Inception) Benchmarks

View Max Drawdown (Since Inception) Benchmarks

Start Trial

Direxion Daily S&P 500 Bull 2X Shares	Upgrade
Direxion Daily CSI China Internet Idx Bull 2X Shs	Upgrade
ProShares Ultra S&P500	Upgrade
Direxion Daily MSCI Emerging Markets Bull 3x Shs	Upgrade
ProShares Ultra MSCI Japan	Upgrade

Max Drawdown (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade