Direxion Daily Healthcare Bull 3X ETF (CURE)
105.00
-0.32
(-0.30%)
USD |
NYSEARCA |
Apr 26, 12:46
CURE Max Drawdown (5Y): 69.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 69.19% |
February 29, 2024 | 69.19% |
January 31, 2024 | 69.19% |
December 31, 2023 | 69.19% |
November 30, 2023 | 69.19% |
October 31, 2023 | 69.19% |
September 30, 2023 | 69.19% |
August 31, 2023 | 69.19% |
July 31, 2023 | 69.19% |
June 30, 2023 | 69.19% |
May 31, 2023 | 69.19% |
April 30, 2023 | 69.19% |
March 31, 2023 | 69.19% |
February 28, 2023 | 69.19% |
January 31, 2023 | 69.19% |
December 31, 2022 | 69.19% |
November 30, 2022 | 69.19% |
October 31, 2022 | 69.19% |
September 30, 2022 | 69.19% |
August 31, 2022 | 69.19% |
July 31, 2022 | 69.19% |
June 30, 2022 | 69.19% |
May 31, 2022 | 69.19% |
April 30, 2022 | 69.19% |
March 31, 2022 | 69.19% |
Date | Value |
---|---|
February 28, 2022 | 69.19% |
January 31, 2022 | 69.19% |
December 31, 2021 | 69.19% |
November 30, 2021 | 69.19% |
October 31, 2021 | 69.19% |
September 30, 2021 | 69.19% |
August 31, 2021 | 69.19% |
July 31, 2021 | 69.19% |
June 30, 2021 | 69.19% |
May 31, 2021 | 69.19% |
April 30, 2021 | 69.19% |
March 31, 2021 | 69.19% |
February 28, 2021 | 69.19% |
January 31, 2021 | 69.19% |
December 31, 2020 | 69.19% |
November 30, 2020 | 69.19% |
October 31, 2020 | 69.19% |
September 30, 2020 | 69.19% |
August 31, 2020 | 69.19% |
July 31, 2020 | 69.19% |
June 30, 2020 | 69.19% |
May 31, 2020 | 69.19% |
April 30, 2020 | 69.19% |
March 31, 2020 | 69.19% |
February 29, 2020 | 48.54% |
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
48.54%
Minimum
Apr 2019
69.19%
Maximum
Mar 2020
65.40%
Average
69.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares Ultra Health Care | 51.00% |
ProShares UltraShort Health Care | 87.58% |
ProShares Ultra Dow30 | 63.13% |
ProShares Ultra Financials | 69.99% |
Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.00 |
Beta (5Y) | 2.110 |
Alpha (vs YCharts Benchmark) (5Y) | -11.00 |
Beta (vs YCharts Benchmark) (5Y) | 2.110 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.57% |
Historical Sharpe Ratio (5Y) | 0.3273 |
Historical Sortino (5Y) | 0.5199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.40% |