Direxion Dly CSI CHN Itnet Bull 2X Shrs (CWEB)
33.57
+1.51
(+4.71%)
USD |
NYSEARCA |
Apr 24, 16:00
33.28
-0.29
(-0.86%)
After-Hours: 04:50
CWEB Max Drawdown (5Y): 98.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.09% |
| February 29, 2024 | 98.09% |
| January 31, 2024 | 98.09% |
| December 31, 2023 | 98.09% |
| November 30, 2023 | 98.09% |
| October 31, 2023 | 98.09% |
| September 30, 2023 | 98.09% |
| August 31, 2023 | 98.09% |
| July 31, 2023 | 98.09% |
| June 30, 2023 | 98.09% |
| May 31, 2023 | 98.09% |
| April 30, 2023 | 98.09% |
| March 31, 2023 | 98.09% |
| February 28, 2023 | 98.09% |
| January 31, 2023 | 98.09% |
| December 31, 2022 | 98.09% |
| November 30, 2022 | 98.09% |
| October 31, 2022 | 98.09% |
| September 30, 2022 | 96.43% |
| August 31, 2022 | 96.43% |
| July 31, 2022 | 96.43% |
| June 30, 2022 | 96.43% |
| May 31, 2022 | 96.43% |
| April 30, 2022 | 96.43% |
| March 31, 2022 | 96.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.71% |
| January 31, 2022 | 90.38% |
| December 31, 2021 | 89.88% |
| November 30, 2021 | 85.00% |
| October 31, 2021 | 84.18% |
| September 30, 2021 | 84.18% |
| August 31, 2021 | 84.18% |
| July 31, 2021 | 80.89% |
| June 30, 2021 | 74.48% |
| May 31, 2021 | 74.48% |
| April 30, 2021 | 74.48% |
| March 31, 2021 | 74.48% |
| February 28, 2021 | 74.48% |
| January 31, 2021 | 74.48% |
| December 31, 2020 | 74.48% |
| November 30, 2020 | 74.48% |
| October 31, 2020 | 74.48% |
| September 30, 2020 | 74.48% |
| August 31, 2020 | 74.48% |
| July 31, 2020 | 74.48% |
| June 30, 2020 | 74.48% |
| May 31, 2020 | 74.48% |
| April 30, 2020 | 74.48% |
| March 31, 2020 | 74.48% |
| February 29, 2020 | 74.48% |
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
74.48%
Minimum
Apr 2019
98.09%
Maximum
Oct 2022
85.68%
Average
84.18%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.13 |
| Beta (5Y) | 1.020 |
| Alpha (vs YCharts Benchmark) (5Y) | -51.13 |
| Beta (vs YCharts Benchmark) (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.27% |
| Historical Sharpe Ratio (5Y) | -0.4771 |
| Historical Sortino (5Y) | -0.8739 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.28% |