Direxion Daily CSI China Internet Idx Bull 2X ETF (CWEB)
17.93
+1.53
(+9.33%)
USD |
NYSEARCA |
Nov 04, 14:44
CWEB Max Drawdown (5Y) : 98.09% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 98.09% |
| September 30, 2026 | 98.09% |
| August 31, 2026 | 98.09% |
| July 31, 2026 | 98.09% |
| June 30, 2026 | 98.09% |
| May 31, 2026 | 98.09% |
| April 30, 2026 | 98.09% |
| March 31, 2026 | 98.09% |
| February 28, 2026 | 98.09% |
| January 31, 2026 | 98.09% |
| December 31, 2025 | 98.09% |
| November 30, 2025 | 98.09% |
| October 31, 2025 | 98.09% |
| September 30, 2025 | 98.09% |
| August 31, 2025 | 98.09% |
| July 31, 2025 | 98.09% |
| June 30, 2025 | 98.09% |
| May 31, 2025 | 98.09% |
| April 30, 2025 | 98.09% |
| March 31, 2025 | 98.09% |
| February 28, 2025 | 98.09% |
| January 31, 2025 | 98.09% |
| December 31, 2024 | 98.09% |
| November 30, 2024 | 98.09% |
| October 31, 2024 | 98.09% |
| Date | Value |
|---|---|
| September 30, 2024 | 98.09% |
| August 31, 2024 | 98.09% |
| July 31, 2024 | 98.09% |
| June 30, 2024 | 98.09% |
| May 31, 2024 | 98.09% |
| April 30, 2024 | 98.09% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Direxion Daily Energy Bull 2X ETF | 93.29% |
| ProShares Ultra Health Care | 36.08% |
| Direxion Daily Healthcare Bull 3X ETF | 52.25% |
| Direxion Daily MSCI Brazil Bull 2X ETF | 97.19% |
| ProShares Ultra Dow30 | 40.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.48 |
| Beta (5Y) | 0.7837 |
| Alpha (vs YCharts Benchmark) (5Y) | -42.81 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.62% |
| Historical Sharpe Ratio (5Y) | -0.5348 |
| Historical Sortino (5Y) | -1.167 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.75% |