Direxion Dly Aerospace&Def Bl 3X ShsETF (DFEN)
24.69
+0.27
(+1.11%)
USD |
NYSEARCA |
Apr 25, 16:00
24.60
-0.09
(-0.36%)
Pre-Market: 08:26
DFEN Max Drawdown (5Y): 91.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 91.36% |
February 29, 2024 | 91.36% |
January 31, 2024 | 91.36% |
December 31, 2023 | 91.36% |
November 30, 2023 | 91.36% |
October 31, 2023 | 91.36% |
September 30, 2023 | 91.36% |
August 31, 2023 | 91.36% |
July 31, 2023 | 91.36% |
June 30, 2023 | 91.36% |
May 31, 2023 | 91.36% |
April 30, 2023 | 91.36% |
March 31, 2023 | 91.36% |
February 28, 2023 | 91.36% |
January 31, 2023 | 91.36% |
December 31, 2022 | 91.36% |
November 30, 2022 | 91.36% |
October 31, 2022 | 91.36% |
September 30, 2022 | 91.36% |
August 31, 2022 | 91.36% |
July 31, 2022 | 91.36% |
June 30, 2022 | 91.36% |
May 31, 2022 | 91.36% |
April 30, 2022 | 91.36% |
March 31, 2022 | 91.36% |
Date | Value |
---|---|
February 28, 2022 | 91.36% |
January 31, 2022 | 91.36% |
December 31, 2021 | 91.36% |
November 30, 2021 | 91.36% |
October 31, 2021 | 91.36% |
September 30, 2021 | 91.36% |
August 31, 2021 | 91.36% |
July 31, 2021 | 91.36% |
June 30, 2021 | 91.36% |
May 31, 2021 | 91.36% |
April 30, 2021 | 91.36% |
March 31, 2021 | 91.36% |
February 28, 2021 | 91.36% |
January 31, 2021 | 91.36% |
December 31, 2020 | 91.36% |
November 30, 2020 | 91.36% |
October 31, 2020 | 91.36% |
September 30, 2020 | 91.36% |
August 31, 2020 | 91.36% |
July 31, 2020 | 91.36% |
June 30, 2020 | 91.36% |
May 31, 2020 | 91.36% |
April 30, 2020 | 91.36% |
March 31, 2020 | 91.36% |
February 29, 2020 | 61.07% |
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
61.07%
Minimum
Apr 2019
91.36%
Maximum
Mar 2020
85.81%
Average
91.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -48.07 |
Beta (5Y) | 2.863 |
Alpha (vs YCharts Benchmark) (5Y) | -48.07 |
Beta (vs YCharts Benchmark) (5Y) | 2.863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.27% |
Historical Sharpe Ratio (5Y) | -0.148 |
Historical Sortino (5Y) | -0.1932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.12% |