Direxion Daily Regional Bnks Bull 3X ETF (DPST)
144.79
-2.44
(-1.66%)
USD |
NYSEARCA |
Nov 14, 16:00
141.87
-2.92
(-2.02%)
After-Hours: 04:21
DPST Max Drawdown (5Y): 97.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.52% |
| September 30, 2024 | 97.52% |
| August 31, 2024 | 97.52% |
| July 31, 2024 | 97.52% |
| June 30, 2024 | 97.52% |
| May 31, 2024 | 97.52% |
| April 30, 2024 | 97.52% |
| March 31, 2024 | 97.52% |
| February 29, 2024 | 97.52% |
| January 31, 2024 | 97.52% |
| December 31, 2023 | 97.52% |
| November 30, 2023 | 97.52% |
| October 31, 2023 | 97.52% |
| September 30, 2023 | 97.52% |
| August 31, 2023 | 97.52% |
| July 31, 2023 | 97.52% |
| June 30, 2023 | 97.52% |
| May 31, 2023 | 97.52% |
| April 30, 2023 | 96.21% |
| March 31, 2023 | 96.01% |
| February 28, 2023 | 95.88% |
| January 31, 2023 | 95.88% |
| December 31, 2022 | 95.88% |
| November 30, 2022 | 95.88% |
| October 31, 2022 | 95.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.88% |
| August 31, 2022 | 95.88% |
| July 31, 2022 | 95.88% |
| June 30, 2022 | 95.88% |
| May 31, 2022 | 95.88% |
| April 30, 2022 | 95.88% |
| March 31, 2022 | 95.88% |
| February 28, 2022 | 95.88% |
| January 31, 2022 | 95.88% |
| December 31, 2021 | 95.88% |
| November 30, 2021 | 95.88% |
| October 31, 2021 | 95.88% |
| September 30, 2021 | 95.88% |
| August 31, 2021 | 95.88% |
| July 31, 2021 | 95.88% |
| June 30, 2021 | 95.88% |
| May 31, 2021 | 95.88% |
| April 30, 2021 | 95.88% |
| March 31, 2021 | 95.88% |
| February 28, 2021 | 95.88% |
| January 31, 2021 | 95.88% |
| December 31, 2020 | 95.88% |
| November 30, 2020 | 95.88% |
| October 31, 2020 | 95.88% |
| September 30, 2020 | 95.88% |
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
71.34%
Minimum
Nov 2019
97.52%
Maximum
May 2023
94.74%
Average
95.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Financials | 69.99% |
| ProShares Ultra Technology | 67.55% |
| ProShares Ultra Russell2000 | 71.47% |
| Direxion Daily Retail Bull 3X ETF | 91.54% |
| Direxion Daily Gold Miners Bull 2X ETF | 96.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.51 |
| Beta (5Y) | 2.866 |
| Alpha (vs YCharts Benchmark) (5Y) | -65.37 |
| Beta (vs YCharts Benchmark) (5Y) | 2.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 102.6% |
| Historical Sharpe Ratio (5Y) | -0.3364 |
| Historical Sortino (5Y) | -0.5543 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.29% |