Direxion Daily Regional Bnks Bull 3X ETF (DPST)
63.22
+3.14
(+5.23%)
USD |
NYSEARCA |
Apr 19, 11:26
DPST Max Drawdown (5Y): 97.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 95.88% |
| July 31, 2020 | 95.88% |
| June 30, 2020 | 95.88% |
| May 31, 2020 | 95.88% |
| April 30, 2020 | 95.88% |
| March 31, 2020 | 95.88% |
| February 29, 2020 | 71.34% |
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
Apr 2019
97.52%
Maximum
May 2023
91.69%
Average
95.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Financials | 69.99% |
| Direxion Daily Financial Bull 3X ETF | 85.99% |
| ProShares Ultra Technology | 67.55% |
| ProShares Ultra Semiconductors | 77.85% |
| Direxion Daily Retail Bull 3X ETF | 91.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.17 |
| Beta (5Y) | 3.015 |
| Alpha (vs YCharts Benchmark) (5Y) | -77.17 |
| Beta (vs YCharts Benchmark) (5Y) | 3.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.97% |
| Historical Sharpe Ratio (5Y) | -0.3782 |
| Historical Sortino (5Y) | -0.607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.29% |