Direxion Daily Regional Banks Bull 3X Shares (DPST)

114.16 +0.46 (+0.40%) USD  |  NYSEARCA  |  Dec 26, 13:55
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DPST Max Drawdown (5Y): 97.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra Financials 69.99%
ProShares Ultra Technology 67.55%
ProShares Ultra Russell2000 71.47%
Direxion Daily Retail Bull 3X Shares 91.54%
Direxion Daily Pharmaceutical & Medical Bl 3X Shs 84.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -70.53
Beta (5Y) 2.939
Alpha (vs YCharts Benchmark) (5Y) -65.29
Beta (vs YCharts Benchmark) (5Y) 2.206
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 103.9%
Historical Sharpe Ratio (5Y) -0.301
Historical Sortino (5Y) -0.4989
Monthly Value at Risk (VaR) 5% (5Y Lookback) 39.29%