Direxion Dly S&P Oil&Gs Ex&Prd Br 2X ETF (DRIP)
9.165
+0.32
(+3.68%)
USD |
NYSEARCA |
May 10, 16:00
9.165
0.00 (0.00%)
After-Hours: 16:54
DRIP Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.99% |
March 31, 2024 | 99.99% |
February 29, 2024 | 99.99% |
January 31, 2024 | 99.99% |
December 31, 2023 | 99.99% |
November 30, 2023 | 99.99% |
October 31, 2023 | 99.99% |
September 30, 2023 | 99.99% |
August 31, 2023 | 99.98% |
July 31, 2023 | 99.98% |
June 30, 2023 | 99.98% |
May 31, 2023 | 99.98% |
April 30, 2023 | 99.98% |
March 31, 2023 | 99.98% |
February 28, 2023 | 99.98% |
January 31, 2023 | 99.98% |
December 31, 2022 | 99.98% |
November 30, 2022 | 99.98% |
October 31, 2022 | 99.98% |
September 30, 2022 | 99.98% |
August 31, 2022 | 99.98% |
July 31, 2022 | 99.98% |
June 30, 2022 | 99.98% |
May 31, 2022 | 99.98% |
April 30, 2022 | 99.97% |
Date | Value |
---|---|
March 31, 2022 | 99.97% |
February 28, 2022 | 99.95% |
January 31, 2022 | 99.94% |
December 31, 2021 | 99.94% |
November 30, 2021 | 99.94% |
October 31, 2021 | 99.93% |
September 30, 2021 | 99.91% |
August 31, 2021 | 99.90% |
July 31, 2021 | 99.90% |
June 30, 2021 | 99.90% |
May 31, 2021 | 99.87% |
April 30, 2021 | 99.86% |
March 31, 2021 | 99.86% |
February 28, 2021 | 99.83% |
January 31, 2021 | 99.75% |
December 31, 2020 | 99.70% |
November 30, 2020 | 99.67% |
October 31, 2020 | 99.67% |
September 30, 2020 | 99.67% |
August 31, 2020 | 99.67% |
July 31, 2020 | 99.67% |
June 30, 2020 | 99.67% |
May 31, 2020 | 99.38% |
April 30, 2020 | 99.28% |
March 31, 2020 | 97.63% |
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
97.51%
Minimum
May 2019
99.99%
Maximum
Apr 2024
99.45%
Average
99.93%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -50.57 |
Beta (5Y) | -2.005 |
Alpha (vs YCharts Benchmark) (5Y) | -50.57 |
Beta (vs YCharts Benchmark) (5Y) | -2.005 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.0% |
Historical Sharpe Ratio (5Y) | -0.4796 |
Historical Sortino (5Y) | -1.188 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.97% |