Direxion Daily Real Estate Bull 3X ETF (DRN)
8.68
+0.47
(+5.72%)
USD |
NYSEARCA |
Oct 09, 16:00
8.675
0.00 (0.00%)
After-Hours: 20:00
DRN Max Drawdown (5Y) : 82.11% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 82.11% |
| August 31, 2026 | 82.11% |
| July 31, 2026 | 82.11% |
| June 30, 2026 | 82.11% |
| May 31, 2026 | 82.11% |
| April 30, 2026 | 82.11% |
| March 31, 2026 | 82.11% |
| February 28, 2026 | 82.11% |
| January 31, 2026 | 82.11% |
| December 31, 2025 | 82.11% |
| November 30, 2025 | 82.11% |
| October 31, 2025 | 82.11% |
| September 30, 2025 | 82.11% |
| August 31, 2025 | 82.11% |
| July 31, 2025 | 82.11% |
| June 30, 2025 | 82.11% |
| May 31, 2025 | 82.11% |
| April 30, 2025 | 82.11% |
| March 31, 2025 | 82.11% |
| February 28, 2025 | 86.32% |
| January 31, 2025 | 86.32% |
| December 31, 2024 | 86.32% |
| November 30, 2024 | 86.32% |
| October 31, 2024 | 86.32% |
| September 30, 2024 | 86.32% |
| Date | Value |
|---|---|
| August 31, 2024 | 86.32% |
| July 31, 2024 | 86.32% |
| June 30, 2024 | 86.32% |
| May 31, 2024 | 86.32% |
| April 30, 2024 | 86.32% |
| March 31, 2024 | 86.32% |
| February 29, 2024 | 86.32% |
| January 31, 2024 | 86.32% |
| December 31, 2023 | 86.32% |
| November 30, 2023 | 86.32% |
| October 31, 2023 | 86.32% |
| September 30, 2023 | 86.32% |
| August 31, 2023 | 86.32% |
| July 31, 2023 | 86.32% |
| June 30, 2023 | 86.32% |
| May 31, 2023 | 86.32% |
| April 30, 2023 | 86.32% |
| March 31, 2023 | 86.32% |
| February 28, 2023 | 86.32% |
| January 31, 2023 | 86.32% |
| December 31, 2022 | 86.32% |
| November 30, 2022 | 86.32% |
| October 31, 2022 | 86.32% |
| September 30, 2022 | 86.32% |
| August 31, 2022 | 86.32% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Energy | 66.65% |
| ProShares Ultra Health Care | 36.08% |
| ProShares Ultra Industrials | 48.25% |
| ProShares Ultra Materials | 48.24% |
| Direxion Daily MSCI India Bull 2X ETF | 64.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.81 |
| Beta (5Y) | 2.838 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.23 |
| Beta (vs YCharts Benchmark) (5Y) | 1.690 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.03% |
| Historical Sharpe Ratio (5Y) | -0.3348 |
| Historical Sortino (5Y) | -0.5327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.32% |