Direxion Daily Real Estate Bull 3X Shares (DRN)

10.04 +0.06 (+0.65%) USD  |  NYSEARCA  |  Dec 26, 16:00
9.90 -0.14 (-1.44%) After-Hours: 20:00
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DRN Max Drawdown (5Y): 86.32% 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 Real Estate 70.49%
ProShares Ultra Nasdaq Biotechnology 65.85%
Direxion Daily S&P 500 High Beta Bull 3X Shares 88.27%
Direxion Daily Gold Miners Index Bull 2X Shares 96.07%
Direxion Daily Junior Gold Miners Idx Bull 2X Shs 99.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -55.47
Beta (5Y) 3.083
Alpha (vs YCharts Benchmark) (5Y) -46.75
Beta (vs YCharts Benchmark) (5Y) 2.105
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 68.39%
Historical Sharpe Ratio (5Y) -0.209
Historical Sortino (5Y) -0.2689
Monthly Value at Risk (VaR) 5% (5Y Lookback) 32.17%