Direxion Daily Real Estate Bear 3X ETF (DRV)
44.37
-0.06
(-0.14%)
USD |
NYSEARCA |
Apr 26, 16:00
44.37
0.00 (0.00%)
After-Hours: 19:30
DRV Max Drawdown (5Y): 96.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.02% |
February 29, 2024 | 96.02% |
January 31, 2024 | 96.02% |
December 31, 2023 | 96.02% |
November 30, 2023 | 96.02% |
October 31, 2023 | 96.02% |
September 30, 2023 | 96.02% |
August 31, 2023 | 96.02% |
July 31, 2023 | 96.02% |
June 30, 2023 | 96.02% |
May 31, 2023 | 96.02% |
April 30, 2023 | 96.02% |
March 31, 2023 | 96.02% |
February 28, 2023 | 96.02% |
January 31, 2023 | 96.02% |
December 31, 2022 | 96.02% |
November 30, 2022 | 96.02% |
October 31, 2022 | 96.02% |
September 30, 2022 | 96.02% |
August 31, 2022 | 96.02% |
July 31, 2022 | 96.02% |
June 30, 2022 | 96.02% |
May 31, 2022 | 96.02% |
April 30, 2022 | 96.02% |
March 31, 2022 | 95.77% |
Date | Value |
---|---|
February 28, 2022 | 95.77% |
January 31, 2022 | 95.77% |
December 31, 2021 | 95.77% |
November 30, 2021 | 94.92% |
October 31, 2021 | 94.92% |
September 30, 2021 | 94.92% |
August 31, 2021 | 94.57% |
July 31, 2021 | 94.24% |
June 30, 2021 | 95.23% |
May 31, 2021 | 96.33% |
April 30, 2021 | 96.83% |
March 31, 2021 | 96.83% |
February 28, 2021 | 96.83% |
January 31, 2021 | 96.83% |
December 31, 2020 | 96.83% |
November 30, 2020 | 96.83% |
October 31, 2020 | 96.83% |
September 30, 2020 | 96.83% |
August 31, 2020 | 96.83% |
July 31, 2020 | 96.83% |
June 30, 2020 | 96.83% |
May 31, 2020 | 96.83% |
April 30, 2020 | 96.83% |
March 31, 2020 | 96.83% |
February 29, 2020 | 97.23% |
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
94.24%
Minimum
Jul 2021
98.77%
Maximum
Apr 2019
96.45%
Average
96.02%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.000 |
Beta (5Y) | -2.444 |
Alpha (vs YCharts Benchmark) (5Y) | -6.000 |
Beta (vs YCharts Benchmark) (5Y) | -2.444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.55% |
Historical Sharpe Ratio (5Y) | -0.5085 |
Historical Sortino (5Y) | -1.104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.68% |