Direxion Daily Real Estate Bear 3X ETF (DRV)
26.03
-0.06
(-0.23%)
USD |
NYSEARCA |
Nov 15, 16:00
25.99
-0.04
(-0.15%)
After-Hours: 20:00
DRV Max Drawdown (5Y): 96.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.41% |
| September 30, 2024 | 96.41% |
| August 31, 2024 | 96.02% |
| July 31, 2024 | 96.02% |
| June 30, 2024 | 96.02% |
| May 31, 2024 | 96.02% |
| April 30, 2024 | 96.02% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
97.76%
Maximum
Nov 2019
96.19%
Average
96.02%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.90 |
| Beta (5Y) | -2.804 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.94 |
| Beta (vs YCharts Benchmark) (5Y) | -1.709 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.86% |
| Historical Sharpe Ratio (5Y) | -0.5054 |
| Historical Sortino (5Y) | -1.136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.68% |