Direxion Daily Real Estate Bear 3X ETF (DRV)
36.63
+0.79 (+2.20%)
USD |
NYSEARCA |
Aug 18, 16:00
36.68
+0.05 (+0.14%)
After-Hours: 20:00
DRV Max Drawdown (5Y): 96.02% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 96.83% |
| July 31, 2020 | 96.83% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 97.71% |
| December 31, 2019 | 97.76% |
| November 30, 2019 | 97.76% |
| October 31, 2019 | 97.79% |
| September 30, 2019 | 98.28% |
| August 31, 2019 | 98.28% |
| July 31, 2019 | 98.28% |
| June 30, 2019 | 98.41% |
| May 31, 2019 | 98.55% |
| April 30, 2019 | 98.77% |
| March 31, 2019 | 98.94% |
| February 28, 2019 | 99.37% |
| January 31, 2019 | 99.37% |
| December 31, 2018 | 99.37% |
| November 30, 2018 | 99.37% |
| October 31, 2018 | 99.37% |
| September 30, 2018 | 99.37% |
| August 31, 2018 | 99.37% |
| July 31, 2018 | 99.37% |
| June 30, 2018 | 99.37% |
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
99.37%
Maximum
Aug 2017
97.56%
Average
97.47%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.29 |
| Beta (5Y) | -1.999 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.10% |
| Historical Sharpe Ratio (5Y) | -0.5325 |
| Historical Sortino (5Y) | -1.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.33% |