Direxion Dly Industrials Bull 3X ShsETF (DUSL)
69.58
-3.59
(-4.91%)
USD |
NYSEARCA |
Nov 14, 16:00
69.51
-0.07
(-0.10%)
Pre-Market: 20:00
DUSL Max Drawdown (5Y): 85.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.74% |
| September 30, 2024 | 85.74% |
| August 31, 2024 | 85.74% |
| July 31, 2024 | 85.74% |
| June 30, 2024 | 85.74% |
| May 31, 2024 | 85.74% |
| April 30, 2024 | 85.74% |
| March 31, 2024 | 85.74% |
| February 29, 2024 | 85.74% |
| January 31, 2024 | 85.74% |
| December 31, 2023 | 85.74% |
| November 30, 2023 | 85.74% |
| October 31, 2023 | 85.74% |
| September 30, 2023 | 85.74% |
| August 31, 2023 | 85.74% |
| July 31, 2023 | 85.74% |
| June 30, 2023 | 85.74% |
| May 31, 2023 | 85.74% |
| April 30, 2023 | 85.74% |
| March 31, 2023 | 85.74% |
| February 28, 2023 | 85.74% |
| January 31, 2023 | 85.74% |
| December 31, 2022 | 85.74% |
| November 30, 2022 | 85.74% |
| October 31, 2022 | 85.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.74% |
| August 31, 2022 | 85.74% |
| July 31, 2022 | 85.74% |
| June 30, 2022 | 85.74% |
| May 31, 2022 | 85.74% |
| April 30, 2022 | 85.74% |
| March 31, 2022 | 85.74% |
| February 28, 2022 | 85.74% |
| January 31, 2022 | 85.74% |
| December 31, 2021 | 85.74% |
| November 30, 2021 | 85.74% |
| October 31, 2021 | 85.74% |
| September 30, 2021 | 85.74% |
| August 31, 2021 | 85.74% |
| July 31, 2021 | 85.74% |
| June 30, 2021 | 85.74% |
| May 31, 2021 | 85.74% |
| April 30, 2021 | 85.74% |
| March 31, 2021 | 85.74% |
| February 28, 2021 | 85.74% |
| January 31, 2021 | 85.74% |
| December 31, 2020 | 85.74% |
| November 30, 2020 | 85.74% |
| October 31, 2020 | 85.74% |
| September 30, 2020 | 85.74% |
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
62.05%
Minimum
Nov 2019
85.74%
Maximum
Mar 2020
84.16%
Average
85.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.39 |
| Beta (5Y) | 3.282 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.60 |
| Beta (vs YCharts Benchmark) (5Y) | 2.141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.27% |
| Historical Sharpe Ratio (5Y) | 0.1864 |
| Historical Sortino (5Y) | 0.2465 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.38% |