Direxion Daily MSCI Emerging Markets Bull 3x Shs (EDC)

30.58 +0.64 (+2.14%) USD  |  NYSEARCA  |  Dec 24, 16:00
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EDC Max Drawdown (5Y): 87.05% 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 MSCI Emg Mkts 69.06%
ProShares Ultra Consumer Discretionary 61.77%
ProShares Ultra Industrials 66.48%
Direxion Daily FTSE Europe Bull 3X Shares 84.65%
Direxion Daily MSCI Mexico Bull 3X Shares 95.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -45.66
Beta (5Y) 2.173
Alpha (vs YCharts Benchmark) (5Y) -38.97
Beta (vs YCharts Benchmark) (5Y) 1.448
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 58.31%
Historical Sharpe Ratio (5Y) -0.2853
Historical Sortino (5Y) -0.4119
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.47%