Direxion Daily MSCI Em Mkts Bull 3X ETF (EDC)
39.45
+1.18 (+3.08%)
USD |
NYSEARCA |
Aug 12, 16:00
39.40
-0.05 (-0.13%)
After-Hours: 20:00
EDC Max Drawdown (5Y): 86.64% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 86.64% |
June 30, 2022 | 86.64% |
May 31, 2022 | 86.64% |
April 30, 2022 | 86.64% |
March 31, 2022 | 86.64% |
February 28, 2022 | 86.64% |
January 31, 2022 | 86.64% |
December 31, 2021 | 86.64% |
November 30, 2021 | 86.64% |
October 31, 2021 | 86.64% |
September 30, 2021 | 86.64% |
August 31, 2021 | 86.64% |
July 31, 2021 | 86.64% |
June 30, 2021 | 86.64% |
May 31, 2021 | 86.64% |
April 30, 2021 | 86.64% |
March 31, 2021 | 86.64% |
February 28, 2021 | 86.64% |
January 31, 2021 | 86.64% |
December 31, 2020 | 86.64% |
November 30, 2020 | 89.16% |
October 31, 2020 | 89.59% |
September 30, 2020 | 89.59% |
August 31, 2020 | 89.59% |
July 31, 2020 | 89.59% |
Date | Value |
---|---|
June 30, 2020 | 89.59% |
May 31, 2020 | 89.59% |
April 30, 2020 | 89.59% |
March 31, 2020 | 89.59% |
February 29, 2020 | 89.59% |
January 31, 2020 | 89.59% |
December 31, 2019 | 89.59% |
November 30, 2019 | 89.59% |
October 31, 2019 | 89.59% |
September 30, 2019 | 89.59% |
August 31, 2019 | 89.59% |
July 31, 2019 | 89.59% |
June 30, 2019 | 89.59% |
May 31, 2019 | 89.59% |
April 30, 2019 | 89.59% |
March 31, 2019 | 89.59% |
February 28, 2019 | 89.59% |
January 31, 2019 | 89.59% |
December 31, 2018 | 89.59% |
November 30, 2018 | 89.59% |
October 31, 2018 | 89.59% |
September 30, 2018 | 89.59% |
August 31, 2018 | 89.59% |
July 31, 2018 | 89.59% |
June 30, 2018 | 89.59% |
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
86.64%
Minimum
Dec 2020
89.59%
Maximum
Aug 2017
88.60%
Average
89.59%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.33 |
Beta (5Y) | 2.167 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.00% |
Historical Sharpe Ratio (5Y) | -0.0911 |
Historical Sortino (5Y) | -0.132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.04% |