Direxion Daily MSCI Em Mkts Bull 3X ETF (EDC)
30.39
-0.42
(-1.36%)
USD |
NYSEARCA |
Nov 14, 16:00
30.41
+0.02
(+0.07%)
After-Hours: 04:41
EDC Max Drawdown (5Y): 87.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.05% |
| September 30, 2024 | 87.05% |
| August 31, 2024 | 87.05% |
| July 31, 2024 | 87.05% |
| June 30, 2024 | 87.05% |
| May 31, 2024 | 87.05% |
| April 30, 2024 | 87.05% |
| March 31, 2024 | 87.05% |
| February 29, 2024 | 87.05% |
| January 31, 2024 | 87.05% |
| December 31, 2023 | 87.05% |
| November 30, 2023 | 87.05% |
| October 31, 2023 | 87.05% |
| September 30, 2023 | 87.05% |
| August 31, 2023 | 87.05% |
| July 31, 2023 | 87.05% |
| June 30, 2023 | 87.05% |
| May 31, 2023 | 87.05% |
| April 30, 2023 | 87.05% |
| March 31, 2023 | 87.05% |
| February 28, 2023 | 87.05% |
| January 31, 2023 | 87.05% |
| December 31, 2022 | 87.05% |
| November 30, 2022 | 87.05% |
| October 31, 2022 | 87.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.64% |
| August 31, 2022 | 86.64% |
| 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% |
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
Nov 2019
87.44%
Average
87.05%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.70 |
| Beta (5Y) | 2.219 |
| Alpha (vs YCharts Benchmark) (5Y) | -36.24 |
| Beta (vs YCharts Benchmark) (5Y) | 1.483 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.33% |
| Historical Sharpe Ratio (5Y) | -0.2582 |
| Historical Sortino (5Y) | -0.3687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.47% |