Direxion Daily MSCI Em Mkts Bear 3X ETF (EDZ)
11.21
-0.39
(-3.36%)
USD |
NYSEARCA |
Apr 22, 16:00
11.21
0.00 (0.00%)
Pre-Market: 20:00
EDZ Max Drawdown (5Y): 96.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.48% |
| February 29, 2024 | 96.48% |
| January 31, 2024 | 96.48% |
| December 31, 2023 | 96.48% |
| November 30, 2023 | 96.48% |
| October 31, 2023 | 96.48% |
| September 30, 2023 | 96.48% |
| August 31, 2023 | 96.48% |
| July 31, 2023 | 96.48% |
| June 30, 2023 | 96.48% |
| May 31, 2023 | 96.48% |
| April 30, 2023 | 96.48% |
| March 31, 2023 | 96.48% |
| February 28, 2023 | 96.48% |
| January 31, 2023 | 96.48% |
| December 31, 2022 | 96.48% |
| November 30, 2022 | 96.48% |
| October 31, 2022 | 96.48% |
| September 30, 2022 | 96.48% |
| August 31, 2022 | 96.48% |
| July 31, 2022 | 96.48% |
| June 30, 2022 | 96.48% |
| May 31, 2022 | 96.48% |
| April 30, 2022 | 96.48% |
| March 31, 2022 | 96.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.48% |
| January 31, 2022 | 96.48% |
| December 31, 2021 | 96.48% |
| November 30, 2021 | 96.48% |
| October 31, 2021 | 96.48% |
| September 30, 2021 | 96.48% |
| August 31, 2021 | 96.48% |
| July 31, 2021 | 96.48% |
| June 30, 2021 | 96.48% |
| May 31, 2021 | 96.48% |
| April 30, 2021 | 96.48% |
| March 31, 2021 | 96.48% |
| February 28, 2021 | 96.48% |
| January 31, 2021 | 96.18% |
| December 31, 2020 | 96.18% |
| November 30, 2020 | 96.06% |
| October 31, 2020 | 95.26% |
| September 30, 2020 | 94.88% |
| August 31, 2020 | 94.88% |
| July 31, 2020 | 94.31% |
| June 30, 2020 | 92.55% |
| May 31, 2020 | 90.84% |
| April 30, 2020 | 90.84% |
| March 31, 2020 | 90.84% |
| February 29, 2020 | 90.84% |
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
90.84%
Minimum
Jul 2019
96.48%
Maximum
Feb 2021
95.07%
Average
96.48%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3413 |
| Beta (5Y) | -2.018 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3413 |
| Beta (vs YCharts Benchmark) (5Y) | -2.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.78% |
| Historical Sharpe Ratio (5Y) | -0.4349 |
| Historical Sortino (5Y) | -0.871 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.46% |