Direxion Daily Energy Bull 2x Shares (ERX)

54.16 -0.22 (-0.40%) USD  |  NYSEARCA  |  Dec 26, 13:33
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ERX Max Drawdown (5Y): 99.07% 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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Median

Max Drawdown (5Y) Benchmarks

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ProShares Ultra Energy 93.73%
ProShares Ultra Dow30 63.13%
Direxion Daily Healthcare Bull 3X Shares 69.19%
Direxion Daily MSCI Brazil Bull 2X Shares 98.54%
MAX S&P 500 4X Leveraged ETN --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -49.28
Beta (5Y) 2.614
Alpha (vs YCharts Benchmark) (5Y) -38.54
Beta (vs YCharts Benchmark) (5Y) 1.568
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 79.85%
Historical Sharpe Ratio (5Y) -0.1799
Historical Sortino (5Y) -0.2328
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.29%