Direxion Daily Energy Bear 2X ETF (ERY)
8.83
+0.84
(+10.51%)
USD |
NYSEARCA |
Nov 04, 14:44
ERY Max Drawdown (5Y) : 99.34% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 99.34% |
| September 30, 2026 | 99.34% |
| August 31, 2026 | 99.34% |
| July 31, 2026 | 99.34% |
| June 30, 2026 | 99.34% |
| May 31, 2026 | 99.34% |
| April 30, 2026 | 99.34% |
| March 31, 2026 | 99.34% |
| February 28, 2026 | 99.34% |
| January 31, 2026 | 99.34% |
| December 31, 2025 | 99.34% |
| November 30, 2025 | 99.34% |
| October 31, 2025 | 99.34% |
| September 30, 2025 | 99.34% |
| August 31, 2025 | 99.34% |
| July 31, 2025 | 99.34% |
| June 30, 2025 | 99.34% |
| May 31, 2025 | 99.34% |
| April 30, 2025 | 99.34% |
| March 31, 2025 | 99.34% |
| February 28, 2025 | 99.34% |
| January 31, 2025 | 99.34% |
| December 31, 2024 | 99.34% |
| November 30, 2024 | 99.34% |
| October 31, 2024 | 99.34% |
| Date | Value |
|---|---|
| September 30, 2024 | 99.34% |
| August 31, 2024 | 99.34% |
| July 31, 2024 | 99.34% |
| June 30, 2024 | 99.34% |
| May 31, 2024 | 99.34% |
| April 30, 2024 | 99.34% |
| March 31, 2024 | 99.29% |
| February 29, 2024 | 99.26% |
| January 31, 2024 | 99.26% |
| December 31, 2023 | 99.26% |
| November 30, 2023 | 99.26% |
| October 31, 2023 | 99.26% |
| September 30, 2023 | 99.26% |
| August 31, 2023 | 99.21% |
| July 31, 2023 | 99.21% |
| June 30, 2023 | 99.21% |
| May 31, 2023 | 99.21% |
| April 30, 2023 | 99.21% |
| March 31, 2023 | 99.21% |
| February 28, 2023 | 99.21% |
| January 31, 2023 | 99.21% |
| December 31, 2022 | 99.20% |
| November 30, 2022 | 99.20% |
| October 31, 2022 | 99.11% |
| September 30, 2022 | 98.95% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.83 |
| Beta (5Y) | -0.8376 |
| Alpha (vs YCharts Benchmark) (5Y) | -43.58 |
| Beta (vs YCharts Benchmark) (5Y) | -0.5642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.34% |
| Historical Sharpe Ratio (5Y) | -0.9508 |
| Historical Sortino (5Y) | -1.565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.06% |