Direxion Daily Energy Bear 2X ETF (ERY)
22.95
+0.29
(+1.28%)
USD |
NYSEARCA |
May 03, 14:58
ERY Max Drawdown (5Y): 99.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 99.19% |
| November 30, 2022 | 99.19% |
| October 31, 2022 | 99.11% |
| September 30, 2022 | 98.95% |
| August 31, 2022 | 98.95% |
| July 31, 2022 | 98.95% |
| June 30, 2022 | 98.95% |
| May 31, 2022 | 98.85% |
| April 30, 2022 | 98.55% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.45% |
| February 28, 2022 | 97.97% |
| January 31, 2022 | 97.63% |
| December 31, 2021 | 96.79% |
| November 30, 2021 | 96.79% |
| October 31, 2021 | 96.78% |
| September 30, 2021 | 95.93% |
| August 31, 2021 | 95.89% |
| July 31, 2021 | 95.89% |
| June 30, 2021 | 95.89% |
| May 31, 2021 | 95.59% |
| April 30, 2021 | 95.06% |
| March 31, 2021 | 95.06% |
| February 28, 2021 | 94.32% |
| January 31, 2021 | 92.40% |
| December 31, 2020 | 90.81% |
| November 30, 2020 | 90.73% |
| October 31, 2020 | 90.73% |
| September 30, 2020 | 90.73% |
| August 31, 2020 | 90.73% |
| July 31, 2020 | 90.73% |
| June 30, 2020 | 90.73% |
| May 31, 2020 | 90.73% |
| April 30, 2020 | 92.72% |
| March 31, 2020 | 94.68% |
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
90.73%
Minimum
May 2020
99.34%
Maximum
Apr 2024
96.57%
Average
96.79%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort Energy | 98.95% |
| ProShares Ultra Energy | 93.26% |
| Direxion Daily Energy Bull 2X ETF | 98.96% |
| Direxion Dly S&P Oil&Gs Ex&Prd Br 2X ETF | 99.99% |
| ProShares UltraShort Dow30 | 87.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.43 |
| Beta (5Y) | -2.384 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.43 |
| Beta (vs YCharts Benchmark) (5Y) | -2.384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 132.1% |
| Historical Sharpe Ratio (5Y) | -0.3406 |
| Historical Sortino (5Y) | -1.076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.01% |