Direxion Daily FTSE Europe Bull 3X ETF (EURL)
24.79
+0.94
(+3.93%)
USD |
NYSEARCA |
Apr 23, 16:00
24.75
-0.04
(-0.15%)
After-Hours: 20:00
EURL Max Drawdown (5Y): 84.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 84.65% |
February 29, 2024 | 84.65% |
January 31, 2024 | 84.65% |
December 31, 2023 | 84.65% |
November 30, 2023 | 84.65% |
October 31, 2023 | 84.65% |
September 30, 2023 | 84.65% |
August 31, 2023 | 84.65% |
July 31, 2023 | 84.65% |
June 30, 2023 | 84.65% |
May 31, 2023 | 84.65% |
April 30, 2023 | 84.65% |
March 31, 2023 | 84.65% |
February 28, 2023 | 84.65% |
January 31, 2023 | 84.65% |
December 31, 2022 | 84.65% |
November 30, 2022 | 84.65% |
October 31, 2022 | 84.65% |
September 30, 2022 | 84.65% |
August 31, 2022 | 84.65% |
July 31, 2022 | 84.65% |
June 30, 2022 | 84.65% |
May 31, 2022 | 84.65% |
April 30, 2022 | 84.65% |
March 31, 2022 | 84.65% |
Date | Value |
---|---|
February 28, 2022 | 84.65% |
January 31, 2022 | 84.65% |
December 31, 2021 | 84.65% |
November 30, 2021 | 84.65% |
October 31, 2021 | 84.65% |
September 30, 2021 | 84.65% |
August 31, 2021 | 84.65% |
July 31, 2021 | 84.65% |
June 30, 2021 | 84.65% |
May 31, 2021 | 84.65% |
April 30, 2021 | 84.65% |
March 31, 2021 | 84.65% |
February 28, 2021 | 84.65% |
January 31, 2021 | 84.65% |
December 31, 2020 | 84.65% |
November 30, 2020 | 84.65% |
October 31, 2020 | 84.65% |
September 30, 2020 | 84.65% |
August 31, 2020 | 84.65% |
July 31, 2020 | 84.65% |
June 30, 2020 | 84.65% |
May 31, 2020 | 84.65% |
April 30, 2020 | 84.65% |
March 31, 2020 | 84.65% |
February 29, 2020 | 67.21% |
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
67.21%
Minimum
Apr 2019
84.65%
Maximum
Mar 2020
81.45%
Average
84.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
ProShares Ultra Health Care | 51.00% |
ProShares Ultra Industrials | 66.48% |
ProShares Ultra Materials | 73.46% |
Direxion Daily South Korea Bull 3X ETF | 93.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.07 |
Beta (5Y) | 3.025 |
Alpha (vs YCharts Benchmark) (5Y) | -40.07 |
Beta (vs YCharts Benchmark) (5Y) | 3.025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.73% |
Historical Sharpe Ratio (5Y) | -0.009 |
Historical Sortino (5Y) | -0.0122 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.58% |