Direxion Daily FTSE Europe Bull 3X ETF (EURL)
21.76
+0.18
(+0.83%)
USD |
NYSEARCA |
Nov 14, 16:00
21.91
+0.15
(+0.70%)
After-Hours: 20:00
EURL Max Drawdown (5Y): 84.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.65% |
| September 30, 2024 | 84.65% |
| August 31, 2024 | 84.65% |
| July 31, 2024 | 84.65% |
| June 30, 2024 | 84.65% |
| May 31, 2024 | 84.65% |
| April 30, 2024 | 84.65% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
84.65%
Maximum
Mar 2020
83.48%
Average
84.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.37 |
| Beta (5Y) | 3.026 |
| Alpha (vs YCharts Benchmark) (5Y) | -35.02 |
| Beta (vs YCharts Benchmark) (5Y) | 2.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.53% |
| Historical Sharpe Ratio (5Y) | -0.0679 |
| Historical Sortino (5Y) | -0.0929 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.58% |