Direxion Daily Financial Bull 3X ETF (FAS)
165.27
-1.51
(-0.91%)
USD |
NYSEARCA |
Nov 14, 16:00
164.98
-0.29
(-0.18%)
Pre-Market: 08:54
FAS Max Drawdown (5Y): 85.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.99% |
| September 30, 2024 | 85.99% |
| August 31, 2024 | 85.99% |
| July 31, 2024 | 85.99% |
| June 30, 2024 | 85.99% |
| May 31, 2024 | 85.99% |
| April 30, 2024 | 85.99% |
| March 31, 2024 | 85.99% |
| February 29, 2024 | 85.99% |
| January 31, 2024 | 85.99% |
| December 31, 2023 | 85.99% |
| November 30, 2023 | 85.99% |
| October 31, 2023 | 85.99% |
| September 30, 2023 | 85.99% |
| August 31, 2023 | 85.99% |
| July 31, 2023 | 85.99% |
| June 30, 2023 | 85.99% |
| May 31, 2023 | 85.99% |
| April 30, 2023 | 85.99% |
| March 31, 2023 | 85.99% |
| February 28, 2023 | 85.99% |
| January 31, 2023 | 85.99% |
| December 31, 2022 | 85.99% |
| November 30, 2022 | 85.99% |
| October 31, 2022 | 85.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.99% |
| August 31, 2022 | 85.99% |
| July 31, 2022 | 85.99% |
| June 30, 2022 | 85.99% |
| May 31, 2022 | 85.99% |
| April 30, 2022 | 85.99% |
| March 31, 2022 | 85.99% |
| February 28, 2022 | 85.99% |
| January 31, 2022 | 85.99% |
| December 31, 2021 | 85.99% |
| November 30, 2021 | 85.99% |
| October 31, 2021 | 85.99% |
| September 30, 2021 | 85.99% |
| August 31, 2021 | 85.99% |
| July 31, 2021 | 85.99% |
| June 30, 2021 | 85.99% |
| May 31, 2021 | 85.99% |
| April 30, 2021 | 85.99% |
| March 31, 2021 | 85.99% |
| February 28, 2021 | 85.99% |
| January 31, 2021 | 85.99% |
| December 31, 2020 | 85.99% |
| November 30, 2020 | 85.99% |
| October 31, 2020 | 85.99% |
| September 30, 2020 | 85.99% |
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
53.73%
Minimum
Nov 2019
85.99%
Maximum
Mar 2020
83.84%
Average
85.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Dow30 | 63.13% |
| ProShares Ultra Energy | 93.12% |
| ProShares Ultra Financials | 69.99% |
| Direxion Daily Energy Bull 2X ETF | 98.96% |
| ProShares Ultra Communication Services | 64.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.04 |
| Beta (5Y) | 3.123 |
| Alpha (vs YCharts Benchmark) (5Y) | -20.54 |
| Beta (vs YCharts Benchmark) (5Y) | 2.157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.70% |
| Historical Sharpe Ratio (5Y) | 0.1539 |
| Historical Sortino (5Y) | 0.1917 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.09% |