Direxion Daily Financial Bear 3X ETF (FAZ)
10.71
-0.37
(-3.34%)
USD |
NYSEARCA |
May 06, 16:00
10.65
-0.06
(-0.56%)
Pre-Market: 09:00
FAZ Max Drawdown (5Y): 98.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.34% |
| March 31, 2024 | 98.34% |
| February 29, 2024 | 98.34% |
| January 31, 2024 | 98.34% |
| December 31, 2023 | 98.34% |
| November 30, 2023 | 98.34% |
| October 31, 2023 | 98.34% |
| September 30, 2023 | 98.34% |
| August 31, 2023 | 98.34% |
| July 31, 2023 | 98.34% |
| June 30, 2023 | 98.34% |
| May 31, 2023 | 98.34% |
| April 30, 2023 | 98.34% |
| March 31, 2023 | 98.34% |
| February 28, 2023 | 98.34% |
| January 31, 2023 | 98.34% |
| December 31, 2022 | 98.34% |
| November 30, 2022 | 98.34% |
| October 31, 2022 | 98.34% |
| September 30, 2022 | 98.34% |
| August 31, 2022 | 98.34% |
| July 31, 2022 | 98.34% |
| June 30, 2022 | 98.34% |
| May 31, 2022 | 98.34% |
| April 30, 2022 | 98.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.34% |
| February 28, 2022 | 98.34% |
| January 31, 2022 | 98.34% |
| December 31, 2021 | 98.34% |
| November 30, 2021 | 98.34% |
| October 31, 2021 | 98.34% |
| September 30, 2021 | 98.34% |
| August 31, 2021 | 98.34% |
| July 31, 2021 | 98.29% |
| June 30, 2021 | 98.29% |
| May 31, 2021 | 98.29% |
| April 30, 2021 | 98.29% |
| March 31, 2021 | 98.12% |
| February 28, 2021 | 97.88% |
| January 31, 2021 | 97.63% |
| December 31, 2020 | 97.63% |
| November 30, 2020 | 97.54% |
| October 31, 2020 | 97.24% |
| September 30, 2020 | 97.24% |
| August 31, 2020 | 97.24% |
| July 31, 2020 | 97.24% |
| June 30, 2020 | 97.24% |
| May 31, 2020 | 97.24% |
| April 30, 2020 | 97.24% |
| March 31, 2020 | 97.24% |
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
97.24%
Minimum
May 2019
98.34%
Maximum
Aug 2021
97.96%
Average
98.34%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.89 |
| Beta (5Y) | -2.609 |
| Alpha (vs YCharts Benchmark) (5Y) | -20.89 |
| Beta (vs YCharts Benchmark) (5Y) | -2.609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.06% |
| Historical Sharpe Ratio (5Y) | -0.7031 |
| Historical Sortino (5Y) | -1.517 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.33% |