Direxion Dly S&P Oil&Gs Ex&Prd Bl 2X ETF (GUSH)
122.33
+8.48
(+7.45%)
USD |
NYSEARCA |
Jun 07, 16:00
123.50
+1.17
(+0.96%)
Pre-Market: 08:08
GUSH Max Drawdown (5Y): 99.98% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.98% |
| December 31, 2022 | 99.98% |
| November 30, 2022 | 99.98% |
| October 31, 2022 | 99.98% |
| September 30, 2022 | 99.98% |
| August 31, 2022 | 99.98% |
| July 31, 2022 | 99.98% |
| June 30, 2022 | 99.98% |
| May 31, 2022 | 99.98% |
| April 30, 2022 | 99.98% |
| March 31, 2022 | 99.98% |
| February 28, 2022 | 99.98% |
| January 31, 2022 | 99.98% |
| December 31, 2021 | 99.98% |
| November 30, 2021 | 99.98% |
| October 31, 2021 | 99.98% |
| September 30, 2021 | 99.98% |
| August 31, 2021 | 99.98% |
| July 31, 2021 | 99.98% |
| June 30, 2021 | 99.98% |
| May 31, 2021 | 99.98% |
| Date | Value |
|---|---|
| April 30, 2021 | 99.98% |
| March 31, 2021 | 99.98% |
| February 28, 2021 | 99.98% |
| January 31, 2021 | 99.98% |
| December 31, 2020 | 99.98% |
| November 30, 2020 | 99.98% |
| October 31, 2020 | 99.98% |
| September 30, 2020 | 99.98% |
| August 31, 2020 | 99.98% |
| July 31, 2020 | 99.98% |
| June 30, 2020 | 99.98% |
| May 31, 2020 | 99.98% |
| April 30, 2020 | 99.98% |
| March 31, 2020 | 99.98% |
| February 29, 2020 | 99.58% |
| January 31, 2020 | 99.04% |
| December 31, 2019 | 98.86% |
| November 30, 2019 | 98.80% |
| October 31, 2019 | 98.73% |
| September 30, 2019 | 98.58% |
| August 31, 2019 | 98.58% |
| July 31, 2019 | 97.69% |
| June 30, 2019 | 97.25% |
| May 31, 2019 | 96.95% |
| April 30, 2019 | 96.85% |
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
93.38%
Minimum
Jun 2018
99.98%
Maximum
Mar 2020
98.80%
Average
99.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -106.61 |
| Beta (5Y) | 4.390 |
| Alpha (vs YCharts Benchmark) (5Y) | -106.61 |
| Beta (vs YCharts Benchmark) (5Y) | 4.390 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 114.4% |
| Historical Sharpe Ratio (5Y) | 0.0245 |
| Historical Sortino (5Y) | 0.0402 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.34% |