Direxion Daily S&P 500 High Beta Bull 3X Shares (HIBL)
68.30
-4.96
(-6.77%)
USD |
NYSEARCA |
Dec 12, 14:39
HIBL Max Drawdown (5Y): 81.58% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Direxion Daily Real Estate Bull 3X Shares | 82.11% |
| ProShares Ultra Energy | 84.33% |
| ProShares Ultra Health Care | 36.08% |
| ProShares Ultra Consumer Discretionary | 61.77% |
| ProShares Ultra Industrials | 48.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.29 |
| Beta (5Y) | 4.258 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.01 |
| Beta (vs YCharts Benchmark) (5Y) | 2.623 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.81% |
| Historical Sharpe Ratio (5Y) | 0.1895 |
| Historical Sortino (5Y) | 0.4012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.11% |