Direxion Daily MSCI India Bull 2x ETF (INDL)
60.70
+0.47
(+0.78%)
USD |
NYSEARCA |
Apr 19, 10:29
INDL Max Drawdown (5Y): 91.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.96% |
| February 29, 2024 | 91.96% |
| January 31, 2024 | 91.96% |
| December 31, 2023 | 91.96% |
| November 30, 2023 | 91.96% |
| October 31, 2023 | 91.96% |
| September 30, 2023 | 91.96% |
| August 31, 2023 | 91.96% |
| July 31, 2023 | 91.96% |
| June 30, 2023 | 91.96% |
| May 31, 2023 | 91.96% |
| April 30, 2023 | 91.96% |
| March 31, 2023 | 91.96% |
| February 28, 2023 | 91.96% |
| January 31, 2023 | 91.96% |
| December 31, 2022 | 91.96% |
| November 30, 2022 | 91.96% |
| October 31, 2022 | 91.96% |
| September 30, 2022 | 91.96% |
| August 31, 2022 | 91.96% |
| July 31, 2022 | 91.96% |
| June 30, 2022 | 91.96% |
| May 31, 2022 | 91.96% |
| April 30, 2022 | 91.96% |
| March 31, 2022 | 91.96% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.96% |
| January 31, 2022 | 91.96% |
| December 31, 2021 | 91.96% |
| November 30, 2021 | 91.96% |
| October 31, 2021 | 91.96% |
| September 30, 2021 | 91.96% |
| August 31, 2021 | 91.96% |
| July 31, 2021 | 91.96% |
| June 30, 2021 | 91.96% |
| May 31, 2021 | 91.96% |
| April 30, 2021 | 91.96% |
| March 31, 2021 | 91.96% |
| February 28, 2021 | 91.96% |
| January 31, 2021 | 91.96% |
| December 31, 2020 | 91.96% |
| November 30, 2020 | 91.96% |
| October 31, 2020 | 91.96% |
| September 30, 2020 | 91.96% |
| August 31, 2020 | 91.96% |
| July 31, 2020 | 91.96% |
| June 30, 2020 | 91.96% |
| May 31, 2020 | 91.96% |
| April 30, 2020 | 91.96% |
| March 31, 2020 | 91.96% |
| February 29, 2020 | 81.37% |
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
81.37%
Minimum
Apr 2019
91.96%
Maximum
Mar 2020
90.01%
Average
91.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.36 |
| Beta (5Y) | 1.784 |
| Alpha (vs YCharts Benchmark) (5Y) | -28.36 |
| Beta (vs YCharts Benchmark) (5Y) | 1.784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.68% |
| Historical Sharpe Ratio (5Y) | -0.0945 |
| Historical Sortino (5Y) | -0.0962 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.55% |