Direxion Daily Jr Gld Mnrs Bull 2X ETF (JNUG)
39.90
+0.38
(+0.96%)
USD |
NYSEARCA |
Nov 14, 16:00
40.50
+0.60
(+1.50%)
After-Hours: 07:55
JNUG Max Drawdown (5Y): 99.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.47% |
September 30, 2024 | 99.47% |
August 31, 2024 | 99.47% |
July 31, 2024 | 99.47% |
June 30, 2024 | 99.47% |
May 31, 2024 | 99.47% |
April 30, 2024 | 99.47% |
March 31, 2024 | 99.47% |
February 29, 2024 | 99.47% |
January 31, 2024 | 99.47% |
December 31, 2023 | 99.47% |
November 30, 2023 | 99.47% |
October 31, 2023 | 99.47% |
September 30, 2023 | 99.47% |
August 31, 2023 | 99.47% |
July 31, 2023 | 99.47% |
June 30, 2023 | 99.47% |
May 31, 2023 | 99.47% |
April 30, 2023 | 99.47% |
March 31, 2023 | 99.47% |
February 28, 2023 | 99.47% |
January 31, 2023 | 99.47% |
December 31, 2022 | 99.47% |
November 30, 2022 | 99.47% |
October 31, 2022 | 99.47% |
Date | Value |
---|---|
September 30, 2022 | 99.47% |
August 31, 2022 | 99.47% |
July 31, 2022 | 99.47% |
June 30, 2022 | 99.47% |
May 31, 2022 | 99.47% |
April 30, 2022 | 99.47% |
March 31, 2022 | 99.47% |
February 28, 2022 | 99.47% |
January 31, 2022 | 99.47% |
December 31, 2021 | 99.47% |
November 30, 2021 | 99.47% |
October 31, 2021 | 99.47% |
September 30, 2021 | 99.47% |
August 31, 2021 | 99.47% |
July 31, 2021 | 99.47% |
June 30, 2021 | 99.47% |
May 31, 2021 | 99.47% |
April 30, 2021 | 99.47% |
March 31, 2021 | 99.47% |
February 28, 2021 | 99.47% |
January 31, 2021 | 99.47% |
December 31, 2020 | 99.47% |
November 30, 2020 | 99.47% |
October 31, 2020 | 99.47% |
September 30, 2020 | 99.47% |
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
99.19%
Minimum
Nov 2019
99.47%
Maximum
Mar 2020
99.45%
Average
99.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -81.91 |
Beta (5Y) | 3.073 |
Alpha (vs YCharts Benchmark) (5Y) | -68.65 |
Beta (vs YCharts Benchmark) (5Y) | 1.848 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.06% |
Historical Sharpe Ratio (5Y) | -0.4798 |
Historical Sortino (5Y) | -0.7204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.80% |