Direxion Daily Junior Gold Miners Idx Bull 2X Shs (JNUG)

36.87 -0.75 (-1.99%) USD  |  NYSEARCA  |  Dec 27, 16:00
37.09 +0.22 (+0.60%) After-Hours: 17:11
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JNUG Max Drawdown (5Y): 99.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Direxion Daily Aerospace & Defense Bull 3X Shares 91.36%
ProShares Ultra Real Estate 70.49%
Direxion Daily Real Estate Bull 3X Shares 86.32%
ProShares Ultra Nasdaq Biotechnology 65.85%
Direxion Daily Gold Miners Index Bull 2X Shares 96.07%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -83.31
Beta (5Y) 3.013
Alpha (vs YCharts Benchmark) (5Y) -70.82
Beta (vs YCharts Benchmark) (5Y) 1.800
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 88.10%
Historical Sharpe Ratio (5Y) -0.4889
Historical Sortino (5Y) -0.7407
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.80%