Direxion Daily MSCI South Korea Bull 3X ETF (KORU)
10.47
-0.54
(-4.90%)
USD |
NYSEARCA |
Nov 04, 14:45
KORU Max Drawdown (5Y) : 94.35% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 94.35% |
| September 30, 2026 | 94.35% |
| August 31, 2026 | 94.35% |
| July 31, 2026 | 94.35% |
| June 30, 2026 | 94.35% |
| May 31, 2026 | 94.35% |
| April 30, 2026 | 94.35% |
| March 31, 2026 | 94.35% |
| February 28, 2026 | 94.35% |
| January 31, 2026 | 94.35% |
| December 31, 2025 | 94.35% |
| November 30, 2025 | 94.35% |
| October 31, 2025 | 94.35% |
| September 30, 2025 | 94.35% |
| August 31, 2025 | 94.35% |
| July 31, 2025 | 94.35% |
| June 30, 2025 | 94.35% |
| May 31, 2025 | 94.35% |
| April 30, 2025 | 94.35% |
| March 31, 2025 | 93.37% |
| February 28, 2025 | 93.54% |
| January 31, 2025 | 93.54% |
| December 31, 2024 | 93.54% |
| November 30, 2024 | 93.54% |
| October 31, 2024 | 93.54% |
| Date | Value |
|---|---|
| September 30, 2024 | 93.54% |
| August 31, 2024 | 93.54% |
| July 31, 2024 | 93.54% |
| June 30, 2024 | 93.54% |
| May 31, 2024 | 93.54% |
| April 30, 2024 | 93.54% |
| March 31, 2024 | 93.54% |
| February 29, 2024 | 93.54% |
| January 31, 2024 | 93.54% |
| December 31, 2023 | 93.54% |
| November 30, 2023 | 93.54% |
| October 31, 2023 | 93.54% |
| September 30, 2023 | 93.54% |
| August 31, 2023 | 93.54% |
| July 31, 2023 | 93.54% |
| June 30, 2023 | 93.54% |
| May 31, 2023 | 93.54% |
| April 30, 2023 | 93.54% |
| March 31, 2023 | 93.54% |
| February 28, 2023 | 93.54% |
| January 31, 2023 | 93.54% |
| December 31, 2022 | 93.54% |
| November 30, 2022 | 93.54% |
| October 31, 2022 | 93.54% |
| September 30, 2022 | 93.54% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Direxion Daily Financial Bull 3X ETF | 66.89% |
| ProShares Ultra Dow30 | 40.17% |
| ProShares Ultra Energy | 66.65% |
| ProShares Ultra S&P500 | 46.73% |
| ProShares Ultra Financials | 47.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.31 |
| Beta (5Y) | 4.855 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.860 |
| Beta (vs YCharts Benchmark) (5Y) | 1.673 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.3% |
| Historical Sharpe Ratio (5Y) | -0.0607 |
| Historical Sortino (5Y) | -0.1404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.44% |