Direxion Daily S&P Biotech Bear 3X ETF (LABD)
54.30
-2.54 (-4.47%)
USD |
NYSEARCA |
May 20, 16:00
53.62
-0.68 (-1.25%)
After-Hours: 20:00
LABD Max Drawdown (5Y): 99.88% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 99.88% |
| March 31, 2022 | 99.88% |
| February 28, 2022 | 99.88% |
| January 31, 2022 | 99.88% |
| December 31, 2021 | 99.88% |
| November 30, 2021 | 99.88% |
| October 31, 2021 | 99.88% |
| September 30, 2021 | 99.88% |
| August 31, 2021 | 99.88% |
| July 31, 2021 | 99.88% |
| June 30, 2021 | 99.88% |
| May 31, 2021 | 99.88% |
| April 30, 2021 | 99.88% |
| March 31, 2021 | 99.88% |
| February 28, 2021 | 99.88% |
| January 31, 2021 | 99.86% |
| December 31, 2020 | 99.86% |
| November 30, 2020 | 99.83% |
| October 31, 2020 | 99.76% |
| September 30, 2020 | 99.71% |
| August 31, 2020 | 99.70% |
| July 31, 2020 | 99.70% |
| June 30, 2020 | 99.64% |
| May 31, 2020 | 99.52% |
| April 30, 2020 | 99.34% |
| Date | Value |
|---|---|
| March 31, 2020 | 98.81% |
| February 29, 2020 | 98.81% |
| January 31, 2020 | 98.78% |
| December 31, 2019 | 98.78% |
| November 30, 2019 | 98.55% |
| October 31, 2019 | 98.21% |
| September 30, 2019 | 98.21% |
| August 31, 2019 | 98.21% |
| July 31, 2019 | 98.21% |
| June 30, 2019 | 98.21% |
| May 31, 2019 | 98.21% |
| April 30, 2019 | 98.21% |
| March 31, 2019 | 98.05% |
| February 28, 2019 | 97.88% |
| January 31, 2019 | 97.67% |
| December 31, 2018 | 97.67% |
| November 30, 2018 | 97.67% |
| October 31, 2018 | 97.67% |
| September 30, 2018 | 97.67% |
| August 31, 2018 | 97.67% |
| July 31, 2018 | 97.67% |
| June 30, 2018 | 97.64% |
| May 31, 2018 | 97.18% |
| April 30, 2018 | 97.02% |
| March 31, 2018 | 97.02% |
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
90.16%
Minimum
May 2017
99.88%
Maximum
Feb 2021
98.19%
Average
98.38%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.64 |
| Beta (5Y) | -3.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.04% |
| Historical Sharpe Ratio (5Y) | -0.3531 |
| Historical Sortino (5Y) | -0.6891 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.79% |