Direxion Daily S&P Biotech Bear 3X ETF (LABD)
8.16
+0.02
(+0.25%)
USD |
NYSEARCA |
May 07, 16:00
8.38
+0.22
(+2.70%)
Pre-Market: 09:26
LABD Max Drawdown (5Y): 99.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.88% |
| March 31, 2024 | 99.88% |
| February 29, 2024 | 99.88% |
| January 31, 2024 | 99.88% |
| December 31, 2023 | 99.88% |
| November 30, 2023 | 99.88% |
| October 31, 2023 | 99.88% |
| September 30, 2023 | 99.88% |
| August 31, 2023 | 99.88% |
| July 31, 2023 | 99.88% |
| June 30, 2023 | 99.88% |
| May 31, 2023 | 99.88% |
| April 30, 2023 | 99.88% |
| March 31, 2023 | 99.88% |
| February 28, 2023 | 99.88% |
| January 31, 2023 | 99.88% |
| December 31, 2022 | 99.88% |
| November 30, 2022 | 99.88% |
| October 31, 2022 | 99.88% |
| September 30, 2022 | 99.88% |
| August 31, 2022 | 99.88% |
| July 31, 2022 | 99.88% |
| June 30, 2022 | 99.88% |
| May 31, 2022 | 99.88% |
| April 30, 2022 | 99.88% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 98.81% |
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
98.21%
Minimum
May 2019
99.88%
Maximum
Feb 2021
99.59%
Average
99.88%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.07 |
| Beta (5Y) | -2.349 |
| Alpha (vs YCharts Benchmark) (5Y) | -28.07 |
| Beta (vs YCharts Benchmark) (5Y) | -2.349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.54% |
| Historical Sharpe Ratio (5Y) | -0.5505 |
| Historical Sortino (5Y) | -1.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.69% |