Direxion Dly MSCI Mexico Bull 3X ShsETF (MEXX)
30.75
+1.17
(+3.96%)
USD |
NYSEARCA |
Apr 23, 16:00
30.75
0.00 (0.00%)
After-Hours: 17:02
MEXX Max Drawdown (5Y): 95.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 95.58% |
February 29, 2024 | 95.58% |
January 31, 2024 | 95.58% |
December 31, 2023 | 95.58% |
November 30, 2023 | 95.58% |
October 31, 2023 | 95.58% |
September 30, 2023 | 95.58% |
August 31, 2023 | 95.58% |
July 31, 2023 | 95.58% |
June 30, 2023 | 95.58% |
May 31, 2023 | 95.58% |
April 30, 2023 | 95.58% |
March 31, 2023 | 95.58% |
February 28, 2023 | 95.58% |
January 31, 2023 | 95.58% |
December 31, 2022 | 95.58% |
November 30, 2022 | 95.58% |
October 31, 2022 | 95.58% |
September 30, 2022 | 95.58% |
August 31, 2022 | 95.58% |
July 31, 2022 | 95.58% |
June 30, 2022 | 95.58% |
May 31, 2022 | 95.58% |
April 30, 2022 | 95.58% |
March 31, 2022 | 95.58% |
Date | Value |
---|---|
February 28, 2022 | 95.58% |
January 31, 2022 | 95.58% |
December 31, 2021 | 95.58% |
November 30, 2021 | 95.58% |
October 31, 2021 | 95.58% |
September 30, 2021 | 95.58% |
August 31, 2021 | 95.58% |
July 31, 2021 | 95.58% |
June 30, 2021 | 95.58% |
May 31, 2021 | 95.58% |
April 30, 2021 | 95.58% |
March 31, 2021 | 95.58% |
February 28, 2021 | 95.58% |
January 31, 2021 | 95.58% |
December 31, 2020 | 95.58% |
November 30, 2020 | 95.58% |
October 31, 2020 | 95.58% |
September 30, 2020 | 95.58% |
August 31, 2020 | 95.58% |
July 31, 2020 | 95.58% |
June 30, 2020 | 95.58% |
May 31, 2020 | 95.58% |
April 30, 2020 | 95.58% |
March 31, 2020 | 95.44% |
February 29, 2020 | 77.36% |
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
77.02%
Minimum
Apr 2019
95.58%
Maximum
Apr 2020
92.22%
Average
95.58%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
ProShares Ultra Health Care | 51.00% |
ProShares Ultra Industrials | 66.48% |
ProShares Ultra Materials | 73.46% |
Direxion Daily South Korea Bull 3X ETF | 93.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.04 |
Beta (5Y) | 3.181 |
Alpha (vs YCharts Benchmark) (5Y) | -36.04 |
Beta (vs YCharts Benchmark) (5Y) | 3.181 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.66% |
Historical Sharpe Ratio (5Y) | 0.0698 |
Historical Sortino (5Y) | 0.0977 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.43% |