Direxion Daily Homebuilders & Supplies Bull 3X Shs (NAIL)

88.55 +0.83 (+0.95%) USD  |  NYSEARCA  |  Dec 24, 13:00
88.49 -0.06 (-0.07%) After-Hours: 13:14
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NAIL Max Drawdown (5Y): 93.75% 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 S&P Oil & Gas Exp & Prod Bl 2X Shs 99.98%
ProShares Ultra Utilities 62.67%
ProShares Ultra Materials 73.32%
Direxion Daily Transportation Bull 3X Shares 87.58%
Direxion Daily Utilities Bull 3X Shares 79.55%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -46.32
Beta (5Y) 4.423
Alpha (vs YCharts Benchmark) (5Y) -33.67
Beta (vs YCharts Benchmark) (5Y) 3.010
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 103.0%
Historical Sharpe Ratio (5Y) 0.1238
Historical Sortino (5Y) 0.2137
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.32%