Direxion Daily Hmbldrs&Supls Bull 3X ETF (NAIL)
119.53
+5.30
(+4.64%)
USD |
NYSEARCA |
May 09, 16:00
120.00
+0.47
(+0.39%)
After-Hours: 20:00
NAIL Max Drawdown (5Y): 93.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.75% |
March 31, 2024 | 93.75% |
February 29, 2024 | 93.75% |
January 31, 2024 | 93.75% |
December 31, 2023 | 93.75% |
November 30, 2023 | 93.75% |
October 31, 2023 | 93.75% |
September 30, 2023 | 93.75% |
August 31, 2023 | 93.75% |
July 31, 2023 | 93.75% |
June 30, 2023 | 93.75% |
May 31, 2023 | 93.75% |
April 30, 2023 | 93.75% |
March 31, 2023 | 93.75% |
February 28, 2023 | 93.75% |
January 31, 2023 | 93.75% |
December 31, 2022 | 93.75% |
November 30, 2022 | 93.75% |
October 31, 2022 | 93.75% |
September 30, 2022 | 93.75% |
August 31, 2022 | 93.75% |
July 31, 2022 | 93.75% |
June 30, 2022 | 93.75% |
May 31, 2022 | 93.75% |
April 30, 2022 | 93.75% |
Date | Value |
---|---|
March 31, 2022 | 93.75% |
February 28, 2022 | 93.75% |
January 31, 2022 | 93.75% |
December 31, 2021 | 93.75% |
November 30, 2021 | 93.75% |
October 31, 2021 | 93.75% |
September 30, 2021 | 93.75% |
August 31, 2021 | 93.75% |
July 31, 2021 | 93.75% |
June 30, 2021 | 93.75% |
May 31, 2021 | 93.75% |
April 30, 2021 | 93.75% |
March 31, 2021 | 93.75% |
February 28, 2021 | 93.75% |
January 31, 2021 | 93.75% |
December 31, 2020 | 93.75% |
November 30, 2020 | 93.75% |
October 31, 2020 | 93.75% |
September 30, 2020 | 93.75% |
August 31, 2020 | 93.75% |
July 31, 2020 | 93.75% |
June 30, 2020 | 93.75% |
May 31, 2020 | 93.75% |
April 30, 2020 | 93.75% |
March 31, 2020 | 93.75% |
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
80.85%
Minimum
May 2019
93.75%
Maximum
Mar 2020
91.60%
Average
93.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.31 |
Beta (5Y) | 4.349 |
Alpha (vs YCharts Benchmark) (5Y) | -32.31 |
Beta (vs YCharts Benchmark) (5Y) | 4.349 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.6% |
Historical Sharpe Ratio (5Y) | 0.1606 |
Historical Sortino (5Y) | 0.2597 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.32% |