Direxion Daily Gold Miners Bull 2X ETF (NUGT)
39.16
+0.28
(+0.72%)
USD |
NYSEARCA |
Nov 14, 16:00
39.68
+0.52
(+1.33%)
After-Hours: 06:39
NUGT Max Drawdown (5Y): 96.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.07% |
| September 30, 2024 | 96.07% |
| August 31, 2024 | 96.07% |
| July 31, 2024 | 96.07% |
| June 30, 2024 | 96.07% |
| May 31, 2024 | 96.07% |
| April 30, 2024 | 96.07% |
| March 31, 2024 | 96.07% |
| February 29, 2024 | 96.42% |
| January 31, 2024 | 96.48% |
| December 31, 2023 | 96.48% |
| November 30, 2023 | 96.48% |
| October 31, 2023 | 96.48% |
| September 30, 2023 | 96.95% |
| August 31, 2023 | 97.37% |
| July 31, 2023 | 97.37% |
| June 30, 2023 | 97.58% |
| May 31, 2023 | 97.58% |
| April 30, 2023 | 97.58% |
| March 31, 2023 | 97.58% |
| February 28, 2023 | 97.58% |
| January 31, 2023 | 97.58% |
| December 31, 2022 | 97.71% |
| November 30, 2022 | 98.51% |
| October 31, 2022 | 98.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.24% |
| August 31, 2022 | 99.31% |
| July 31, 2022 | 99.37% |
| June 30, 2022 | 99.37% |
| May 31, 2022 | 99.57% |
| April 30, 2022 | 99.65% |
| March 31, 2022 | 99.65% |
| February 28, 2022 | 99.65% |
| January 31, 2022 | 99.65% |
| December 31, 2021 | 99.65% |
| November 30, 2021 | 99.65% |
| October 31, 2021 | 99.65% |
| September 30, 2021 | 99.77% |
| August 31, 2021 | 99.77% |
| July 31, 2021 | 99.77% |
| June 30, 2021 | 99.77% |
| May 31, 2021 | 99.77% |
| April 30, 2021 | 99.77% |
| March 31, 2021 | 99.77% |
| February 28, 2021 | 99.77% |
| January 31, 2021 | 99.77% |
| December 31, 2020 | 99.77% |
| November 30, 2020 | 99.88% |
| October 31, 2020 | 99.92% |
| September 30, 2020 | 99.92% |
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
96.07%
Minimum
Mar 2024
99.92%
Maximum
Nov 2019
98.57%
Average
99.61%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.19 |
| Beta (5Y) | 2.405 |
| Alpha (vs YCharts Benchmark) (5Y) | -42.53 |
| Beta (vs YCharts Benchmark) (5Y) | 1.427 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.23% |
| Historical Sharpe Ratio (5Y) | -0.2795 |
| Historical Sortino (5Y) | -0.4684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.43% |