Direxion Daily Gold Miners Index Bull 2X Shares (NUGT)

35.84 -0.52 (-1.43%) USD  |  NYSEARCA  |  Dec 27, 16:00
35.93 +0.09 (+0.25%) After-Hours: 17:15
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NUGT Max Drawdown (5Y): 96.07% 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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ProShares Ultra Real Estate 70.49%
Direxion Daily Real Estate Bull 3X Shares 86.32%
ProShares Ultra Nasdaq Biotechnology 65.85%
Direxion Daily Junior Gold Miners Idx Bull 2X Shs 99.47%
Direxion Daily Aerospace & Defense Bull 3X Shares 91.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -54.05
Beta (5Y) 2.359
Alpha (vs YCharts Benchmark) (5Y) -43.94
Beta (vs YCharts Benchmark) (5Y) 1.387
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 79.51%
Historical Sharpe Ratio (5Y) -0.2836
Historical Sortino (5Y) -0.4802
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.43%