Direxion Daily Phrmctcl&MdclBl3XShrsETF (PILL)
8.52
-0.55
(-6.06%)
USD |
NYSEARCA |
Nov 15, 11:03
PILL Max Drawdown (5Y): 84.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 84.30% |
September 30, 2024 | 84.30% |
August 31, 2024 | 84.30% |
July 31, 2024 | 84.30% |
June 30, 2024 | 84.30% |
May 31, 2024 | 84.30% |
April 30, 2024 | 84.30% |
March 31, 2024 | 84.30% |
February 29, 2024 | 84.30% |
January 31, 2024 | 84.30% |
December 31, 2023 | 84.30% |
November 30, 2023 | 84.30% |
October 31, 2023 | 83.81% |
September 30, 2023 | 81.60% |
August 31, 2023 | 81.60% |
July 31, 2023 | 81.60% |
June 30, 2023 | 81.60% |
May 31, 2023 | 81.60% |
April 30, 2023 | 81.60% |
March 31, 2023 | 81.60% |
February 28, 2023 | 81.60% |
January 31, 2023 | 81.60% |
December 31, 2022 | 81.60% |
November 30, 2022 | 81.60% |
October 31, 2022 | 81.60% |
Date | Value |
---|---|
September 30, 2022 | 81.60% |
August 31, 2022 | 81.60% |
July 31, 2022 | 81.60% |
June 30, 2022 | 81.60% |
May 31, 2022 | 81.60% |
April 30, 2022 | 81.60% |
March 31, 2022 | 81.60% |
February 28, 2022 | 81.60% |
January 31, 2022 | 81.60% |
December 31, 2021 | 81.60% |
November 30, 2021 | 81.60% |
October 31, 2021 | 81.60% |
September 30, 2021 | 81.60% |
August 31, 2021 | 81.60% |
July 31, 2021 | 81.60% |
June 30, 2021 | 81.60% |
May 31, 2021 | 81.60% |
April 30, 2021 | 81.60% |
March 31, 2021 | 81.60% |
February 28, 2021 | 81.60% |
January 31, 2021 | 81.60% |
December 31, 2020 | 81.60% |
November 30, 2020 | 81.60% |
October 31, 2020 | 81.60% |
September 30, 2020 | 81.60% |
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
69.65%
Minimum
Nov 2019
84.30%
Maximum
Nov 2023
81.38%
Average
81.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares Ultra SmallCap600 | 74.54% |
ProShares UltraPro MidCap400 | 86.29% |
Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
ProShares Ultra MidCap400 | 69.19% |
Direxion Daily Small Cap Bull 3X ETF | 88.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.70 |
Beta (5Y) | 2.284 |
Alpha (vs YCharts Benchmark) (5Y) | -32.68 |
Beta (vs YCharts Benchmark) (5Y) | 1.432 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.64% |
Historical Sharpe Ratio (5Y) | -0.192 |
Historical Sortino (5Y) | -0.2841 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |