Direxion Daily Pharmaceutical & Medical Bl 3X Shs (PILL)

7.59 +0.27 (+3.69%) USD  |  NYSEARCA  |  Dec 26, 16:00
7.57 -0.02 (-0.26%) After-Hours: 20:00
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PILL Max Drawdown (5Y): 84.35% 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 Retail Bull 3X Shares 91.54%
ProShares Ultra Energy 93.73%
ProShares Ultra Real Estate 70.49%
Direxion Daily Real Estate Bull 3X Shares 86.32%
Direxion Daily Regional Banks Bull 3X Shares 97.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -45.15
Beta (5Y) 2.234
Alpha (vs YCharts Benchmark) (5Y) -36.98
Beta (vs YCharts Benchmark) (5Y) 1.406
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.98%
Historical Sharpe Ratio (5Y) -0.2429
Historical Sortino (5Y) -0.3569
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.45%