Direxion Daily Semicondct Bull 3X ETF (SOXL)
36.88
+1.39
(+3.92%)
USD |
NYSEARCA |
Apr 25, 10:13
SOXL Max Drawdown (5Y): 90.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.46% |
| February 29, 2024 | 90.46% |
| January 31, 2024 | 90.46% |
| December 31, 2023 | 90.46% |
| November 30, 2023 | 90.46% |
| October 31, 2023 | 90.46% |
| September 30, 2023 | 90.46% |
| August 31, 2023 | 90.46% |
| July 31, 2023 | 90.46% |
| June 30, 2023 | 90.46% |
| May 31, 2023 | 90.46% |
| April 30, 2023 | 90.46% |
| March 31, 2023 | 90.46% |
| February 28, 2023 | 90.46% |
| January 31, 2023 | 90.46% |
| December 31, 2022 | 90.46% |
| November 30, 2022 | 90.46% |
| October 31, 2022 | 90.46% |
| September 30, 2022 | 87.80% |
| August 31, 2022 | 84.08% |
| July 31, 2022 | 84.08% |
| June 30, 2022 | 82.03% |
| May 31, 2022 | 80.38% |
| April 30, 2022 | 80.38% |
| March 31, 2022 | 80.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.38% |
| January 31, 2022 | 80.38% |
| December 31, 2021 | 80.38% |
| November 30, 2021 | 80.38% |
| October 31, 2021 | 80.38% |
| September 30, 2021 | 80.38% |
| August 31, 2021 | 80.38% |
| July 31, 2021 | 80.38% |
| June 30, 2021 | 80.38% |
| May 31, 2021 | 80.38% |
| April 30, 2021 | 80.38% |
| March 31, 2021 | 80.38% |
| February 28, 2021 | 80.38% |
| January 31, 2021 | 80.38% |
| December 31, 2020 | 80.38% |
| November 30, 2020 | 80.38% |
| October 31, 2020 | 80.38% |
| September 30, 2020 | 80.38% |
| August 31, 2020 | 80.38% |
| July 31, 2020 | 80.38% |
| June 30, 2020 | 80.38% |
| May 31, 2020 | 80.38% |
| April 30, 2020 | 80.38% |
| March 31, 2020 | 80.38% |
| February 29, 2020 | 66.51% |
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
66.51%
Minimum
Apr 2019
90.46%
Maximum
Oct 2022
81.14%
Average
80.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Direxion Daily Semicondct Bear 3X ETF | 99.97% |
| Direxion Daily Technology Bull 3X ETF | 77.96% |
| ProShares Ultra S&P500 | 59.34% |
| ProShares UltraPro QQQ | 81.65% |
| ProShares Ultra QQQ | 63.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.41 |
| Beta (5Y) | 4.246 |
| Alpha (vs YCharts Benchmark) (5Y) | -18.41 |
| Beta (vs YCharts Benchmark) (5Y) | 4.246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.07% |
| Historical Sharpe Ratio (5Y) | 0.3936 |
| Historical Sortino (5Y) | 0.6833 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.56% |