Direxion Daily Semicondct Bull 3X ETF (SOXL)
29.60
-0.09
(-0.30%)
USD |
NYSEARCA |
Nov 14, 16:00
28.04
-1.56
(-5.27%)
Pre-Market: 09:28
SOXL Max Drawdown (5Y): 90.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.46% |
| September 30, 2024 | 90.46% |
| August 31, 2024 | 90.46% |
| July 31, 2024 | 90.46% |
| June 30, 2024 | 90.46% |
| May 31, 2024 | 90.46% |
| April 30, 2024 | 90.46% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
90.46%
Maximum
Oct 2022
83.93%
Average
80.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro QQQ | 81.65% |
| ProShares Ultra QQQ | 63.68% |
| ProShares Ultra Semiconductors | 77.85% |
| Direxion Daily Technology Bull 3X ETF | 77.96% |
| MicroSectors™ FANG+™ 3X Leveraged ETN | 99.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.81 |
| Beta (5Y) | 4.098 |
| Alpha (vs YCharts Benchmark) (5Y) | -21.74 |
| Beta (vs YCharts Benchmark) (5Y) | 2.648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.07% |
| Historical Sharpe Ratio (5Y) | 0.1674 |
| Historical Sortino (5Y) | 0.2972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.20% |