Direxion Daily Semiconductor Bull 3X Shares (SOXL)

29.72 -0.84 (-2.76%) USD  |  NYSEARCA  |  Dec 27, 16:00
29.65 -0.08 (-0.25%) After-Hours: 20:00
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SOXL Max Drawdown (5Y): 90.46% 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 UltraPro QQQ 81.65%
ProShares Ultra QQQ 63.68%
ProShares Ultra Semiconductors 77.85%
Direxion Daily Technology Bull 3x Shares 77.96%
MicroSectors FANG+ Index 3X Leveraged ETN 99.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -41.82
Beta (5Y) 4.018
Alpha (vs YCharts Benchmark) (5Y) -28.13
Beta (vs YCharts Benchmark) (5Y) 2.592
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 96.46%
Historical Sharpe Ratio (5Y) 0.1228
Historical Sortino (5Y) 0.2222
Monthly Value at Risk (VaR) 5% (5Y Lookback) 39.20%