Direxion Daily Semicondct Bear 3X ETF (SOXS)
25.13
+2.28
(+9.98%)
USD |
NYSEARCA |
Nov 15, 16:00
24.66
-0.47
(-1.87%)
After-Hours: 20:00
SOXS Max Drawdown (5Y): 99.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.97% |
| September 30, 2024 | 99.97% |
| August 31, 2024 | 99.97% |
| July 31, 2024 | 99.97% |
| June 30, 2024 | 99.97% |
| May 31, 2024 | 99.97% |
| April 30, 2024 | 99.97% |
| March 31, 2024 | 99.97% |
| February 29, 2024 | 99.96% |
| January 31, 2024 | 99.96% |
| December 31, 2023 | 99.96% |
| November 30, 2023 | 99.96% |
| October 31, 2023 | 99.96% |
| September 30, 2023 | 99.96% |
| August 31, 2023 | 99.96% |
| July 31, 2023 | 99.96% |
| June 30, 2023 | 99.96% |
| May 31, 2023 | 99.96% |
| April 30, 2023 | 99.96% |
| March 31, 2023 | 99.96% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.96% |
| December 31, 2022 | 99.96% |
| November 30, 2022 | 99.96% |
| October 31, 2022 | 99.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.96% |
| August 31, 2022 | 99.96% |
| July 31, 2022 | 99.96% |
| June 30, 2022 | 99.96% |
| May 31, 2022 | 99.96% |
| April 30, 2022 | 99.96% |
| March 31, 2022 | 99.96% |
| February 28, 2022 | 99.96% |
| January 31, 2022 | 99.96% |
| December 31, 2021 | 99.96% |
| November 30, 2021 | 99.96% |
| October 31, 2021 | 99.96% |
| September 30, 2021 | 99.96% |
| August 31, 2021 | 99.96% |
| July 31, 2021 | 99.96% |
| June 30, 2021 | 99.96% |
| May 31, 2021 | 99.96% |
| April 30, 2021 | 99.96% |
| March 31, 2021 | 99.95% |
| February 28, 2021 | 99.95% |
| January 31, 2021 | 99.95% |
| December 31, 2020 | 99.95% |
| November 30, 2020 | 99.94% |
| October 31, 2020 | 99.92% |
| September 30, 2020 | 99.90% |
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
99.40%
Minimum
Nov 2019
99.97%
Maximum
Mar 2024
99.91%
Average
99.96%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Short S&P500 | 97.50% |
| ProShares UltraShort Dow30 | 87.23% |
| ProShares UltraShort FTSE China 50 | 88.04% |
| ProShares UltraShort MidCap400 | 91.88% |
| ProShares UltraShort QQQ | 95.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.26 |
| Beta (5Y) | -3.420 |
| Alpha (vs YCharts Benchmark) (5Y) | -50.70 |
| Beta (vs YCharts Benchmark) (5Y) | -1.986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.80% |
| Historical Sharpe Ratio (5Y) | -0.9216 |
| Historical Sortino (5Y) | -1.727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.60% |