Direxion Daily S&P 500 Bear 1X ETF (SPDN)
8.32
-0.06
(-0.72%)
USD |
NYSEARCA |
Oct 09, 16:00
8.325
0.00 (0.00%)
After-Hours: 20:00
SPDN Max Drawdown (5Y) : 64.35% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 64.35% |
| August 31, 2026 | 64.35% |
| July 31, 2026 | 64.35% |
| June 30, 2026 | 64.35% |
| May 31, 2026 | 64.35% |
| April 30, 2026 | 64.35% |
| March 31, 2026 | 64.35% |
| February 28, 2026 | 64.35% |
| January 31, 2026 | 64.35% |
| December 31, 2025 | 64.35% |
| November 30, 2025 | 64.35% |
| October 31, 2025 | 64.35% |
| September 30, 2025 | 64.35% |
| August 31, 2025 | 64.35% |
| July 31, 2025 | 64.35% |
| June 30, 2025 | 64.35% |
| May 31, 2025 | 64.35% |
| April 30, 2025 | 64.35% |
| March 31, 2025 | 64.35% |
| February 28, 2025 | 64.35% |
| January 31, 2025 | 64.35% |
| December 31, 2024 | 64.35% |
| November 30, 2024 | 64.08% |
| October 31, 2024 | 63.32% |
| September 30, 2024 | 62.75% |
| Date | Value |
|---|---|
| August 31, 2024 | 62.64% |
| July 31, 2024 | 62.64% |
| June 30, 2024 | 62.30% |
| May 31, 2024 | 62.30% |
| April 30, 2024 | 62.30% |
| March 31, 2024 | 62.30% |
| February 29, 2024 | 62.30% |
| January 31, 2024 | 62.30% |
| December 31, 2023 | 62.30% |
| November 30, 2023 | 62.30% |
| October 31, 2023 | 62.30% |
| September 30, 2023 | 62.30% |
| August 31, 2023 | 62.30% |
| July 31, 2023 | 62.30% |
| June 30, 2023 | 62.30% |
| May 31, 2023 | 62.30% |
| April 30, 2023 | 62.30% |
| March 31, 2023 | 62.30% |
| February 28, 2023 | 62.30% |
| January 31, 2023 | 62.30% |
| December 31, 2022 | 62.30% |
| November 30, 2022 | 62.30% |
| October 31, 2022 | 62.30% |
| September 30, 2022 | 62.30% |
| August 31, 2022 | 62.30% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares Short Dow30 | 61.05% |
| ProShares Short S&P500 | 64.93% |
| ProShares UltraPro Short S&P500 | 97.79% |
| Direxion Daily Small Cap Bear 3X ETF | 98.73% |
| Direxion Daily Gold Miners Index Bear 2X ETF | 99.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.377 |
| Beta (5Y) | -0.9972 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.03 |
| Beta (vs YCharts Benchmark) (5Y) | -0.4922 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.00% |
| Historical Sharpe Ratio (5Y) | -0.8095 |
| Historical Sortino (5Y) | -1.437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.02% |