Direxion Daily S&P 500® Bear 1X ETF (SPDN)
11.08
+0.14
(+1.28%)
USD |
NYSEARCA |
Nov 15, 16:00
11.08
0.00 (0.00%)
After-Hours: 20:00
SPDN Max Drawdown (5Y): 63.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.32% |
| September 30, 2024 | 62.75% |
| August 31, 2024 | 62.64% |
| July 31, 2024 | 62.64% |
| June 30, 2024 | 61.66% |
| May 31, 2024 | 61.40% |
| April 30, 2024 | 61.40% |
| March 31, 2024 | 61.40% |
| February 29, 2024 | 61.40% |
| January 31, 2024 | 61.40% |
| December 31, 2023 | 61.40% |
| November 30, 2023 | 61.40% |
| October 31, 2023 | 61.40% |
| September 30, 2023 | 61.40% |
| August 31, 2023 | 61.40% |
| July 31, 2023 | 61.40% |
| June 30, 2023 | 61.40% |
| May 31, 2023 | 61.40% |
| April 30, 2023 | 61.40% |
| March 31, 2023 | 61.40% |
| February 28, 2023 | 61.40% |
| January 31, 2023 | 61.40% |
| December 31, 2022 | 61.40% |
| November 30, 2022 | 61.40% |
| October 31, 2022 | 61.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.40% |
| August 31, 2022 | 61.40% |
| July 31, 2022 | 61.40% |
| June 30, 2022 | 61.40% |
| May 31, 2022 | 61.40% |
| April 30, 2022 | 61.40% |
| March 31, 2022 | 61.40% |
| February 28, 2022 | 61.40% |
| January 31, 2022 | 61.40% |
| December 31, 2021 | 61.40% |
| November 30, 2021 | 61.40% |
| October 31, 2021 | 61.40% |
| September 30, 2021 | 61.40% |
| August 31, 2021 | 61.27% |
| July 31, 2021 | 60.28% |
| June 30, 2021 | 59.86% |
| May 31, 2021 | 59.86% |
| April 30, 2021 | 59.86% |
| March 31, 2021 | 57.72% |
| February 28, 2021 | 57.06% |
| January 31, 2021 | 56.05% |
| December 31, 2020 | 54.77% |
| November 30, 2020 | 53.37% |
| October 31, 2020 | 51.78% |
| September 30, 2020 | 51.78% |
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
38.64%
Minimum
Nov 2019
63.32%
Maximum
Oct 2024
57.64%
Average
61.40%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Direxion Daily S&P 500® Bear 3X ETF | 97.46% |
| ProShares UltraShort S&P500 | 89.63% |
| ProShares Short S&P500 | 63.90% |
| ProShares UltraPro Short S&P500 | 97.50% |
| ProShares Short Dow30 | 60.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.621 |
| Beta (5Y) | -0.9418 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.000 |
| Beta (vs YCharts Benchmark) (5Y) | -0.5482 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.86% |
| Historical Sharpe Ratio (5Y) | -0.8395 |
| Historical Sortino (5Y) | -1.656 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.59% |