Direxion Daily S&P 500 Bull 2X Shares (SPUU)

155.50 -0.41 (-0.26%) USD  |  NYSEARCA  |  Dec 26, 10:56
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SPUU Max Drawdown (5Y): 59.35% 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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Median

Max Drawdown (5Y) Benchmarks

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ProShares Ultra S&P500 59.34%
ProShares UltraPro S&P500 76.82%
Direxion Daily S&P 500 Bull 3X Shares 76.86%
MAX S&P 500 4X Leveraged ETN --
Direxion Daily CSI 300 China A Share Bull 2X Shs 78.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.334
Beta (5Y) 2.048
Alpha (vs YCharts Benchmark) (5Y) 1.810
Beta (vs YCharts Benchmark) (5Y) 1.246
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.43%
Historical Sharpe Ratio (5Y) 0.5616
Historical Sortino (5Y) 0.6357
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.93%