Direxion Daily S&P 500 Bull 3X Shares (SPXL)

183.05 +0.41 (+0.22%) USD  |  NYSEARCA  |  Dec 26, 11:53
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SPXL Max Drawdown (5Y): 76.86% 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 Ultra S&P500 59.34%
ProShares UltraPro S&P500 76.82%
Direxion Daily S&P 500 Bull 2X Shares 59.35%
MAX S&P 500 4X Leveraged ETN --
SPDR S&P 500 ETF Trust 33.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.30
Beta (5Y) 3.095
Alpha (vs YCharts Benchmark) (5Y) -6.170
Beta (vs YCharts Benchmark) (5Y) 1.895
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.48%
Historical Sharpe Ratio (5Y) 0.4154
Historical Sortino (5Y) 0.495
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.69%