Direxion Daily S&P500® Bull 3X ETF (SPXL)
129.50
+0.40
(+0.31%)
USD |
NYSEARCA |
May 10, 16:00
129.00
-0.50
(-0.39%)
After-Hours: 20:00
SPXL Max Drawdown (5Y): 76.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.86% |
March 31, 2024 | 76.86% |
February 29, 2024 | 76.86% |
January 31, 2024 | 76.86% |
December 31, 2023 | 76.86% |
November 30, 2023 | 76.86% |
October 31, 2023 | 76.86% |
September 30, 2023 | 76.86% |
August 31, 2023 | 76.86% |
July 31, 2023 | 76.86% |
June 30, 2023 | 76.86% |
May 31, 2023 | 76.86% |
April 30, 2023 | 76.86% |
March 31, 2023 | 76.86% |
February 28, 2023 | 76.86% |
January 31, 2023 | 76.86% |
December 31, 2022 | 76.86% |
November 30, 2022 | 76.86% |
October 31, 2022 | 76.86% |
September 30, 2022 | 76.86% |
August 31, 2022 | 76.86% |
July 31, 2022 | 76.86% |
June 30, 2022 | 76.86% |
May 31, 2022 | 76.86% |
April 30, 2022 | 76.86% |
Date | Value |
---|---|
March 31, 2022 | 76.86% |
February 28, 2022 | 76.86% |
January 31, 2022 | 76.86% |
December 31, 2021 | 76.86% |
November 30, 2021 | 76.86% |
October 31, 2021 | 76.86% |
September 30, 2021 | 76.86% |
August 31, 2021 | 76.86% |
July 31, 2021 | 76.86% |
June 30, 2021 | 76.86% |
May 31, 2021 | 76.86% |
April 30, 2021 | 76.86% |
March 31, 2021 | 76.86% |
February 28, 2021 | 76.86% |
January 31, 2021 | 76.86% |
December 31, 2020 | 76.86% |
November 30, 2020 | 76.86% |
October 31, 2020 | 76.86% |
September 30, 2020 | 76.86% |
August 31, 2020 | 76.86% |
July 31, 2020 | 76.86% |
June 30, 2020 | 76.86% |
May 31, 2020 | 76.86% |
April 30, 2020 | 76.86% |
March 31, 2020 | 76.86% |
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
50.17%
Minimum
May 2019
76.86%
Maximum
Mar 2020
72.41%
Average
76.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ProShares Ultra S&P500 | 59.34% |
ProShares UltraPro S&P500 | 76.82% |
Direxion Daily S&P 500® Bull 2X ETF | 59.35% |
ProShares Short S&P500 | 62.21% |
ProShares UltraPro Short S&P500 | 96.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.36 |
Beta (5Y) | 3.093 |
Alpha (vs YCharts Benchmark) (5Y) | -18.36 |
Beta (vs YCharts Benchmark) (5Y) | 3.093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.63% |
Historical Sharpe Ratio (5Y) | 0.2895 |
Historical Sortino (5Y) | 0.3491 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.69% |