Direxion Daily S&P 500® Bear 3X ETF (SPXS)
6.32
+0.24
(+3.95%)
USD |
NYSEARCA |
Nov 15, 16:00
6.25
-0.07
(-1.11%)
After-Hours: 20:00
SPXS Max Drawdown (5Y): 97.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.46% |
| September 30, 2024 | 97.33% |
| August 31, 2024 | 97.20% |
| July 31, 2024 | 97.20% |
| June 30, 2024 | 97.01% |
| May 31, 2024 | 97.01% |
| April 30, 2024 | 97.01% |
| March 31, 2024 | 97.01% |
| February 29, 2024 | 97.01% |
| January 31, 2024 | 97.01% |
| December 31, 2023 | 97.01% |
| November 30, 2023 | 97.01% |
| October 31, 2023 | 97.01% |
| September 30, 2023 | 97.01% |
| August 31, 2023 | 97.01% |
| July 31, 2023 | 97.01% |
| June 30, 2023 | 97.01% |
| May 31, 2023 | 97.01% |
| April 30, 2023 | 97.01% |
| March 31, 2023 | 97.01% |
| February 28, 2023 | 97.01% |
| January 31, 2023 | 97.01% |
| December 31, 2022 | 97.01% |
| November 30, 2022 | 97.01% |
| October 31, 2022 | 97.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.01% |
| August 31, 2022 | 97.01% |
| July 31, 2022 | 97.01% |
| June 30, 2022 | 97.01% |
| May 31, 2022 | 97.01% |
| April 30, 2022 | 97.01% |
| March 31, 2022 | 97.01% |
| February 28, 2022 | 97.01% |
| January 31, 2022 | 97.01% |
| December 31, 2021 | 97.01% |
| November 30, 2021 | 97.01% |
| October 31, 2021 | 97.01% |
| September 30, 2021 | 97.01% |
| August 31, 2021 | 96.99% |
| July 31, 2021 | 96.73% |
| June 30, 2021 | 96.63% |
| May 31, 2021 | 96.63% |
| April 30, 2021 | 96.63% |
| March 31, 2021 | 96.30% |
| February 28, 2021 | 96.30% |
| January 31, 2021 | 96.30% |
| December 31, 2020 | 96.30% |
| November 30, 2020 | 96.09% |
| October 31, 2020 | 95.59% |
| September 30, 2020 | 95.56% |
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
95.08%
Minimum
Apr 2020
97.46%
Maximum
Oct 2024
96.66%
Average
97.01%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraShort S&P500 | 89.63% |
| ProShares UltraPro Short S&P500 | 97.50% |
| Direxion Daily S&P 500® Bear 1X ETF | 63.32% |
| ProShares Short S&P500 | 63.90% |
| ProShares UltraShort QQQ | 95.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.83 |
| Beta (5Y) | -2.545 |
| Alpha (vs YCharts Benchmark) (5Y) | -27.27 |
| Beta (vs YCharts Benchmark) (5Y) | -1.452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.40% |
| Historical Sharpe Ratio (5Y) | -0.8667 |
| Historical Sortino (5Y) | -1.783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.24% |