Direxion Daily Technology Bull 3X ETF (TECL)
66.49
-2.51
(-3.64%)
USD |
NYSEARCA |
Apr 18, 14:10
TECL Max Drawdown (5Y): 77.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.96% |
| February 29, 2024 | 77.96% |
| January 31, 2024 | 77.96% |
| December 31, 2023 | 77.96% |
| November 30, 2023 | 77.96% |
| October 31, 2023 | 77.96% |
| September 30, 2023 | 77.96% |
| August 31, 2023 | 77.96% |
| July 31, 2023 | 77.96% |
| June 30, 2023 | 77.96% |
| May 31, 2023 | 77.96% |
| April 30, 2023 | 77.96% |
| March 31, 2023 | 77.96% |
| February 28, 2023 | 77.96% |
| January 31, 2023 | 77.96% |
| December 31, 2022 | 77.96% |
| November 30, 2022 | 77.96% |
| October 31, 2022 | 77.96% |
| September 30, 2022 | 76.27% |
| August 31, 2022 | 75.10% |
| July 31, 2022 | 75.10% |
| June 30, 2022 | 75.10% |
| May 31, 2022 | 75.10% |
| April 30, 2022 | 75.10% |
| March 31, 2022 | 75.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.10% |
| January 31, 2022 | 75.10% |
| December 31, 2021 | 75.10% |
| November 30, 2021 | 75.10% |
| October 31, 2021 | 75.10% |
| September 30, 2021 | 75.10% |
| August 31, 2021 | 75.10% |
| July 31, 2021 | 75.10% |
| June 30, 2021 | 75.10% |
| May 31, 2021 | 75.10% |
| April 30, 2021 | 75.10% |
| March 31, 2021 | 75.10% |
| February 28, 2021 | 75.10% |
| January 31, 2021 | 75.10% |
| December 31, 2020 | 75.10% |
| November 30, 2020 | 75.10% |
| October 31, 2020 | 75.10% |
| September 30, 2020 | 75.10% |
| August 31, 2020 | 75.10% |
| July 31, 2020 | 75.10% |
| June 30, 2020 | 75.10% |
| May 31, 2020 | 75.10% |
| April 30, 2020 | 75.10% |
| March 31, 2020 | 75.10% |
| February 29, 2020 | 59.71% |
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
59.71%
Minimum
Apr 2019
77.96%
Maximum
Oct 2022
73.15%
Average
75.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Technology | 67.55% |
| ProShares UltraShort Technology | 97.19% |
| Direxion Daily Semicondct Bull 3X ETF | 90.46% |
| Direxion Daily Technology Bear 3X ETF | 99.63% |
| ProShares Ultra S&P500 | 59.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.889 |
| Beta (5Y) | 3.560 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.889 |
| Beta (vs YCharts Benchmark) (5Y) | 3.560 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.19% |
| Historical Sharpe Ratio (5Y) | 0.5782 |
| Historical Sortino (5Y) | 0.8719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.33% |