Direxion Daily Technology Bear 3X ETF (TECS)
50.72
+3.53
(+7.48%)
USD |
NYSEARCA |
Nov 15, 16:00
50.60
-0.12
(-0.24%)
After-Hours: 20:00
TECS Max Drawdown (5Y): 99.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.63% |
| September 30, 2024 | 99.63% |
| August 31, 2024 | 99.63% |
| July 31, 2024 | 99.63% |
| June 30, 2024 | 99.63% |
| May 31, 2024 | 99.63% |
| April 30, 2024 | 99.63% |
| March 31, 2024 | 99.63% |
| February 29, 2024 | 99.63% |
| January 31, 2024 | 99.63% |
| December 31, 2023 | 99.63% |
| November 30, 2023 | 99.63% |
| October 31, 2023 | 99.63% |
| September 30, 2023 | 99.63% |
| August 31, 2023 | 99.63% |
| July 31, 2023 | 99.63% |
| June 30, 2023 | 99.61% |
| May 31, 2023 | 99.61% |
| April 30, 2023 | 99.61% |
| March 31, 2023 | 99.61% |
| February 28, 2023 | 99.61% |
| January 31, 2023 | 99.61% |
| December 31, 2022 | 99.61% |
| November 30, 2022 | 99.61% |
| October 31, 2022 | 99.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.61% |
| August 31, 2022 | 99.61% |
| July 31, 2022 | 99.61% |
| June 30, 2022 | 99.61% |
| May 31, 2022 | 99.61% |
| April 30, 2022 | 99.61% |
| March 31, 2022 | 99.61% |
| February 28, 2022 | 99.61% |
| January 31, 2022 | 99.61% |
| December 31, 2021 | 99.61% |
| November 30, 2021 | 99.61% |
| October 31, 2021 | 99.61% |
| September 30, 2021 | 99.61% |
| August 31, 2021 | 99.61% |
| July 31, 2021 | 99.60% |
| June 30, 2021 | 99.60% |
| May 31, 2021 | 99.60% |
| April 30, 2021 | 99.60% |
| March 31, 2021 | 99.53% |
| February 28, 2021 | 99.53% |
| January 31, 2021 | 99.51% |
| December 31, 2020 | 99.51% |
| November 30, 2020 | 99.47% |
| October 31, 2020 | 99.44% |
| September 30, 2020 | 99.44% |
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
96.93%
Minimum
Nov 2019
99.63%
Maximum
Jul 2023
99.39%
Average
99.61%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.11 |
| Beta (5Y) | -2.746 |
| Alpha (vs YCharts Benchmark) (5Y) | -44.36 |
| Beta (vs YCharts Benchmark) (5Y) | -1.518 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.98% |
| Historical Sharpe Ratio (5Y) | -1.001 |
| Historical Sortino (5Y) | -1.950 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.62% |