Direxion Daily 20+ Yr Trsy Bull 3X ETF (TMF)
45.20
-0.02
(-0.04%)
USD |
NYSEARCA |
Apr 23, 16:00
44.28
-0.92
(-2.04%)
Pre-Market: 08:49
TMF Max Drawdown (5Y): 92.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 92.04% |
| February 29, 2024 | 92.04% |
| January 31, 2024 | 92.04% |
| December 31, 2023 | 92.04% |
| November 30, 2023 | 92.04% |
| October 31, 2023 | 92.04% |
| September 30, 2023 | 90.18% |
| August 31, 2023 | 88.60% |
| July 31, 2023 | 87.46% |
| June 30, 2023 | 87.46% |
| May 31, 2023 | 87.46% |
| April 30, 2023 | 87.46% |
| March 31, 2023 | 87.46% |
| February 28, 2023 | 87.46% |
| January 31, 2023 | 87.46% |
| December 31, 2022 | 87.46% |
| November 30, 2022 | 87.46% |
| October 31, 2022 | 87.46% |
| September 30, 2022 | 83.52% |
| August 31, 2022 | 78.65% |
| July 31, 2022 | 78.65% |
| June 30, 2022 | 78.65% |
| May 31, 2022 | 75.41% |
| April 30, 2022 | 71.48% |
| March 31, 2022 | 64.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.95% |
| January 31, 2022 | 57.81% |
| December 31, 2021 | 57.81% |
| November 30, 2021 | 57.81% |
| October 31, 2021 | 57.81% |
| September 30, 2021 | 57.81% |
| August 31, 2021 | 57.81% |
| July 31, 2021 | 57.81% |
| June 30, 2021 | 57.81% |
| May 31, 2021 | 57.81% |
| April 30, 2021 | 57.81% |
| March 31, 2021 | 57.81% |
| February 28, 2021 | 53.00% |
| January 31, 2021 | 51.11% |
| December 31, 2020 | 51.11% |
| November 30, 2020 | 51.11% |
| October 31, 2020 | 51.11% |
| September 30, 2020 | 51.11% |
| August 31, 2020 | 51.11% |
| July 31, 2020 | 51.11% |
| June 30, 2020 | 51.11% |
| May 31, 2020 | 51.11% |
| April 30, 2020 | 51.11% |
| March 31, 2020 | 51.11% |
| February 29, 2020 | 51.11% |
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
51.11%
Minimum
Apr 2019
92.04%
Maximum
Oct 2023
66.79%
Average
57.81%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.33 |
| Beta (5Y) | 0.5642 |
| Alpha (vs YCharts Benchmark) (5Y) | -32.33 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.86% |
| Historical Sharpe Ratio (5Y) | -0.511 |
| Historical Sortino (5Y) | -1.000 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.81% |