Direxion Daily 20+ Yr Trsy Bear 3X ETF (TMV)
36.45
-0.60
(-1.62%)
USD |
NYSEARCA |
Nov 14, 16:00
36.42
-0.03
(-0.08%)
After-Hours: 20:00
TMV Max Drawdown (5Y): 86.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.80% |
| September 30, 2024 | 86.80% |
| August 31, 2024 | 86.80% |
| July 31, 2024 | 86.80% |
| June 30, 2024 | 86.80% |
| May 31, 2024 | 86.80% |
| April 30, 2024 | 86.80% |
| March 31, 2024 | 86.80% |
| February 29, 2024 | 86.80% |
| January 31, 2024 | 86.80% |
| December 31, 2023 | 86.80% |
| November 30, 2023 | 86.80% |
| October 31, 2023 | 86.80% |
| September 30, 2023 | 86.80% |
| August 31, 2023 | 86.80% |
| July 31, 2023 | 86.80% |
| June 30, 2023 | 86.80% |
| May 31, 2023 | 86.80% |
| April 30, 2023 | 86.80% |
| March 31, 2023 | 86.80% |
| February 28, 2023 | 86.80% |
| January 31, 2023 | 86.80% |
| December 31, 2022 | 86.80% |
| November 30, 2022 | 86.80% |
| October 31, 2022 | 86.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.80% |
| August 31, 2022 | 86.80% |
| July 31, 2022 | 86.80% |
| June 30, 2022 | 86.80% |
| May 31, 2022 | 86.80% |
| April 30, 2022 | 86.80% |
| March 31, 2022 | 86.80% |
| February 28, 2022 | 86.80% |
| January 31, 2022 | 86.80% |
| December 31, 2021 | 86.80% |
| November 30, 2021 | 86.80% |
| October 31, 2021 | 86.80% |
| September 30, 2021 | 86.80% |
| August 31, 2021 | 86.80% |
| July 31, 2021 | 86.80% |
| June 30, 2021 | 86.80% |
| May 31, 2021 | 86.80% |
| April 30, 2021 | 86.80% |
| March 31, 2021 | 86.80% |
| February 28, 2021 | 89.11% |
| January 31, 2021 | 89.71% |
| December 31, 2020 | 89.71% |
| November 30, 2020 | 90.67% |
| October 31, 2020 | 90.67% |
| September 30, 2020 | 90.67% |
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
86.80%
Minimum
Mar 2021
93.16%
Maximum
Nov 2019
87.82%
Average
86.80%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.02 |
| Beta (5Y) | -6.408 |
| Alpha (vs YCharts Benchmark) (5Y) | 7.744 |
| Beta (vs YCharts Benchmark) (5Y) | -0.7085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.88% |
| Historical Sharpe Ratio (5Y) | -0.0281 |
| Historical Sortino (5Y) | -0.0474 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.02% |