Direxion Daily Small Cap Bull 3X ETF (TNA)
34.38
-0.69
(-1.97%)
USD |
NYSEARCA |
Apr 25, 16:00
34.12
-0.26
(-0.76%)
After-Hours: 20:00
TNA Max Drawdown (5Y): 88.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 88.09% |
February 29, 2024 | 88.09% |
January 31, 2024 | 88.09% |
December 31, 2023 | 88.09% |
November 30, 2023 | 88.09% |
October 31, 2023 | 88.09% |
September 30, 2023 | 88.09% |
August 31, 2023 | 88.09% |
July 31, 2023 | 88.09% |
June 30, 2023 | 88.09% |
May 31, 2023 | 88.09% |
April 30, 2023 | 88.09% |
March 31, 2023 | 88.09% |
February 28, 2023 | 88.09% |
January 31, 2023 | 88.09% |
December 31, 2022 | 88.09% |
November 30, 2022 | 88.09% |
October 31, 2022 | 88.09% |
September 30, 2022 | 88.09% |
August 31, 2022 | 88.09% |
July 31, 2022 | 88.09% |
June 30, 2022 | 88.09% |
May 31, 2022 | 88.09% |
April 30, 2022 | 88.09% |
March 31, 2022 | 88.09% |
Date | Value |
---|---|
February 28, 2022 | 88.09% |
January 31, 2022 | 88.09% |
December 31, 2021 | 88.09% |
November 30, 2021 | 88.09% |
October 31, 2021 | 88.09% |
September 30, 2021 | 88.09% |
August 31, 2021 | 88.09% |
July 31, 2021 | 88.09% |
June 30, 2021 | 88.09% |
May 31, 2021 | 88.09% |
April 30, 2021 | 88.09% |
March 31, 2021 | 88.09% |
February 28, 2021 | 88.09% |
January 31, 2021 | 88.09% |
December 31, 2020 | 88.09% |
November 30, 2020 | 88.09% |
October 31, 2020 | 88.09% |
September 30, 2020 | 88.09% |
August 31, 2020 | 88.09% |
July 31, 2020 | 88.09% |
June 30, 2020 | 88.09% |
May 31, 2020 | 88.09% |
April 30, 2020 | 88.09% |
March 31, 2020 | 88.09% |
February 29, 2020 | 63.28% |
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
63.28%
Minimum
Apr 2019
88.09%
Maximum
Mar 2020
83.54%
Average
88.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -52.94 |
Beta (5Y) | 3.414 |
Alpha (vs YCharts Benchmark) (5Y) | -52.94 |
Beta (vs YCharts Benchmark) (5Y) | 3.414 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.87% |
Historical Sharpe Ratio (5Y) | -0.1134 |
Historical Sortino (5Y) | -0.1648 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.34% |