Direxion Daily Transportation Bull 3X ETF (TPOR)
37.20
+2.73
(+7.92%)
USD |
NYSEARCA |
Nov 04, 15:21
TPOR Max Drawdown (5Y) : 74.10% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 74.10% |
| September 30, 2026 | 74.10% |
| August 31, 2026 | 74.10% |
| July 31, 2026 | 74.10% |
| June 30, 2026 | 74.10% |
| May 31, 2026 | 74.10% |
| April 30, 2026 | 74.10% |
| March 31, 2026 | 74.10% |
| February 28, 2026 | 74.10% |
| January 31, 2026 | 74.10% |
| December 31, 2025 | 74.10% |
| November 30, 2025 | 74.10% |
| October 31, 2025 | 74.10% |
| September 30, 2025 | 74.10% |
| August 31, 2025 | 74.10% |
| July 31, 2025 | 74.10% |
| June 30, 2025 | 74.49% |
| May 31, 2025 | 77.06% |
| April 30, 2025 | 83.23% |
| March 31, 2025 | 85.27% |
| February 28, 2025 | 87.58% |
| January 31, 2025 | 87.58% |
| December 31, 2024 | 87.58% |
| November 30, 2024 | 87.58% |
| October 31, 2024 | 87.58% |
| Date | Value |
|---|---|
| September 30, 2024 | 87.58% |
| August 31, 2024 | 87.58% |
| July 31, 2024 | 87.58% |
| June 30, 2024 | 87.58% |
| May 31, 2024 | 87.58% |
| April 30, 2024 | 87.58% |
| March 31, 2024 | 87.58% |
| February 29, 2024 | 87.58% |
| January 31, 2024 | 87.58% |
| December 31, 2023 | 87.58% |
| November 30, 2023 | 87.58% |
| October 31, 2023 | 87.58% |
| September 30, 2023 | 87.58% |
| August 31, 2023 | 87.58% |
| July 31, 2023 | 87.58% |
| June 30, 2023 | 87.58% |
| May 31, 2023 | 87.58% |
| April 30, 2023 | 87.58% |
| March 31, 2023 | 87.58% |
| February 28, 2023 | 87.58% |
| January 31, 2023 | 87.58% |
| December 31, 2022 | 87.58% |
| November 30, 2022 | 87.58% |
| October 31, 2022 | 87.58% |
| September 30, 2022 | 87.58% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ProShares Ultra Materials | 48.24% |
| Direxion Daily Utilities Bull 3X ETF | 72.65% |
| ProShares Ultra Energy | 66.65% |
| Direxion Daily Real Estate Bull 3X ETF | 82.11% |
| ProShares Ultra Consumer Staples | 56.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.33 |
| Beta (5Y) | 3.551 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.76 |
| Beta (vs YCharts Benchmark) (5Y) | 1.881 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.95% |
| Historical Sharpe Ratio (5Y) | -0.1567 |
| Historical Sortino (5Y) | -0.3079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.66% |