Direxion Daily 7-10 Yr Trs Bull 3X ETF (TYD)
24.38
+0.07
(+0.29%)
USD |
NYSEARCA |
Nov 14, 11:26
TYD Max Drawdown (5Y): 64.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.30% |
| September 30, 2024 | 64.30% |
| August 31, 2024 | 64.30% |
| July 31, 2024 | 64.30% |
| June 30, 2024 | 64.30% |
| May 31, 2024 | 64.30% |
| April 30, 2024 | 64.30% |
| March 31, 2024 | 64.30% |
| February 29, 2024 | 64.30% |
| January 31, 2024 | 64.30% |
| December 31, 2023 | 64.30% |
| November 30, 2023 | 64.30% |
| October 31, 2023 | 64.30% |
| September 30, 2023 | 61.36% |
| August 31, 2023 | 58.98% |
| July 31, 2023 | 57.37% |
| June 30, 2023 | 57.37% |
| May 31, 2023 | 57.37% |
| April 30, 2023 | 57.37% |
| March 31, 2023 | 57.37% |
| February 28, 2023 | 57.37% |
| January 31, 2023 | 57.37% |
| December 31, 2022 | 57.37% |
| November 30, 2022 | 57.37% |
| October 31, 2022 | 57.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.87% |
| August 31, 2022 | 49.14% |
| July 31, 2022 | 49.14% |
| June 30, 2022 | 49.14% |
| May 31, 2022 | 44.26% |
| April 30, 2022 | 42.19% |
| March 31, 2022 | 35.80% |
| February 28, 2022 | 28.16% |
| January 31, 2022 | 28.04% |
| December 31, 2021 | 28.04% |
| November 30, 2021 | 28.04% |
| October 31, 2021 | 28.04% |
| September 30, 2021 | 28.04% |
| August 31, 2021 | 28.04% |
| July 31, 2021 | 28.04% |
| June 30, 2021 | 28.04% |
| May 31, 2021 | 28.04% |
| April 30, 2021 | 28.04% |
| March 31, 2021 | 28.04% |
| February 28, 2021 | 28.04% |
| January 31, 2021 | 28.04% |
| December 31, 2020 | 28.04% |
| November 30, 2020 | 28.04% |
| October 31, 2020 | 28.04% |
| September 30, 2020 | 28.04% |
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
28.04%
Minimum
Nov 2019
64.30%
Maximum
Oct 2023
44.00%
Average
43.22%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.294 |
| Beta (5Y) | 3.351 |
| Alpha (vs YCharts Benchmark) (5Y) | -19.22 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.85% |
| Historical Sharpe Ratio (5Y) | -0.6119 |
| Historical Sortino (5Y) | -0.956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.55% |