Direxion Daily 7-10 Yr Trs Bear 3X ETF (TYO)
15.25
-0.05
(-0.33%)
USD |
NYSEARCA |
Apr 19, 16:00
15.25
0.00 (0.00%)
After-Hours: 20:00
TYO Max Drawdown (5Y): 57.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.10% |
| February 29, 2024 | 57.10% |
| January 31, 2024 | 57.10% |
| December 31, 2023 | 57.10% |
| November 30, 2023 | 57.10% |
| October 31, 2023 | 57.10% |
| September 30, 2023 | 57.10% |
| August 31, 2023 | 57.10% |
| July 31, 2023 | 57.10% |
| June 30, 2023 | 57.10% |
| May 31, 2023 | 57.10% |
| April 30, 2023 | 57.10% |
| March 31, 2023 | 57.10% |
| February 28, 2023 | 57.10% |
| January 31, 2023 | 57.10% |
| December 31, 2022 | 57.10% |
| November 30, 2022 | 57.10% |
| October 31, 2022 | 57.10% |
| September 30, 2022 | 57.10% |
| August 31, 2022 | 57.10% |
| July 31, 2022 | 57.10% |
| June 30, 2022 | 57.10% |
| May 31, 2022 | 57.10% |
| April 30, 2022 | 57.10% |
| March 31, 2022 | 57.10% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.10% |
| January 31, 2022 | 57.10% |
| December 31, 2021 | 57.10% |
| November 30, 2021 | 57.10% |
| October 31, 2021 | 57.10% |
| September 30, 2021 | 57.10% |
| August 31, 2021 | 57.10% |
| July 31, 2021 | 57.10% |
| June 30, 2021 | 57.10% |
| May 31, 2021 | 58.42% |
| April 30, 2021 | 59.57% |
| March 31, 2021 | 59.57% |
| February 28, 2021 | 64.37% |
| January 31, 2021 | 65.28% |
| December 31, 2020 | 65.28% |
| November 30, 2020 | 68.41% |
| October 31, 2020 | 68.41% |
| September 30, 2020 | 68.41% |
| August 31, 2020 | 68.41% |
| July 31, 2020 | 68.41% |
| June 30, 2020 | 68.41% |
| May 31, 2020 | 68.41% |
| April 30, 2020 | 68.41% |
| March 31, 2020 | 68.41% |
| February 29, 2020 | 68.41% |
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
57.10%
Minimum
Jun 2021
74.05%
Maximum
Apr 2019
62.11%
Average
57.10%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.933 |
| Beta (5Y) | -0.2821 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.933 |
| Beta (vs YCharts Benchmark) (5Y) | -0.2821 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.22% |
| Historical Sharpe Ratio (5Y) | 0.0538 |
| Historical Sortino (5Y) | 0.0895 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |