Direxion Daily Small Cap Bear 3X ETF (TZA)
11.93
+0.51
(+4.47%)
USD |
NYSEARCA |
Nov 15, 16:00
11.90
-0.03
(-0.25%)
After-Hours: 20:00
TZA Max Drawdown (5Y): 98.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.39% |
| September 30, 2024 | 98.32% |
| August 31, 2024 | 98.28% |
| July 31, 2024 | 98.28% |
| June 30, 2024 | 98.28% |
| May 31, 2024 | 98.28% |
| April 30, 2024 | 98.28% |
| March 31, 2024 | 98.28% |
| February 29, 2024 | 98.28% |
| January 31, 2024 | 98.28% |
| December 31, 2023 | 98.28% |
| November 30, 2023 | 98.28% |
| October 31, 2023 | 98.28% |
| September 30, 2023 | 98.28% |
| August 31, 2023 | 98.28% |
| July 31, 2023 | 98.28% |
| June 30, 2023 | 98.28% |
| May 31, 2023 | 98.28% |
| April 30, 2023 | 98.28% |
| March 31, 2023 | 98.28% |
| February 28, 2023 | 98.28% |
| January 31, 2023 | 98.28% |
| December 31, 2022 | 98.28% |
| November 30, 2022 | 98.28% |
| October 31, 2022 | 98.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.28% |
| August 31, 2022 | 98.28% |
| July 31, 2022 | 98.28% |
| June 30, 2022 | 98.28% |
| May 31, 2022 | 98.28% |
| April 30, 2022 | 98.28% |
| March 31, 2022 | 98.28% |
| February 28, 2022 | 98.28% |
| January 31, 2022 | 98.28% |
| December 31, 2021 | 98.28% |
| November 30, 2021 | 98.28% |
| October 31, 2021 | 98.28% |
| September 30, 2021 | 98.28% |
| August 31, 2021 | 98.28% |
| July 31, 2021 | 98.28% |
| June 30, 2021 | 98.28% |
| May 31, 2021 | 98.28% |
| April 30, 2021 | 98.28% |
| March 31, 2021 | 98.28% |
| February 28, 2021 | 98.06% |
| January 31, 2021 | 97.82% |
| December 31, 2020 | 97.82% |
| November 30, 2020 | 97.57% |
| October 31, 2020 | 96.94% |
| September 30, 2020 | 96.94% |
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
96.94%
Minimum
May 2020
98.39%
Maximum
Oct 2024
98.10%
Average
98.28%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| ProShares Short Russell2000 | 65.76% |
| ProShares UltraShort Russell2000 | 91.46% |
| ProShares UltraPro Short Russell2000 | 99.69% |
| ProShares UltraShort QQQ | 95.62% |
| Direxion Daily Financial Bear 3X ETF | 98.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.37 |
| Beta (5Y) | -3.135 |
| Alpha (vs YCharts Benchmark) (5Y) | -21.91 |
| Beta (vs YCharts Benchmark) (5Y) | -1.875 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.22% |
| Historical Sharpe Ratio (5Y) | -0.5782 |
| Historical Sortino (5Y) | -1.282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.37% |