Direxion Daily Utilities Bull 3X ETF (UTSL)
37.96
+0.13
(+0.34%)
USD |
NYSEARCA |
Sep 04, 16:00
37.80
-0.16
(-0.42%)
After-Hours: 20:00
UTSL Max Drawdown (5Y) : 72.65% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 72.65% |
| July 31, 2026 | 72.65% |
| June 30, 2026 | 72.65% |
| May 31, 2026 | 72.65% |
| April 30, 2026 | 72.65% |
| March 31, 2026 | 72.65% |
| February 28, 2026 | 72.65% |
| January 31, 2026 | 72.65% |
| December 31, 2025 | 72.65% |
| November 30, 2025 | 72.65% |
| October 31, 2025 | 72.65% |
| September 30, 2025 | 72.65% |
| August 31, 2025 | 72.65% |
| July 31, 2025 | 72.65% |
| June 30, 2025 | 72.65% |
| May 31, 2025 | 72.65% |
| April 30, 2025 | 72.65% |
| March 31, 2025 | 72.65% |
| February 28, 2025 | 79.55% |
| January 31, 2025 | 79.55% |
| December 31, 2024 | 79.55% |
| November 30, 2024 | 79.55% |
| October 31, 2024 | 79.55% |
| September 30, 2024 | 79.55% |
| August 31, 2024 | 79.55% |
| Date | Value |
|---|---|
| July 31, 2024 | 79.55% |
| June 30, 2024 | 79.55% |
| May 31, 2024 | 79.55% |
| April 30, 2024 | 79.55% |
| March 31, 2024 | 79.55% |
| February 29, 2024 | 79.55% |
| January 31, 2024 | 79.55% |
| December 31, 2023 | 79.55% |
| November 30, 2023 | 79.55% |
| October 31, 2023 | 79.55% |
| September 30, 2023 | 79.55% |
| August 31, 2023 | 79.55% |
| July 31, 2023 | 79.55% |
| June 30, 2023 | 79.55% |
| May 31, 2023 | 79.55% |
| April 30, 2023 | 79.55% |
| March 31, 2023 | 79.55% |
| February 28, 2023 | 79.55% |
| January 31, 2023 | 79.55% |
| December 31, 2022 | 79.55% |
| November 30, 2022 | 79.55% |
| October 31, 2022 | 79.55% |
| September 30, 2022 | 79.55% |
| August 31, 2022 | 79.55% |
| July 31, 2022 | 79.55% |
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 Transportation Bull 3X ETF | 74.10% |
| ProShares Ultra Energy | 73.50% |
| Direxion Daily Real Estate Bull 3X ETF | 82.11% |
| ProShares Ultra Health Care | 36.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.24 |
| Beta (5Y) | 1.663 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.933 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8604 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.80% |
| Historical Sharpe Ratio (5Y) | -0.0227 |
| Historical Sortino (5Y) | -0.0412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.80% |