Direxion Daily Cnsmr Discret Bull 3X ETF (WANT)
49.32
-2.22
(-4.31%)
USD |
NYSEARCA |
Nov 14, 16:00
49.00
-0.32
(-0.65%)
Pre-Market: 08:27
WANT Max Drawdown (5Y): 85.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.89% |
| September 30, 2024 | 85.89% |
| August 31, 2024 | 85.89% |
| July 31, 2024 | 85.89% |
| June 30, 2024 | 85.89% |
| May 31, 2024 | 85.89% |
| April 30, 2024 | 85.89% |
| March 31, 2024 | 85.89% |
| February 29, 2024 | 85.89% |
| January 31, 2024 | 85.89% |
| December 31, 2023 | 85.89% |
| November 30, 2023 | 85.89% |
| October 31, 2023 | 85.89% |
| September 30, 2023 | 85.89% |
| August 31, 2023 | 85.89% |
| July 31, 2023 | 85.89% |
| June 30, 2023 | 85.89% |
| May 31, 2023 | 85.89% |
| April 30, 2023 | 85.89% |
| March 31, 2023 | 85.89% |
| February 28, 2023 | 85.89% |
| January 31, 2023 | 85.89% |
| December 31, 2022 | 85.89% |
| November 30, 2022 | 83.21% |
| October 31, 2022 | 81.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.60% |
| August 31, 2022 | 79.60% |
| July 31, 2022 | 79.60% |
| June 30, 2022 | 79.60% |
| May 31, 2022 | 77.07% |
| April 30, 2022 | 76.09% |
| March 31, 2022 | 76.09% |
| February 28, 2022 | 76.09% |
| January 31, 2022 | 76.09% |
| December 31, 2021 | 76.09% |
| November 30, 2021 | 76.09% |
| October 31, 2021 | 76.09% |
| September 30, 2021 | 76.09% |
| August 31, 2021 | 76.09% |
| July 31, 2021 | 76.09% |
| June 30, 2021 | 76.09% |
| May 31, 2021 | 76.09% |
| April 30, 2021 | 76.09% |
| March 31, 2021 | 76.09% |
| February 28, 2021 | 76.09% |
| January 31, 2021 | 76.09% |
| December 31, 2020 | 76.09% |
| November 30, 2020 | 76.09% |
| October 31, 2020 | 76.09% |
| September 30, 2020 | 76.09% |
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
40.85%
Minimum
Nov 2019
85.89%
Maximum
Dec 2022
77.96%
Average
76.58%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.38 |
| Beta (5Y) | 3.737 |
| Alpha (vs YCharts Benchmark) (5Y) | -30.80 |
| Beta (vs YCharts Benchmark) (5Y) | 2.286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.65% |
| Historical Sharpe Ratio (5Y) | 0.0242 |
| Historical Sortino (5Y) | 0.0375 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.54% |