Direxion Daily Consumer Discretionary Bull 3X Shs (WANT)

61.25 -1.10 (-1.76%) USD  |  NYSEARCA  |  Dec 26, 14:19
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WANT Max Drawdown (5Y): 85.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ProShares Ultra Consumer Discretionary 61.77%
Direxion Daily MSCI Emerging Markets Bull 3x Shs 87.05%
ProShares Ultra Industrials 66.48%
Direxion Daily FTSE Europe Bull 3X Shares 84.65%
Direxion Daily MSCI Mexico Bull 3X Shares 95.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -42.36
Beta (5Y) 3.808
Alpha (vs YCharts Benchmark) (5Y) -27.42
Beta (vs YCharts Benchmark) (5Y) 2.329
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 77.28%
Historical Sharpe Ratio (5Y) 0.1098
Historical Sortino (5Y) 0.1718
Monthly Value at Risk (VaR) 5% (5Y Lookback) 31.54%