Direxion Daily Cnsmr Discret Bull 3X ETF (WANT)
28.99
+1.04
(+3.72%)
USD |
NYSEARCA |
Apr 23, 16:00
28.99
0.00 (0.00%)
After-Hours: 20:00
WANT Max Drawdown (5Y): 85.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 76.09% |
July 31, 2020 | 76.09% |
June 30, 2020 | 76.09% |
May 31, 2020 | 76.09% |
April 30, 2020 | 76.09% |
March 31, 2020 | 76.09% |
February 29, 2020 | 40.85% |
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
Apr 2019
85.89%
Maximum
Dec 2022
72.70%
Average
76.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -46.00 |
Beta (5Y) | 3.762 |
Alpha (vs YCharts Benchmark) (5Y) | -46.00 |
Beta (vs YCharts Benchmark) (5Y) | 3.762 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.03% |
Historical Sharpe Ratio (5Y) | 0.0409 |
Historical Sortino (5Y) | 0.0628 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.54% |