Direxion Daily FTSE China Bear 3X ETF (YANG)
80.59
-1.30
(-1.59%)
USD |
NYSEARCA |
Nov 15, 16:00
80.89
+0.30
(+0.37%)
After-Hours: 20:00
YANG Max Drawdown (5Y): 96.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.76% |
| September 30, 2024 | 96.76% |
| August 31, 2024 | 96.76% |
| July 31, 2024 | 96.76% |
| June 30, 2024 | 96.76% |
| May 31, 2024 | 96.76% |
| April 30, 2024 | 96.76% |
| March 31, 2024 | 96.76% |
| February 29, 2024 | 96.76% |
| January 31, 2024 | 96.76% |
| December 31, 2023 | 96.76% |
| November 30, 2023 | 96.76% |
| October 31, 2023 | 96.76% |
| September 30, 2023 | 96.76% |
| August 31, 2023 | 96.76% |
| July 31, 2023 | 96.76% |
| June 30, 2023 | 96.76% |
| May 31, 2023 | 96.76% |
| April 30, 2023 | 96.76% |
| March 31, 2023 | 96.76% |
| February 28, 2023 | 96.76% |
| January 31, 2023 | 96.98% |
| December 31, 2022 | 97.05% |
| November 30, 2022 | 97.45% |
| October 31, 2022 | 97.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.72% |
| August 31, 2022 | 97.72% |
| July 31, 2022 | 97.72% |
| June 30, 2022 | 97.72% |
| May 31, 2022 | 97.72% |
| April 30, 2022 | 97.72% |
| March 31, 2022 | 97.72% |
| February 28, 2022 | 97.72% |
| January 31, 2022 | 97.72% |
| December 31, 2021 | 97.72% |
| November 30, 2021 | 97.72% |
| October 31, 2021 | 97.72% |
| September 30, 2021 | 97.72% |
| August 31, 2021 | 97.72% |
| July 31, 2021 | 97.72% |
| June 30, 2021 | 97.72% |
| May 31, 2021 | 97.72% |
| April 30, 2021 | 97.72% |
| March 31, 2021 | 97.72% |
| February 28, 2021 | 97.72% |
| January 31, 2021 | 97.72% |
| December 31, 2020 | 97.72% |
| November 30, 2020 | 97.72% |
| October 31, 2020 | 97.72% |
| September 30, 2020 | 97.72% |
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
96.76%
Minimum
Feb 2023
97.72%
Maximum
Nov 2019
97.35%
Average
97.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.05 |
| Beta (5Y) | -1.252 |
| Alpha (vs YCharts Benchmark) (5Y) | -35.73 |
| Beta (vs YCharts Benchmark) (5Y) | -0.4363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.17% |
| Historical Sharpe Ratio (5Y) | -0.4985 |
| Historical Sortino (5Y) | -0.8361 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.85% |