Direxion Daily FTSE China Bull 3X ETF (YINN)
19.09
+0.58
(+3.13%)
USD |
NYSEARCA |
Mar 28, 16:00
19.00
-0.09
(-0.47%)
After-Hours: 20:00
YINN Max Drawdown (5Y): 98.07% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 98.07% |
January 31, 2024 | 98.07% |
December 31, 2023 | 98.07% |
November 30, 2023 | 98.07% |
October 31, 2023 | 98.07% |
September 30, 2023 | 98.07% |
August 31, 2023 | 98.07% |
July 31, 2023 | 98.07% |
June 30, 2023 | 98.07% |
May 31, 2023 | 98.07% |
April 30, 2023 | 98.07% |
March 31, 2023 | 98.07% |
February 28, 2023 | 98.07% |
January 31, 2023 | 98.07% |
December 31, 2022 | 98.07% |
November 30, 2022 | 98.07% |
October 31, 2022 | 98.07% |
September 30, 2022 | 96.08% |
August 31, 2022 | 94.33% |
July 31, 2022 | 94.33% |
June 30, 2022 | 94.33% |
May 31, 2022 | 94.33% |
April 30, 2022 | 94.01% |
March 31, 2022 | 94.01% |
February 28, 2022 | 86.64% |
Date | Value |
---|---|
January 31, 2022 | 85.70% |
December 31, 2021 | 85.18% |
November 30, 2021 | 85.16% |
October 31, 2021 | 85.16% |
September 30, 2021 | 85.16% |
August 31, 2021 | 85.16% |
July 31, 2021 | 85.16% |
June 30, 2021 | 85.16% |
May 31, 2021 | 85.16% |
April 30, 2021 | 85.16% |
March 31, 2021 | 85.16% |
February 28, 2021 | 85.16% |
January 31, 2021 | 85.16% |
December 31, 2020 | 85.16% |
November 30, 2020 | 86.99% |
October 31, 2020 | 86.99% |
September 30, 2020 | 86.99% |
August 31, 2020 | 86.99% |
July 31, 2020 | 86.99% |
June 30, 2020 | 86.99% |
May 31, 2020 | 86.99% |
April 30, 2020 | 86.99% |
March 31, 2020 | 86.99% |
February 29, 2020 | 86.99% |
January 31, 2020 | 86.99% |
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
85.16%
Minimum
Dec 2020
98.07%
Maximum
Oct 2022
90.58%
Average
86.99%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -66.26 |
Beta (5Y) | 1.335 |
Alpha (vs YCharts Benchmark) (5Y) | -66.26 |
Beta (vs YCharts Benchmark) (5Y) | 1.335 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.99% |
Historical Sharpe Ratio (5Y) | -0.3588 |
Historical Sortino (5Y) | -0.676 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.58% |