Direxion Daily FTSE China Bull 3X Shares (YINN)
29.15
-0.90
(-3.00%)
USD |
NYSEARCA |
Dec 27, 16:00
29.16
+0.01
(+0.03%)
After-Hours: 20:00
YINN Max Drawdown (5Y): 98.07% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Direxion Daily Financial Bull 3x Shares | 85.99% |
| ProShares Ultra Dow30 | 63.13% |
| ProShares Ultra Energy | 93.73% |
| ProShares Ultra Financials | 69.99% |
| iShares China Large-Cap ETF | 60.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.15 |
| Beta (5Y) | 1.109 |
| Alpha (vs YCharts Benchmark) (5Y) | -54.58 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8594 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.48% |
| Historical Sharpe Ratio (5Y) | -0.4725 |
| Historical Sortino (5Y) | -1.031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.09% |