Direxion Daily FTSE China Bull 3X ETF (YINN)
27.42
+0.15
(+0.55%)
USD |
NYSEARCA |
Nov 15, 14:21
YINN Max Drawdown (5Y): 98.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.07% |
| September 30, 2024 | 98.07% |
| August 31, 2024 | 98.07% |
| July 31, 2024 | 98.07% |
| June 30, 2024 | 98.07% |
| May 31, 2024 | 98.07% |
| April 30, 2024 | 98.07% |
| March 31, 2024 | 98.07% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
92.06%
Average
94.17%
Median
Max Drawdown (5Y) Benchmarks
| ProShares Ultra S&P500 | 59.34% |
| ProShares UltraPro S&P500 | 76.82% |
| Direxion Daily S&P500® Bull 3X ETF | 76.86% |
| Direxion Daily MSCI Em Mkts Bull 3X ETF | 87.05% |
| iShares China Large-Cap ETF | 60.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.47 |
| Beta (5Y) | 1.159 |
| Alpha (vs YCharts Benchmark) (5Y) | -52.31 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8967 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.40% |
| Historical Sharpe Ratio (5Y) | -0.452 |
| Historical Sortino (5Y) | -0.9832 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.58% |