ProShares UltraShort Nasdaq Biotech (BIS)
17.59
+0.16
(+0.92%)
USD |
NASDAQ |
May 17, 16:00
17.60
+0.01
(+0.06%)
After-Hours: 20:00
BIS Max Drawdown (5Y): 90.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.36% |
March 31, 2024 | 90.36% |
February 29, 2024 | 90.36% |
January 31, 2024 | 90.36% |
December 31, 2023 | 90.36% |
November 30, 2023 | 90.36% |
October 31, 2023 | 90.36% |
September 30, 2023 | 90.36% |
August 31, 2023 | 90.36% |
July 31, 2023 | 90.36% |
June 30, 2023 | 90.36% |
May 31, 2023 | 90.36% |
April 30, 2023 | 90.36% |
March 31, 2023 | 90.36% |
February 28, 2023 | 90.36% |
January 31, 2023 | 90.36% |
December 31, 2022 | 91.03% |
November 30, 2022 | 92.07% |
October 31, 2022 | 92.83% |
September 30, 2022 | 92.83% |
August 31, 2022 | 92.83% |
July 31, 2022 | 94.28% |
June 30, 2022 | 94.69% |
May 31, 2022 | 94.69% |
April 30, 2022 | 94.69% |
Date | Value |
---|---|
March 31, 2022 | 94.69% |
February 28, 2022 | 94.69% |
January 31, 2022 | 94.69% |
December 31, 2021 | 94.69% |
November 30, 2021 | 94.69% |
October 31, 2021 | 94.69% |
September 30, 2021 | 94.69% |
August 31, 2021 | 94.85% |
July 31, 2021 | 95.74% |
June 30, 2021 | 96.27% |
May 31, 2021 | 96.39% |
April 30, 2021 | 96.58% |
March 31, 2021 | 96.95% |
February 28, 2021 | 96.95% |
January 31, 2021 | 96.95% |
December 31, 2020 | 96.95% |
November 30, 2020 | 96.95% |
October 31, 2020 | 97.29% |
September 30, 2020 | 97.52% |
August 31, 2020 | 97.52% |
July 31, 2020 | 97.52% |
June 30, 2020 | 97.60% |
May 31, 2020 | 97.84% |
April 30, 2020 | 98.05% |
March 31, 2020 | 98.23% |
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
90.36%
Minimum
Jan 2023
98.23%
Maximum
May 2019
94.62%
Average
94.69%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.04 |
Beta (5Y) | -1.194 |
Alpha (vs YCharts Benchmark) (5Y) | -11.04 |
Beta (vs YCharts Benchmark) (5Y) | -1.194 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.05% |
Historical Sharpe Ratio (5Y) | -0.5655 |
Historical Sortino (5Y) | -0.8921 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.83% |