ProShares UltraShort Dow30 (DXD)
30.94
+0.03
(+0.10%)
USD |
NYSEARCA |
May 16, 16:00
30.97
+0.03
(+0.10%)
After-Hours: 20:00
DXD Max Drawdown (5Y): 87.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.23% |
March 31, 2024 | 87.23% |
February 29, 2024 | 87.23% |
January 31, 2024 | 87.23% |
December 31, 2023 | 87.23% |
November 30, 2023 | 87.23% |
October 31, 2023 | 87.23% |
September 30, 2023 | 87.23% |
August 31, 2023 | 87.23% |
July 31, 2023 | 87.23% |
June 30, 2023 | 87.23% |
May 31, 2023 | 87.23% |
April 30, 2023 | 87.23% |
March 31, 2023 | 87.23% |
February 28, 2023 | 87.23% |
January 31, 2023 | 87.23% |
December 31, 2022 | 87.23% |
November 30, 2022 | 87.23% |
October 31, 2022 | 87.23% |
September 30, 2022 | 87.23% |
August 31, 2022 | 87.23% |
July 31, 2022 | 87.23% |
June 30, 2022 | 87.23% |
May 31, 2022 | 87.23% |
April 30, 2022 | 87.23% |
Date | Value |
---|---|
March 31, 2022 | 87.23% |
February 28, 2022 | 87.23% |
January 31, 2022 | 87.23% |
December 31, 2021 | 87.23% |
November 30, 2021 | 87.23% |
October 31, 2021 | 87.23% |
September 30, 2021 | 87.23% |
August 31, 2021 | 87.23% |
July 31, 2021 | 87.23% |
June 30, 2021 | 87.23% |
May 31, 2021 | 87.23% |
April 30, 2021 | 87.23% |
March 31, 2021 | 86.46% |
February 28, 2021 | 86.46% |
January 31, 2021 | 86.46% |
December 31, 2020 | 86.46% |
November 30, 2020 | 86.25% |
October 31, 2020 | 84.76% |
September 30, 2020 | 84.76% |
August 31, 2020 | 84.26% |
July 31, 2020 | 83.45% |
June 30, 2020 | 83.45% |
May 31, 2020 | 80.56% |
April 30, 2020 | 80.56% |
March 31, 2020 | 82.66% |
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
80.56%
Minimum
Apr 2020
87.23%
Maximum
Apr 2021
86.04%
Average
87.23%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
ProShares UltraPro Short Dow30 | 96.65% |
ProShares Short Dow30 | 60.32% |
ProShares Ultra Dow30 | 63.13% |
ProShares UltraPro Dow30 | 80.29% |
Direxion Daily S&P 500® Hi Bt Br 3X ETF | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.73 |
Beta (5Y) | -1.653 |
Alpha (vs YCharts Benchmark) (5Y) | -6.73 |
Beta (vs YCharts Benchmark) (5Y) | -1.653 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.49% |
Historical Sharpe Ratio (5Y) | -0.6709 |
Historical Sortino (5Y) | -1.231 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |