ProShares Short MSCI EAFE (EFZ)
16.77
-0.21
(-1.24%)
USD |
NYSEARCA |
May 02, 16:00
16.83
+0.06
(+0.36%)
After-Hours: 20:00
EFZ Max Drawdown (5Y): 50.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.13% |
March 31, 2024 | 50.13% |
February 29, 2024 | 49.24% |
January 31, 2024 | 49.24% |
December 31, 2023 | 49.24% |
November 30, 2023 | 49.24% |
October 31, 2023 | 49.24% |
September 30, 2023 | 49.24% |
August 31, 2023 | 49.24% |
July 31, 2023 | 49.24% |
June 30, 2023 | 49.24% |
May 31, 2023 | 49.24% |
April 30, 2023 | 49.24% |
March 31, 2023 | 49.24% |
February 28, 2023 | 49.24% |
January 31, 2023 | 49.24% |
December 31, 2022 | 49.24% |
November 30, 2022 | 49.24% |
October 31, 2022 | 49.24% |
September 30, 2022 | 49.24% |
August 31, 2022 | 49.24% |
July 31, 2022 | 49.24% |
June 30, 2022 | 49.24% |
May 31, 2022 | 49.24% |
April 30, 2022 | 49.24% |
Date | Value |
---|---|
March 31, 2022 | 49.24% |
February 28, 2022 | 49.24% |
January 31, 2022 | 49.24% |
December 31, 2021 | 49.24% |
November 30, 2021 | 49.24% |
October 31, 2021 | 49.20% |
September 30, 2021 | 49.20% |
August 31, 2021 | 48.66% |
July 31, 2021 | 48.33% |
June 30, 2021 | 48.33% |
May 31, 2021 | 47.38% |
April 30, 2021 | 46.85% |
March 31, 2021 | 45.57% |
February 28, 2021 | 45.57% |
January 31, 2021 | 45.57% |
December 31, 2020 | 45.57% |
November 30, 2020 | 45.57% |
October 31, 2020 | 45.57% |
September 30, 2020 | 45.57% |
August 31, 2020 | 45.57% |
July 31, 2020 | 45.57% |
June 30, 2020 | 45.57% |
May 31, 2020 | 46.11% |
April 30, 2020 | 46.11% |
March 31, 2020 | 49.31% |
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
45.57%
Minimum
Jun 2020
52.89%
Maximum
May 2019
49.02%
Average
49.24%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
ProShares UltraShort MSCI EAFE | 79.50% |
ProShares Ultra MSCI EAFE | 63.53% |
ProShares UltraShort Dow30 | 87.23% |
ProShares UltraShort FTSE China 50 | 88.04% |
ProShares UltraShort Financials | 94.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4048 |
Beta (5Y) | -0.8467 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4048 |
Beta (vs YCharts Benchmark) (5Y) | -0.8467 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.02% |
Historical Sharpe Ratio (5Y) | -0.4511 |
Historical Sortino (5Y) | -0.8537 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.55% |