ProShares MSCI Emerg Mkts Div Growers (EMDV)
43.51
-0.13
(-0.30%)
USD |
BATS |
Jun 14, 16:00
EMDV Max Drawdown (5Y): 39.20% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 39.20% |
April 30, 2024 | 39.20% |
March 31, 2024 | 39.20% |
February 29, 2024 | 39.20% |
January 31, 2024 | 39.20% |
December 31, 2023 | 39.20% |
November 30, 2023 | 39.20% |
October 31, 2023 | 39.20% |
September 30, 2023 | 39.20% |
August 31, 2023 | 39.20% |
July 31, 2023 | 39.20% |
June 30, 2023 | 39.20% |
May 31, 2023 | 39.20% |
April 30, 2023 | 39.20% |
March 31, 2023 | 39.20% |
February 28, 2023 | 39.20% |
January 31, 2023 | 39.20% |
December 31, 2022 | 39.20% |
November 30, 2022 | 39.20% |
October 31, 2022 | 39.20% |
September 30, 2022 | 39.20% |
August 31, 2022 | 39.20% |
July 31, 2022 | 39.20% |
June 30, 2022 | 39.20% |
May 31, 2022 | 39.20% |
Date | Value |
---|---|
April 30, 2022 | 39.20% |
March 31, 2022 | 39.20% |
February 28, 2022 | 39.20% |
January 31, 2022 | 39.20% |
December 31, 2021 | 39.20% |
November 30, 2021 | 39.20% |
October 31, 2021 | 39.20% |
September 30, 2021 | 39.20% |
August 31, 2021 | 39.20% |
July 31, 2021 | 39.20% |
June 30, 2021 | 39.20% |
May 31, 2021 | 39.20% |
April 30, 2021 | 39.20% |
March 31, 2021 | 39.20% |
February 28, 2021 | 39.20% |
January 31, 2021 | 39.20% |
December 31, 2020 | 39.20% |
November 30, 2020 | 39.20% |
October 31, 2020 | 39.20% |
September 30, 2020 | 39.20% |
August 31, 2020 | 39.20% |
July 31, 2020 | 39.20% |
June 30, 2020 | 39.20% |
May 31, 2020 | 39.20% |
April 30, 2020 | 39.20% |
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
21.69%
Minimum
Jun 2019
39.20%
Maximum
Mar 2020
36.57%
Average
39.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.010 |
Beta (5Y) | 0.953 |
Alpha (vs YCharts Benchmark) (5Y) | -6.253 |
Beta (vs YCharts Benchmark) (5Y) | 0.9382 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.65% |
Historical Sharpe Ratio (5Y) | -0.2301 |
Historical Sortino (5Y) | -0.27 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.30% |