ProShares UltraShort MidCap400 (MZZ)
10.81
+0.01
(+0.12%)
USD |
NYSEARCA |
May 17, 16:00
10.84
+0.03
(+0.25%)
After-Hours: 20:00
MZZ Max Drawdown (5Y): 91.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.25% |
| March 31, 2024 | 91.25% |
| February 29, 2024 | 90.32% |
| January 31, 2024 | 89.83% |
| December 31, 2023 | 89.83% |
| November 30, 2023 | 89.29% |
| October 31, 2023 | 89.29% |
| September 30, 2023 | 89.29% |
| August 31, 2023 | 89.29% |
| July 31, 2023 | 89.29% |
| June 30, 2023 | 89.27% |
| May 31, 2023 | 89.27% |
| April 30, 2023 | 89.27% |
| March 31, 2023 | 89.27% |
| February 28, 2023 | 89.27% |
| January 31, 2023 | 88.62% |
| December 31, 2022 | 88.27% |
| November 30, 2022 | 88.27% |
| October 31, 2022 | 88.27% |
| September 30, 2022 | 88.27% |
| August 31, 2022 | 88.27% |
| July 31, 2022 | 88.27% |
| June 30, 2022 | 88.27% |
| May 31, 2022 | 88.27% |
| April 30, 2022 | 88.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.27% |
| February 28, 2022 | 88.27% |
| January 31, 2022 | 88.27% |
| December 31, 2021 | 88.27% |
| November 30, 2021 | 88.27% |
| October 31, 2021 | 87.87% |
| September 30, 2021 | 87.87% |
| August 31, 2021 | 87.87% |
| July 31, 2021 | 87.87% |
| June 30, 2021 | 87.87% |
| May 31, 2021 | 87.87% |
| April 30, 2021 | 87.87% |
| March 31, 2021 | 87.08% |
| February 28, 2021 | 87.07% |
| January 31, 2021 | 87.07% |
| December 31, 2020 | 87.07% |
| November 30, 2020 | 87.07% |
| October 31, 2020 | 87.07% |
| September 30, 2020 | 87.07% |
| August 31, 2020 | 87.07% |
| July 31, 2020 | 87.07% |
| June 30, 2020 | 87.07% |
| May 31, 2020 | 87.07% |
| April 30, 2020 | 87.07% |
| March 31, 2020 | 88.78% |
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
87.07%
Minimum
Apr 2020
91.25%
Maximum
Mar 2024
88.56%
Average
88.27%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| ProShares UltraPro Short MidCap400 | 98.30% |
| ProShares Short MidCap400 | 66.42% |
| ProShares Ultra MidCap400 | 69.19% |
| ProShares UltraPro MidCap400 | 86.29% |
| Direxion Daily Mid Cap Bull 3X ETF | 86.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.558 |
| Beta (5Y) | -2.074 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.558 |
| Beta (vs YCharts Benchmark) (5Y) | -2.074 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.13% |
| Historical Sharpe Ratio (5Y) | -0.5917 |
| Historical Sortino (5Y) | -1.258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.45% |