ProShares UltraShort Utilities (SDP)
9.588
+0.02
(+0.19%)
USD |
NYSEARCA |
May 17, 16:00
9.62
+0.03
(+0.33%)
After-Hours: 20:00
SDP Max Drawdown (5Y): 84.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.32% |
| March 31, 2024 | 84.32% |
| February 29, 2024 | 84.32% |
| January 31, 2024 | 84.32% |
| December 31, 2023 | 84.32% |
| November 30, 2023 | 84.32% |
| October 31, 2023 | 84.32% |
| September 30, 2023 | 84.32% |
| August 31, 2023 | 84.32% |
| July 31, 2023 | 84.32% |
| June 30, 2023 | 84.32% |
| May 31, 2023 | 84.32% |
| April 30, 2023 | 84.32% |
| March 31, 2023 | 84.32% |
| February 28, 2023 | 84.32% |
| January 31, 2023 | 84.32% |
| December 31, 2022 | 84.32% |
| November 30, 2022 | 84.32% |
| October 31, 2022 | 84.32% |
| September 30, 2022 | 84.32% |
| August 31, 2022 | 84.16% |
| July 31, 2022 | 82.92% |
| June 30, 2022 | 82.92% |
| May 31, 2022 | 82.92% |
| April 30, 2022 | 82.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.42% |
| February 28, 2022 | 82.42% |
| January 31, 2022 | 82.42% |
| December 31, 2021 | 82.42% |
| November 30, 2021 | 82.42% |
| October 31, 2021 | 82.42% |
| September 30, 2021 | 82.42% |
| August 31, 2021 | 82.42% |
| July 31, 2021 | 82.42% |
| June 30, 2021 | 82.42% |
| May 31, 2021 | 82.42% |
| April 30, 2021 | 82.42% |
| March 31, 2021 | 82.83% |
| February 28, 2021 | 82.83% |
| January 31, 2021 | 82.83% |
| December 31, 2020 | 82.83% |
| November 30, 2020 | 82.83% |
| October 31, 2020 | 82.83% |
| September 30, 2020 | 82.83% |
| August 31, 2020 | 82.83% |
| July 31, 2020 | 82.83% |
| June 30, 2020 | 82.83% |
| May 31, 2020 | 82.83% |
| April 30, 2020 | 82.83% |
| March 31, 2020 | 82.83% |
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
82.42%
Minimum
Apr 2021
84.32%
Maximum
Sep 2022
83.43%
Average
82.92%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.38 |
| Beta (5Y) | -0.9837 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.38 |
| Beta (vs YCharts Benchmark) (5Y) | -0.9837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.22% |
| Historical Sharpe Ratio (5Y) | -0.5697 |
| Historical Sortino (5Y) | -1.074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.44% |